Thursday, October 22, 2026
Trend Day Bearish
95%confidence
Correct
Classification Scores
Balanced Day9.6%
Trend Day64.6%
Expansion Day0.0%
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 Normal
VIX
19.68
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
$7694.62
High
$7702.94
Low
$7637.36
Close
$7663.43
VWAP
$7670.61
Net Move
-0.61
Daily Range
65.6
pts
True Range
119.8
pts
ADR
62.0
ATR
73.8
Rel Volume
0.50
x avg
Expansion Ratio
1.06
Initial Balance Analysis
IB High
$7702.94
IB Low
$7657.51
IB Range
45.4
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.44x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.16
Liquidity Score
34.9
Mean Reversion
28.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.44x IB range) | Actual move: -0.61% | Expansion: 1.06x ADR