Friday, July 25, 2025
Balanced Day
60%confidence
Partial
Classification Scores
Balanced Day75.7%
Trend Day37.2%
Expansion Day0.0%
Short Covering Rally62.5%
Liquidity Sweep0.6%
Volatility Compression15.2%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
14.93
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6370.01
High
6395.82
Low
6368.53
Close
6388.64
VWAP
6380.75
Net Move
+0.29
Daily Range
27.3
pts
True Range
32.5
pts
ADR
39.9
ATR
43.5
Rel Volume
0.86
x avg
Expansion Ratio
0.68
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.14
Liquidity Score
58.8
Mean Reversion
42.5
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.29% | Expansion: 0.68x ADR