Monday, October 5, 2026
Short Covering Rally
71%confidence
Correct
Classification Scores
Balanced Day8.9%
Trend Day64.0%
Expansion Day0.0%
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 Normal
VIX
15.58
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7730.86
High
7794.35
Low
7727.59
Close
7773.95
VWAP
7757.81
Net Move
+0.62
Daily Range
66.8
pts
True Range
71.6
pts
ADR
61.5
ATR
69.5
Rel Volume
0.38
x avg
Expansion Ratio
1.09
Initial Balance Analysis
IB High
7758.32
IB Low
7727.59
IB Range
30.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.17x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.02
Liquidity Score
21.7
Mean Reversion
26.3
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.17x IB range) | Actual move: +0.62% | Expansion: 1.09x ADR