Thursday, September 17, 2026
Balanced Day
69%confidence
Correct
Classification Scores
Balanced Day61.7%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally1.1%
Liquidity Sweep44.3%
Volatility Compression29.7%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA FARMING • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
15.43
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7631.44
High
7646.86
Low
7611.81
Close
7637.76
VWAP
7632.30
Net Move
+0.10
Daily Range
34.8
pts
True Range
94.8
pts
ADR
52.3
ATR
67.2
Rel Volume
0.41
x avg
Expansion Ratio
0.67
Initial Balance Analysis
IB High
7646.60
IB Low
7611.81
IB Range
34.8
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
-0.05
Liquidity Score
40.4
Mean Reversion
72.7
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.00x IB range) | Actual move: +0.10% | Expansion: 0.67x ADR