Friday, September 5, 2025
Expansion Day Bearish
42%confidence
Correct
Classification Scores
Balanced Day0.6%
Trend Day55.8%
Expansion Day63.4%
Short Covering Rally0.0%
Liquidity Sweep33.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
15.18
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6529.08
High
6532.65
Low
6443.98
Close
6481.50
VWAP
6496.80
Net Move
-0.73
Daily Range
88.7
pts
True Range
88.7
pts
ADR
46.3
ATR
51.6
Rel Volume
1.14
x avg
Expansion Ratio
1.91
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
0.13
Liquidity Score
18.2
Mean Reversion
28.8
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.73% | Expansion: 1.91x ADR