Friday, September 12, 2025
Balanced Day
52%confidence
Partial
Classification Scores
Balanced Day56.6%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep23.7%
Volatility Compression41.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Compressed
VIX
14.76
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6590.66
High
6600.21
Low
6579.49
Close
6584.29
VWAP
6588.66
Net Move
-0.10
Daily Range
20.7
pts
True Range
20.7
pts
ADR
47.6
ATR
53.9
Rel Volume
0.98
x avg
Expansion Ratio
0.44
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
-0.05
Liquidity Score
71.7
Mean Reversion
78.3
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.10% | Expansion: 0.44x ADR