Monday, August 31, 2026
Balanced Day
39%confidence
Correct
Classification Scores
Balanced Day54.6%
Trend Day31.9%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep45.1%
Volatility Compression16.7%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
15.80
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7697.52
High
7697.52
Low
7665.06
Close
7686.14
VWAP
7686.39
Net Move
-0.16
Daily Range
32.5
pts
True Range
46.7
pts
ADR
41.7
ATR
51.4
Rel Volume
0.38
x avg
Expansion Ratio
0.78
Initial Balance Analysis
IB High
7697.52
IB Low
7665.06
IB Range
32.5
pts
IB Broken
No
Break Direction
—
IB Outcome
IB held — range contained within IB (32.5 pts)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.01
Liquidity Score
44.4
Mean Reversion
53.7
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB held — range contained within IB (32.5 pts) | Actual move: -0.16% | Expansion: 0.78x ADR