Wednesday, September 3, 2025
Balanced Day
58%confidence
Correct
Classification Scores
Balanced Day69.3%
Trend Day15.8%
Expansion Day0.0%
Short Covering Rally8.0%
Liquidity Sweep62.0%
Volatility Compression2.7%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6445.82
High
6453.67
Low
6416.17
Close
6448.26
VWAP
6440.98
Net Move
+0.04
Daily Range
37.5
pts
True Range
38.1
pts
ADR
44.5
ATR
49.7
Rel Volume
1.00
x avg
Expansion Ratio
0.84
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
-0.11
Liquidity Score
54.3
Mean Reversion
61.2
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.04% | Expansion: 0.84x ADR