Wednesday, August 27, 2025
Balanced Day
69%confidence
Correct
Classification Scores
Balanced Day71.1%
Trend Day21.0%
Expansion Day0.0%
Short Covering Rally50.7%
Liquidity Sweep0.0%
Volatility Compression19.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
14.85
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6462.26
High
6487.06
Low
6457.84
Close
6481.40
VWAP
6472.14
Net Move
+0.30
Daily Range
29.2
pts
True Range
29.2
pts
ADR
48.0
ATR
51.4
Rel Volume
0.89
x avg
Expansion Ratio
0.61
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
0.15
Liquidity Score
72.8
Mean Reversion
47.8
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.30% | Expansion: 0.61x ADR