Thursday, April 24, 2025
Short Covering Rally
85%confidence
Correct
Classification Scores
Balanced Day4.0%
Trend Day46.7%
Expansion Day8.1%
Short Covering Rally88.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
26.47
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
5381.38
High
5489.40
Low
5371.96
Close
5484.77
VWAP
5431.88
Net Move
+1.92
Daily Range
117.4
pts
True Range
117.4
pts
ADR
197.3
ATR
238.5
Rel Volume
0.76
x avg
Expansion Ratio
0.60
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
1.32
Liquidity Score
55.0
Mean Reversion
16.6
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +1.92% | Expansion: 0.60x ADR