Thursday, July 24, 2025
Balanced Day
60%confidence
Correct
Classification Scores
Balanced Day55.6%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep41.7%
Volatility Compression26.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.39
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6368.60
High
6381.31
Low
6360.57
Close
6363.35
VWAP
6368.46
Net Move
-0.08
Daily Range
20.7
pts
True Range
22.4
pts
ADR
41.2
ATR
46.0
Rel Volume
1.04
x avg
Expansion Ratio
0.50
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
-0.07
Liquidity Score
66.0
Mean Reversion
71.4
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.08% | Expansion: 0.50x ADR