Tuesday, August 5, 2025
Trend Day Bearish
84%confidence
Correct
Classification Scores
Balanced Day19.8%
Trend Day74.8%
Expansion Day32.1%
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
17.85
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6336.63
High
6346.00
Low
6289.37
Close
6299.19
VWAP
6317.80
Net Move
-0.59
Daily Range
56.6
pts
True Range
56.6
pts
ADR
47.2
ATR
54.9
Rel Volume
1.05
x avg
Expansion Ratio
1.20
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
0.14
Liquidity Score
40.3
Mean Reversion
29.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.59% | Expansion: 1.20x ADR