Wednesday, September 23, 2026
Trend Day Bearish
94%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day66.2%
Expansion Day15.4%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
15.36
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7761.94
High
7761.94
Low
7694.89
Close
7706.03
VWAP
7731.98
Net Move
-0.68
Daily Range
67.0
pts
True Range
69.8
pts
ADR
55.6
ATR
72.9
Rel Volume
0.42
x avg
Expansion Ratio
1.21
Initial Balance Analysis
IB High
7761.94
IB Low
7713.30
IB Range
48.6
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.38x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.23
Liquidity Score
10.2
Mean Reversion
19.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.38x IB range) | Actual move: -0.68% | Expansion: 1.21x ADR