Monday, July 28, 2025
Balanced Day
77%confidence
Correct
Classification Scores
Balanced Day74.8%
Trend Day11.2%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep49.5%
Volatility Compression11.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.03
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6397.69
High
6401.07
Low
6375.79
Close
6389.77
VWAP
6391.08
Net Move
-0.12
Daily Range
25.3
pts
True Range
25.3
pts
ADR
37.5
ATR
40.3
Rel Volume
0.88
x avg
Expansion Ratio
0.67
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
-0.03
Liquidity Score
59.0
Mean Reversion
61.1
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.12% | Expansion: 0.67x ADR