Wednesday, August 26, 2026
Balanced Day
33%confidence
Correct
Classification Scores
Balanced Day49.4%
Trend Day41.0%
Expansion Day0.0%
Short Covering Rally33.5%
Liquidity Sweep12.2%
Volatility Compression9.7%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
14.88
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7666.88
High
7690.73
Low
7657.41
Close
7675.70
VWAP
7675.95
Net Move
+0.29
Daily Range
33.3
pts
True Range
33.3
pts
ADR
39.5
ATR
46.5
Rel Volume
0.34
x avg
Expansion Ratio
0.84
Initial Balance Analysis
IB High
7688.36
IB Low
7662.90
IB Range
25.5
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.09x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.14
Liquidity Score
36.6
Mean Reversion
44.7
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.09x IB range) | Actual move: +0.29% | Expansion: 0.84x ADR