Thursday, May 22, 2025
Balanced Day
60%confidence
Correct
Classification Scores
Balanced Day71.4%
Trend Day12.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep65.9%
Volatility Compression2.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
20.28
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5841.26
High
5878.08
Low
5825.82
Close
5842.01
VWAP
5846.79
Net Move
+0.01
Daily Range
52.3
pts
True Range
52.3
pts
ADR
62.1
ATR
75.4
Rel Volume
1.04
x avg
Expansion Ratio
0.84
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
-0.14
Liquidity Score
55.9
Mean Reversion
70.0
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.01% | Expansion: 0.84x ADR