Monday, May 12, 2025
Trend Day Bullish
85%confidence
Correct
Classification Scores
Balanced Day19.0%
Trend Day75.0%
Expansion Day14.6%
Short Covering Rally34.3%
Liquidity Sweep7.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
18.39
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5807.20
High
5845.37
Low
5786.08
Close
5844.19
VWAP
5820.71
Net Move
+0.64
Daily Range
59.3
pts
True Range
185.5
pts
ADR
81.8
ATR
95.6
Rel Volume
1.25
x avg
Expansion Ratio
0.72
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
0.19
Liquidity Score
39.8
Mean Reversion
36.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.64% | Expansion: 0.72x ADR