Monday, September 15, 2025
Short Covering Rally
35%confidence
Missed
Classification Scores
Balanced Day
48.0%
Trend Day
4.8%
Expansion Day
0.0%
Short Covering Rally
66.6%
Liquidity Sweep
0.0%
Vol Compression
30.9%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Compressed
VIX
15.69
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
6603.49
High
6619.62
Low
6602.07
Close
6615.28
VWAP
6610.11
Net Move
+0.18
Daily Range
17.6
pts
True Range
35.3
pts
ADR
42.3
ATR
47.6
Rel Volume
1.07
x avg
Expansion Ratio
0.41
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Missed
Accurate
No
Prediction Δ
-0.42
Liquidity Score
66.1
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would not have profited ✗ | No IB data available | Actual move: +0.18% | Expansion: 0.41x ADR