Thursday, July 31, 2025
Expansion Day Bearish
69%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day62.3%
Expansion Day79.8%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
16.72
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6427.02
High
6427.02
Low
6327.64
Close
6339.39
VWAP
6380.27
Net Move
-1.36
Daily Range
99.4
pts
True Range
99.4
pts
ADR
39.6
ATR
41.9
Rel Volume
1.19
x avg
Expansion Ratio
2.51
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
0.76
Liquidity Score
20.0
Mean Reversion
3.3
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.36% | Expansion: 2.51x ADR