Friday, June 27, 2025
Trend Day Bullish
62%confidence
Correct
Classification Scores
Balanced Day30.0%
Trend Day69.3%
Expansion Day26.4%
Short Covering Rally37.0%
Liquidity Sweep35.1%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
16.32
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6150.70
High
6187.68
Low
6132.35
Close
6173.07
VWAP
6160.95
Net Move
+0.36
Daily Range
55.3
pts
True Range
55.3
pts
ADR
48.0
ATR
58.4
Rel Volume
1.51
x avg
Expansion Ratio
1.15
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
15.2
Mean Reversion
50.2
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.36% | Expansion: 1.15x ADR