Tuesday, July 22, 2025
Balanced Day
54%confidence
Correct
Classification Scores
Balanced Day67.4%
Trend Day15.8%
Expansion Day0.0%
Short Covering Rally10.6%
Liquidity Sweep63.5%
Volatility Compression2.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.50
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6306.60
High
6316.12
Low
6281.71
Close
6309.62
VWAP
6303.51
Net Move
+0.05
Daily Range
34.4
pts
True Range
34.4
pts
ADR
40.8
ATR
45.1
Rel Volume
1.10
x avg
Expansion Ratio
0.84
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
-0.10
Liquidity Score
55.2
Mean Reversion
64.6
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.05% | Expansion: 0.84x ADR