Tuesday, May 6, 2025
Balanced Day
69%confidence
Correct
Classification Scores
Balanced Day77.3%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep65.9%
Volatility Compression10.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
24.76
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5605.87
High
5649.58
Low
5586.04
Close
5606.91
VWAP
5612.10
Net Move
+0.02
Daily Range
63.5
pts
True Range
64.3
pts
ADR
92.0
ATR
111.1
Rel Volume
1.01
x avg
Expansion Ratio
0.69
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
-0.13
Liquidity Score
55.4
Mean Reversion
72.8
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.02% | Expansion: 0.69x ADR