Tuesday, May 27, 2025
Trend Day
47%confidence
Correct
Classification Scores
Balanced Day
9.0%
Trend Day
89.2%
Expansion Day
36.4%
Short Covering Rally
81.7%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
18.96
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5854.07
High
5924.33
Low
5854.07
Close
5921.54
VWAP
5888.50
Net Move
+1.15
Daily Range
70.3
pts
True Range
121.5
pts
ADR
62.6
ATR
73.8
Rel Volume
1.07
x avg
Expansion Ratio
1.12
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
0.70
Liquidity Score
30.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +1.15% | Expansion: 1.12x ADR