Monday, July 7, 2025
Trend Day Bearish
50%confidence
Correct
Classification Scores
Balanced Day22.2%
Trend Day59.8%
Expansion Day17.1%
Short Covering Rally0.0%
Liquidity Sweep37.9%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
17.79
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6259.04
High
6262.07
Low
6201.00
Close
6229.98
VWAP
6238.02
Net Move
-0.46
Daily Range
61.1
pts
True Range
78.4
pts
ADR
48.0
ATR
57.0
Rel Volume
0.94
x avg
Expansion Ratio
1.27
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
0.01
Liquidity Score
33.6
Mean Reversion
37.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.46% | Expansion: 1.27x ADR