Wednesday, May 21, 2025
Expansion Day Bearish
56%confidence
Correct
Classification Scores
Balanced Day1.1%
Trend Day64.9%
Expansion Day70.5%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
20.87
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5910.18
High
5938.37
Low
5830.91
Close
5844.61
VWAP
5881.02
Net Move
-1.11
Daily Range
107.5
pts
True Range
109.5
pts
ADR
58.8
ATR
74.0
Rel Volume
1.06
x avg
Expansion Ratio
1.83
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
0.51
Liquidity Score
5.0
Mean Reversion
18.9
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.11% | Expansion: 1.83x ADR