Tuesday, June 24, 2025
Short Covering Rally
44%confidence
Correct
Classification Scores
Balanced Day45.5%
Trend Day70.8%
Expansion Day0.0%
Short Covering Rally78.1%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
17.48
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6061.21
High
6101.76
Low
6059.25
Close
6092.18
VWAP
6078.60
Net Move
+0.51
Daily Range
42.5
pts
True Range
76.6
pts
ADR
51.3
ATR
58.1
Rel Volume
1.06
x avg
Expansion Ratio
0.83
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
-0.09
Liquidity Score
48.8
Mean Reversion
32.7
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.51% | Expansion: 0.83x ADR