Thursday, August 20, 2026
Trend Day
66%confidence
Correct
Classification Scores
Balanced Day24.5%
Trend Day55.8%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.66
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7690.49
High
7699.96
Low
7639.01
Close
7641.16
VWAP
7672.43
Net Move
-0.49
Daily Range
53.1
pts
True Range
61.2
pts
ADR
54.9
ATR
59.5
Rel Volume
0.37
x avg
Expansion Ratio
0.97
Initial Balance Analysis
IB High
7697.20
IB Low
7672.47
IB Range
24.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.11x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.04
Liquidity Score
37.0
Mean Reversion
33.1
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.11x IB range) | Actual move: -0.49% | Expansion: 0.97x ADR