Wednesday, May 28, 2025
Trend Day Bearish
88%confidence
Correct
Classification Scores
Balanced Day30.4%
Trend Day69.9%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
19.31
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5925.54
High
5939.92
Low
5881.88
Close
5888.55
VWAP
5908.97
Net Move
-0.62
Daily Range
58.0
pts
True Range
58.0
pts
ADR
63.1
ATR
77.9
Rel Volume
0.92
x avg
Expansion Ratio
0.92
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
0.17
Liquidity Score
32.7
Mean Reversion
33.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.62% | Expansion: 0.92x ADR