Thursday, May 15, 2025
Trend Day Bullish
42%confidence
Correct
Classification Scores
Balanced Day30.6%
Trend Day80.4%
Expansion Day10.7%
Short Covering Rally80.1%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
17.83
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5869.82
High
5924.21
Low
5865.16
Close
5916.93
VWAP
5894.03
Net Move
+0.80
Daily Range
59.0
pts
True Range
59.0
pts
ADR
69.2
ATR
83.6
Rel Volume
1.00
x avg
Expansion Ratio
0.85
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
0.35
Liquidity Score
55.6
Mean Reversion
22.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.80% | Expansion: 0.85x ADR