Friday, August 14, 2026
Trend Day
26%confidence
Partial
Classification Scores
Balanced Day27.7%
Trend Day29.2%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression16.4%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.74
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7806.60
High
7810.01
Low
7776.31
Close
7785.76
VWAP
7770.62
Net Move
-0.48
Daily Range
42.7
pts
True Range
51.0
pts
ADR
70.6
ATR
80.9
Rel Volume
0.32
x avg
Expansion Ratio
0.60
Initial Balance Analysis
IB High
7790.68
IB Low
7771.01
IB Range
19.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.00x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.03
Liquidity Score
48.7
Mean Reversion
31.2
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.00x IB range) | Actual move: -0.48% | Expansion: 0.60x ADR