Friday, August 21, 2026
Balanced Day
28%confidence
Correct
Classification Scores
Balanced Day55.9%
Trend Day37.2%
Expansion Day0.0%
Short Covering Rally55.2%
Liquidity Sweep24.6%
Volatility Compression9.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.00
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7665.68
High
7697.11
Low
7660.06
Close
7674.37
VWAP
7677.04
Net Move
+0.26
Daily Range
37.0
pts
True Range
55.9
pts
ADR
50.0
ATR
51.6
Rel Volume
0.36
x avg
Expansion Ratio
0.74
Initial Balance Analysis
IB High
7678.16
IB Low
7660.83
IB Range
17.3
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.09x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.11
Liquidity Score
39.6
Mean Reversion
50.4
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.09x IB range) | Actual move: +0.26% | Expansion: 0.74x ADR