Wednesday, October 28, 2026
Balanced Day
76%confidence
Correct
Classification Scores
Balanced Day63.4%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally1.9%
Liquidity Sweep41.8%
Volatility Compression29.3%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA FARMING • ✓ REVERSION TAILWIND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.86
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
$7735.56
High
$7758.43
Low
$7718.37
Close
$7743.98
VWAP
$7739.21
Net Move
+0.12
Daily Range
40.1
pts
True Range
40.1
pts
ADR
61.6
ATR
72.1
Rel Volume
0.42
x avg
Expansion Ratio
0.65
Initial Balance Analysis
IB High
$7742.75
IB Low
$7718.37
IB Range
24.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.64x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.03
Liquidity Score
41.6
Mean Reversion
77.5
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.64x IB range) | Actual move: +0.12% | Expansion: 0.65x ADR