Thursday, September 3, 2026
Short Covering Rally
62%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day65.9%
Expansion Day33.0%
Short Covering Rally80.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
14.15
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7686.71
High
7756.76
Low
7686.71
Close
7747.71
VWAP
7719.80
Net Move
+0.81
Daily Range
70.0
pts
True Range
90.2
pts
ADR
45.6
ATR
56.6
Rel Volume
0.41
x avg
Expansion Ratio
1.54
Initial Balance Analysis
IB High
7716.69
IB Low
7686.71
IB Range
30.0
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.34x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.21
Liquidity Score
11.1
Mean Reversion
9.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.34x IB range) | Actual move: +0.81% | Expansion: 1.54x ADR