Wednesday, September 24, 2025
Trend Day
47%confidence
Correct
Classification Scores
Balanced Day
38.5%
Trend Day
65.1%
Expansion Day
12.5%
Short Covering Rally
0.0%
Liquidity Sweep
15.5%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
16.18
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6669.79
High
6672.66
Low
6621.76
Close
6637.97
VWAP
6650.55
Net Move
-0.48
Daily Range
50.9
pts
True Range
50.9
pts
ADR
44.4
ATR
47.9
Rel Volume
0.99
x avg
Expansion Ratio
1.15
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
0.03
Liquidity Score
30.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.48% | Expansion: 1.15x ADR