Tuesday, July 29, 2025
Trend Day Bearish
83%confidence
Correct
Classification Scores
Balanced Day25.6%
Trend Day71.1%
Expansion Day27.2%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.98
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6405.62
High
6409.26
Low
6363.92
Close
6370.86
VWAP
6387.41
Net Move
-0.54
Daily Range
45.3
pts
True Range
45.3
pts
ADR
37.5
ATR
40.3
Rel Volume
1.00
x avg
Expansion Ratio
1.21
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
0.09
Liquidity Score
42.0
Mean Reversion
24.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.54% | Expansion: 1.21x ADR