Friday, October 10, 2025
Expansion Day Bearish
72%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day59.7%
Expansion Day79.5%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
21.66
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6740.49
High
6762.40
Low
6550.78
Close
6552.51
VWAP
6651.54
Net Move
-2.79
Daily Range
211.6
pts
True Range
211.6
pts
ADR
46.5
ATR
48.3
Rel Volume
1.18
x avg
Expansion Ratio
4.55
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
2.19
Liquidity Score
20.0
Mean Reversion
5.8
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -2.79% | Expansion: 4.55x ADR