Thursday, August 13, 2026
Short Covering Rally
48%confidence
Correct
Classification Scores
Balanced Day36.2%
Trend Day49.0%
Expansion Day0.0%
Short Covering Rally75.3%
Liquidity Sweep11.9%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
14.52
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7763.18
High
7816.70
Low
7763.18
Close
7798.99
VWAP
7785.80
Net Move
+0.48
Daily Range
53.5
pts
True Range
68.2
pts
ADR
75.2
ATR
83.6
Rel Volume
0.36
x avg
Expansion Ratio
0.71
Initial Balance Analysis
IB High
7815.54
IB Low
7763.18
IB Range
52.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.02x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.12
Liquidity Score
35.8
Mean Reversion
36.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.02x IB range) | Actual move: +0.48% | Expansion: 0.71x ADR