Tuesday, May 20, 2025
Balanced Day
66%confidence
Correct
Classification Scores
Balanced Day73.5%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep62.0%
Volatility Compression19.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
18.09
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5944.66
High
5953.06
Low
5909.26
Close
5940.46
VWAP
5936.86
Net Move
-0.07
Daily Range
43.8
pts
True Range
54.3
pts
ADR
66.3
ATR
80.7
Rel Volume
0.88
x avg
Expansion Ratio
0.66
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
-0.08
Liquidity Score
57.0
Mean Reversion
66.8
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.07% | Expansion: 0.66x ADR