Tuesday, September 16, 2025
Balanced Day
66%confidence
Correct
Classification Scores
Balanced Day
72.2%
Trend Day
34.2%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
9.3%
Vol Compression
3.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Normal
VIX
16.36
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6624.13
High
6626.99
Low
6600.11
Close
6606.76
VWAP
6614.50
Net Move
-0.26
Daily Range
26.9
pts
True Range
26.9
pts
ADR
41.5
ATR
48.0
Rel Volume
1.12
x avg
Expansion Ratio
0.65
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
0.11
Liquidity Score
54.2
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.26% | Expansion: 0.65x ADR