Tuesday, September 23, 2025
Trend Day Bearish
82%confidence
Correct
Classification Scores
Balanced Day23.6%
Trend Day70.4%
Expansion Day29.3%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.64
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6692.44
High
6699.52
Low
6645.58
Close
6656.92
VWAP
6673.61
Net Move
-0.53
Daily Range
53.9
pts
True Range
53.9
pts
ADR
43.3
ATR
46.8
Rel Volume
1.04
x avg
Expansion Ratio
1.25
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
0.08
Liquidity Score
27.5
Mean Reversion
29.7
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.53% | Expansion: 1.25x ADR