Monday, September 21, 2026
Short Covering Rally
60%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day65.1%
Expansion Day38.5%
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
14.82
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7692.83
High
7779.22
Low
7691.19
Close
7764.70
VWAP
7733.99
Net Move
+1.04
Daily Range
88.0
pts
True Range
128.7
pts
ADR
54.5
ATR
71.4
Rel Volume
0.45
x avg
Expansion Ratio
1.61
Initial Balance Analysis
IB High
7723.18
IB Low
7691.19
IB Range
32.0
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.75x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.44
Liquidity Score
5.0
Mean Reversion
2.7
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.75x IB range) | Actual move: +1.04% | Expansion: 1.61x ADR