Tuesday, September 30, 2025
Trend Day
53%confidence
Correct
Classification Scores
Balanced Day
30.5%
Trend Day
66.0%
Expansion Day
26.0%
Short Covering Rally
37.8%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
16.28
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6656.19
High
6691.25
Low
6641.00
Close
6688.46
VWAP
6669.22
Net Move
+0.48
Daily Range
50.3
pts
True Range
50.3
pts
ADR
42.5
ATR
47.2
Rel Volume
1.07
x avg
Expansion Ratio
1.18
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
25.6
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.48% | Expansion: 1.18x ADR