Thursday, June 5, 2025
Trend Day Bearish
80%confidence
Correct
Classification Scores
Balanced Day11.8%
Trend Day78.1%
Expansion Day44.0%
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 Normal
VIX
18.48
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5985.67
High
5999.70
Low
5921.20
Close
5939.30
VWAP
5961.47
Net Move
-0.77
Daily Range
78.5
pts
True Range
78.5
pts
ADR
62.7
ATR
68.1
Rel Volume
1.03
x avg
Expansion Ratio
1.25
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
0.32
Liquidity Score
21.4
Mean Reversion
26.4
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.77% | Expansion: 1.25x ADR