Friday, August 8, 2025
Short Covering Rally
48%confidence
Correct
Classification Scores
Balanced Day41.3%
Trend Day67.2%
Expansion Day0.0%
Short Covering Rally77.7%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.15
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6355.22
High
6395.16
Low
6355.22
Close
6389.45
VWAP
6373.76
Net Move
+0.54
Daily Range
39.9
pts
True Range
55.2
pts
ADR
50.7
ATR
58.5
Rel Volume
0.90
x avg
Expansion Ratio
0.79
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
-0.06
Liquidity Score
62.7
Mean Reversion
27.2
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.54% | Expansion: 0.79x ADR