Tuesday, August 18, 2026
Volatility Compression
60%confidence
Correct
Classification Scores
Balanced Day35.1%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep40.3%
Volatility Compression62.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION • ✓ REVERSION TAILWIND
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
15.76
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7700.04
High
7713.95
Low
7688.63
Close
7691.76
VWAP
7701.70
Net Move
-0.01
Daily Range
20.1
pts
True Range
51.2
pts
ADR
61.0
ATR
68.0
Rel Volume
0.13
x avg
Expansion Ratio
0.33
Initial Balance Analysis
IB High
7713.95
IB Low
7696.16
IB Range
17.8
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.13x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.14
Liquidity Score
53.2
Mean Reversion
78.7
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.13x IB range) | Actual move: -0.01% | Expansion: 0.33x ADR