Thursday, July 3, 2025
Short Covering Rally
54%confidence
Correct
Classification Scores
Balanced Day30.0%
Trend Day63.1%
Expansion Day0.0%
Short Covering Rally77.2%
Liquidity Sweep0.0%
Volatility Compression4.6%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.38
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6246.46
High
6284.65
Low
6246.46
Close
6279.35
VWAP
6264.23
Net Move
+0.53
Daily Range
38.2
pts
True Range
57.2
pts
ADR
48.2
ATR
55.9
Rel Volume
0.59
x avg
Expansion Ratio
0.79
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
-0.07
Liquidity Score
47.9
Mean Reversion
27.3
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.53% | Expansion: 0.79x ADR