Friday, August 22, 2025
Short Covering Rally
39%confidence
Correct
Classification Scores
Balanced Day5.7%
Trend Day65.2%
Expansion Day66.6%
Short Covering Rally75.4%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
14.22
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6384.59
High
6478.89
Low
6384.59
Close
6466.91
VWAP
6428.74
Net Move
+1.29
Daily Range
94.3
pts
True Range
108.7
pts
ADR
48.4
ATR
53.3
Rel Volume
1.06
x avg
Expansion Ratio
1.95
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
0.69
Liquidity Score
25.0
Mean Reversion
2.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +1.29% | Expansion: 1.95x ADR