Thursday, October 15, 2026
Trend Day Bullish
46%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day65.1%
Expansion Day33.9%
Short Covering Rally59.3%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
16.45
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
$7687.31
High
$7754.15
Low
$7669.66
Close
$7744.06
VWAP
$7714.90
Net Move
+0.80
Daily Range
84.5
pts
True Range
84.5
pts
ADR
56.2
ATR
65.1
Rel Volume
0.48
x avg
Expansion Ratio
1.50
Initial Balance Analysis
IB High
$7705.31
IB Low
$7669.66
IB Range
35.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.37x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.35
Liquidity Score
0.0
Mean Reversion
16.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.37x IB range) | Actual move: +0.80% | Expansion: 1.50x ADR