Monday, July 21, 2025
Balanced Day
56%confidence
Correct
Classification Scores
Balanced Day68.0%
Trend Day17.5%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep62.0%
Volatility Compression9.2%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.65
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6304.74
High
6336.08
Low
6303.79
Close
6305.60
VWAP
6312.55
Net Move
+0.01
Daily Range
32.3
pts
True Range
39.3
pts
ADR
41.3
ATR
45.3
Rel Volume
0.97
x avg
Expansion Ratio
0.78
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
-0.14
Liquidity Score
54.5
Mean Reversion
57.3
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.01% | Expansion: 0.78x ADR