Tuesday, July 15, 2025
Trend Day Bearish
74%confidence
Correct
Classification Scores
Balanced Day3.6%
Trend Day76.7%
Expansion Day52.9%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
17.38
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6295.29
High
6302.04
Low
6241.68
Close
6243.76
VWAP
6270.69
Net Move
-0.82
Daily Range
60.4
pts
True Range
60.4
pts
ADR
38.9
ATR
46.3
Rel Volume
0.95
x avg
Expansion Ratio
1.55
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
0.37
Liquidity Score
23.5
Mean Reversion
11.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.82% | Expansion: 1.55x ADR