Thursday, May 29, 2025
Trend Day Bearish
42%confidence
Correct
Classification Scores
Balanced Day33.3%
Trend Day57.2%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep40.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
19.18
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5939.96
High
5943.13
Low
5873.80
Close
5912.17
VWAP
5917.26
Net Move
-0.47
Daily Range
69.3
pts
True Range
69.3
pts
ADR
61.8
ATR
76.6
Rel Volume
0.91
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
0.02
Liquidity Score
35.7
Mean Reversion
44.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.47% | Expansion: 1.12x ADR