Tuesday, September 2, 2025
Trend Day
36%confidence
Missed
Classification Scores
Balanced Day
34.5%
Trend Day
53.9%
Expansion Day
11.5%
Short Covering Rally
10.3%
Liquidity Sweep
42.4%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
17.17
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
6401.51
High
6416.54
Low
6360.58
Close
6415.54
VWAP
6398.54
Net Move
+0.22
Daily Range
56.0
pts
True Range
99.7
pts
ADR
44.8
ATR
47.8
Rel Volume
1.06
x avg
Expansion Ratio
1.25
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Missed
Accurate
No
Prediction Δ
-0.23
Liquidity Score
26.7
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would not have profited ✗ | No IB data available | Actual move: +0.22% | Expansion: 1.25x ADR