Monday, September 22, 2025
Trend Day
43%confidence
Correct
Classification Scores
Balanced Day
20.8%
Trend Day
76.6%
Expansion Day
27.1%
Short Covering Rally
74.1%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
16.10
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6654.28
High
6698.88
Low
6648.07
Close
6693.75
VWAP
6673.74
Net Move
+0.59
Daily Range
50.8
pts
True Range
50.8
pts
ADR
43.6
ATR
50.3
Rel Volume
1.05
x avg
Expansion Ratio
1.16
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
0.14
Liquidity Score
40.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.59% | Expansion: 1.16x ADR