Monday, June 2, 2025
Trend Day
52%confidence
Correct
Classification Scores
Balanced Day
4.3%
Trend Day
66.5%
Expansion Day
37.0%
Short Covering Rally
13.0%
Liquidity Sweep
20.7%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Elevated
VIX
18.36
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5896.68
High
5937.40
Low
5861.43
Close
5935.94
VWAP
5907.86
Net Move
+0.67
Daily Range
76.0
pts
True Range
76.0
pts
ADR
62.9
ATR
77.4
Rel Volume
0.95
x avg
Expansion Ratio
1.21
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
0.22
Liquidity Score
16.2
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.67% | Expansion: 1.21x ADR