Tuesday, April 29, 2025
Short Covering Rally
83%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day38.1%
Expansion Day3.2%
Short Covering Rally80.0%
Liquidity Sweep0.0%
Volatility Compression19.8%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
24.17
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5508.87
High
5571.95
Low
5505.70
Close
5560.83
VWAP
5536.84
Net Move
+0.94
Daily Range
66.3
pts
True Range
66.3
pts
ADR
163.9
ATR
185.4
Rel Volume
0.88
x avg
Expansion Ratio
0.40
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
0.34
Liquidity Score
63.3
Mean Reversion
25.8
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.94% | Expansion: 0.40x ADR