Monday, October 26, 2026
Short Covering Rally
64%confidence
Correct
Classification Scores
Balanced Day15.1%
Trend Day59.8%
Expansion Day0.0%
Short Covering Rally76.9%
Liquidity Sweep20.8%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
18.34
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
$7639.70
High
$7702.13
Low
$7639.70
Close
$7676.77
VWAP
$7665.20
Net Move
+0.52
Daily Range
62.4
pts
True Range
78.4
pts
ADR
62.4
ATR
74.1
Rel Volume
0.38
x avg
Expansion Ratio
1.00
Initial Balance Analysis
IB High
$7683.03
IB Low
$7639.70
IB Range
43.3
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.44x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.08
Liquidity Score
25.8
Mean Reversion
33.1
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.44x IB range) | Actual move: +0.52% | Expansion: 1.00x ADR