Wednesday, September 16, 2026
Expansion Day Bearish
64%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day31.5%
Expansion Day45.7%
Short Covering Rally0.0%
Liquidity Sweep10.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS • ✓ CLEAN TREND
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
17.54
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7601.25
High
7626.79
Low
7507.77
Close
7551.81
VWAP
7570.41
Net Move
-0.73
Daily Range
119.0
pts
True Range
119.0
pts
ADR
53.4
ATR
65.4
Rel Volume
0.43
x avg
Expansion Ratio
2.23
Initial Balance Analysis
IB High
7614.97
IB Low
7597.61
IB Range
17.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.68x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.13
Liquidity Score
0.0
Mean Reversion
33.0
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.68x IB range) | Actual move: -0.73% | Expansion: 2.23x ADR