Monday, September 8, 2025
Balanced Day
48%confidence
Correct
Classification Scores
Balanced Day56.0%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep50.8%
Volatility Compression26.7%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.11
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6498.09
High
6508.67
Low
6483.29
Close
6495.15
VWAP
6496.30
Net Move
-0.05
Daily Range
25.4
pts
True Range
27.2
pts
ADR
49.9
ATR
55.1
Rel Volume
1.16
x avg
Expansion Ratio
0.51
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
-0.10
Liquidity Score
69.1
Mean Reversion
86.4
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.05% | Expansion: 0.51x ADR