Tuesday, July 1, 2025
Balanced Day
74%confidence
Correct
Classification Scores
Balanced Day72.8%
Trend Day19.8%
Expansion Day0.0%
Short Covering Rally33.9%
Liquidity Sweep42.7%
Volatility Compression0.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.83
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6187.25
High
6210.78
Low
6177.97
Close
6198.01
VWAP
6193.50
Net Move
+0.17
Daily Range
32.8
pts
True Range
32.8
pts
ADR
50.2
ATR
57.8
Rel Volume
1.13
x avg
Expansion Ratio
0.65
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
0.02
Liquidity Score
56.4
Mean Reversion
66.0
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.17% | Expansion: 0.65x ADR