Thursday, September 10, 2026
Balanced Day
68%confidence
Correct
Classification Scores
Balanced Day64.4%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep52.3%
Volatility Compression30.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
17.19
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7594.74
High
7612.86
Low
7580.06
Close
7591.70
VWAP
7595.51
Net Move
-0.00
Daily Range
32.8
pts
True Range
56.3
pts
ADR
44.7
ATR
54.1
Rel Volume
0.41
x avg
Expansion Ratio
0.73
Initial Balance Analysis
IB High
7612.74
IB Low
7580.06
IB Range
32.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.00x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.15
Liquidity Score
44.3
Mean Reversion
87.3
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.00x IB range) | Actual move: -0.00% | Expansion: 0.73x ADR