Monday, June 16, 2025
Short Covering Rally
44%confidence
Correct
Classification Scores
Balanced Day41.0%
Trend Day66.7%
Expansion Day0.0%
Short Covering Rally76.4%
Liquidity Sweep21.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
19.11
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6004.00
High
6050.83
Low
6004.00
Close
6033.11
VWAP
6022.98
Net Move
+0.48
Daily Range
46.8
pts
True Range
73.9
pts
ADR
55.5
ATR
63.3
Rel Volume
1.03
x avg
Expansion Ratio
0.84
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
-0.12
Liquidity Score
51.6
Mean Reversion
36.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.48% | Expansion: 0.84x ADR