Tuesday, April 22, 2025
Short Covering Rally
87%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day40.8%
Expansion Day8.3%
Short Covering Rally88.0%
Liquidity Sweep0.0%
Volatility Compression5.8%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
30.57
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
5207.67
High
5309.61
Low
5207.67
Close
5287.76
VWAP
5253.18
Net Move
+1.54
Daily Range
101.9
pts
True Range
151.4
pts
ADR
197.3
ATR
230.1
Rel Volume
0.76
x avg
Expansion Ratio
0.52
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.94
Liquidity Score
40.0
Mean Reversion
18.1
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +1.54% | Expansion: 0.52x ADR