Friday, September 26, 2025
Trend Day
28%confidence
Correct
Classification Scores
Balanced Day
43.1%
Trend Day
56.8%
Expansion Day
0.0%
Short Covering Rally
49.9%
Liquidity Sweep
7.8%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
15.29
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6615.38
High
6648.97
Low
6604.43
Close
6643.70
VWAP
6628.12
Net Move
+0.43
Daily Range
44.5
pts
True Range
44.5
pts
ADR
41.2
ATR
46.1
Rel Volume
0.91
x avg
Expansion Ratio
1.08
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
-0.02
Liquidity Score
38.2
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.43% | Expansion: 1.08x ADR