Wednesday, June 4, 2025
Balanced Day
56%confidence
Partial
Classification Scores
Balanced Day50.3%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep24.3%
Volatility Compression31.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Compressed
VIX
17.61
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5978.94
High
5990.48
Low
5966.11
Close
5970.81
VWAP
5976.58
Net Move
-0.14
Daily Range
24.4
pts
True Range
24.4
pts
ADR
63.4
ATR
68.9
Rel Volume
0.96
x avg
Expansion Ratio
0.38
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
-0.01
Liquidity Score
65.2
Mean Reversion
76.6
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.14% | Expansion: 0.38x ADR