Wednesday, June 25, 2025
Balanced Day
80%confidence
Correct
Classification Scores
Balanced Day60.2%
Trend Day10.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep33.7%
Volatility Compression5.3%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.76
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6104.23
High
6108.51
Low
6080.09
Close
6092.16
VWAP
6096.25
Net Move
-0.20
Daily Range
28.4
pts
True Range
28.4
pts
ADR
50.6
ATR
59.8
Rel Volume
1.00
x avg
Expansion Ratio
0.56
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
0.05
Liquidity Score
66.6
Mean Reversion
58.3
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.20% | Expansion: 0.56x ADR