Friday, August 1, 2025
Trend Day Bearish
71%confidence
Correct
Classification Scores
Balanced Day7.7%
Trend Day72.9%
Expansion Day59.2%
Short Covering Rally0.0%
Liquidity Sweep1.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
20.38
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6287.28
High
6287.28
Low
6212.69
Close
6238.01
VWAP
6256.31
Net Move
-0.78
Daily Range
74.6
pts
True Range
126.7
pts
ADR
44.4
ATR
46.0
Rel Volume
1.12
x avg
Expansion Ratio
1.68
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.33
Liquidity Score
15.4
Mean Reversion
21.1
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.78% | Expansion: 1.68x ADR