Thursday, May 1, 2025
Balanced Day
35%confidence
Partial
Classification Scores
Balanced Day36.5%
Trend Day14.8%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep31.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
24.60
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5625.14
High
5658.91
Low
5597.35
Close
5604.14
VWAP
5621.39
Net Move
-0.37
Daily Range
61.6
pts
True Range
89.9
pts
ADR
115.7
ATR
137.2
Rel Volume
1.01
x avg
Expansion Ratio
0.53
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.22
Liquidity Score
54.7
Mean Reversion
58.7
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.37% | Expansion: 0.53x ADR