Friday, May 16, 2025
Trend Day Bullish
52%confidence
Correct
Classification Scores
Balanced Day40.3%
Trend Day53.6%
Expansion Day0.0%
Short Covering Rally13.6%
Liquidity Sweep13.3%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
17.24
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5929.09
High
5958.62
Low
5907.36
Close
5958.38
VWAP
5938.36
Net Move
+0.49
Daily Range
51.3
pts
True Range
51.3
pts
ADR
68.2
ATR
82.6
Rel Volume
0.97
x avg
Expansion Ratio
0.75
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
0.04
Liquidity Score
43.1
Mean Reversion
44.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.49% | Expansion: 0.75x ADR