Friday, May 2, 2025
Short Covering Rally
76%confidence
Correct
Classification Scores
Balanced Day27.3%
Trend Day44.2%
Expansion Day5.1%
Short Covering Rally80.4%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
22.68
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5645.88
High
5700.70
Low
5642.28
Close
5686.67
VWAP
5668.88
Net Move
+0.72
Daily Range
58.4
pts
True Range
96.6
pts
ADR
103.1
ATR
119.2
Rel Volume
1.02
x avg
Expansion Ratio
0.57
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
0.12
Liquidity Score
54.3
Mean Reversion
32.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.72% | Expansion: 0.57x ADR