Thursday, September 18, 2025
Balanced Day
44%confidence
Partial
Classification Scores
Balanced Day70.3%
Trend Day7.4%
Expansion Day0.0%
Short Covering Rally19.5%
Liquidity Sweep66.9%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.70
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6626.85
High
6656.80
Low
6611.89
Close
6631.96
VWAP
6631.88
Net Move
+0.08
Daily Range
44.9
pts
True Range
56.4
pts
ADR
43.8
ATR
50.3
Rel Volume
1.07
x avg
Expansion Ratio
1.03
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
-0.07
Liquidity Score
49.9
Mean Reversion
72.0
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.08% | Expansion: 1.03x ADR