Monday, September 29, 2025
Balanced Day
85%confidence
Correct
Classification Scores
Balanced Day83.4%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep51.8%
Volatility Compression10.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.12
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6661.58
High
6677.31
Low
6644.49
Close
6661.21
VWAP
6661.15
Net Move
-0.01
Daily Range
32.8
pts
True Range
33.6
pts
ADR
42.6
ATR
47.3
Rel Volume
0.96
x avg
Expansion Ratio
0.77
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
60.0
Mean Reversion
91.2
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.01% | Expansion: 0.77x ADR