Thursday, June 26, 2025
Short Covering Rally
35%confidence
Correct
Classification Scores
Balanced Day52.0%
Trend Day63.7%
Expansion Day0.0%
Short Covering Rally68.6%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.59
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6112.09
High
6146.52
Low
6107.27
Close
6141.02
VWAP
6126.72
Net Move
+0.47
Daily Range
39.3
pts
True Range
54.4
pts
ADR
50.9
ATR
60.1
Rel Volume
1.02
x avg
Expansion Ratio
0.77
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
-0.13
Liquidity Score
63.3
Mean Reversion
36.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.47% | Expansion: 0.77x ADR