Thursday, September 4, 2025
Trend Day
48%confidence
Correct
Classification Scores
Balanced Day
8.9%
Trend Day
79.9%
Expansion Day
43.4%
Short Covering Rally
63.4%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
15.30
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6456.60
High
6502.54
Low
6445.98
Close
6502.08
VWAP
6476.80
Net Move
+0.70
Daily Range
56.6
pts
True Range
56.6
pts
ADR
44.7
ATR
49.9
Rel Volume
1.06
x avg
Expansion Ratio
1.27
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
0.25
Liquidity Score
35.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.70% | Expansion: 1.27x ADR