Monday, September 28, 2026
Trend Day Bearish
85%confidence
Correct
Classification Scores
Balanced Day20.1%
Trend Day59.7%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep8.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
16.15
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7721.70
High
7724.15
Low
7666.60
Close
7683.69
VWAP
7698.58
Net Move
-0.52
Daily Range
57.5
pts
True Range
76.8
pts
ADR
54.6
ATR
71.6
Rel Volume
0.40
x avg
Expansion Ratio
1.05
Initial Balance Analysis
IB High
7721.70
IB Low
7697.57
IB Range
24.1
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.10x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.07
Liquidity Score
24.1
Mean Reversion
30.2
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.10x IB range) | Actual move: -0.52% | Expansion: 1.05x ADR