Tuesday, October 13, 2026
Balanced Day
60%confidence
Correct
Classification Scores
Balanced Day47.7%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally19.2%
Liquidity Sweep7.6%
Volatility Compression27.4%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA FARMING
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.36
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7795.27
High
7814.15
Low
7786.11
Close
7805.45
VWAP
7801.48
Net Move
+0.19
Daily Range
28.0
pts
True Range
28.0
pts
ADR
51.6
ATR
60.4
Rel Volume
0.37
x avg
Expansion Ratio
0.54
Initial Balance Analysis
IB High
7814.15
IB Low
7795.27
IB Range
18.9
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.49x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.04
Liquidity Score
49.3
Mean Reversion
58.9
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.49x IB range) | Actual move: +0.19% | Expansion: 0.54x ADR