Friday, July 11, 2025
Balanced Day
77%confidence
Correct
Classification Scores
Balanced Day74.7%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally1.6%
Liquidity Sweep50.3%
Volatility Compression18.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.40
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6255.68
High
6269.44
Low
6237.60
Close
6259.75
VWAP
6255.62
Net Move
+0.07
Daily Range
31.8
pts
True Range
42.9
pts
ADR
45.0
ATR
51.6
Rel Volume
0.82
x avg
Expansion Ratio
0.71
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
-0.08
Liquidity Score
56.7
Mean Reversion
77.6
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.07% | Expansion: 0.71x ADR