Thursday, October 16, 2025
Expansion Day Bearish
48%confidence
Partial
Classification Scores
Balanced Day0.0%
Trend Day70.7%
Expansion Day73.8%
Short Covering Rally0.0%
Liquidity Sweep16.3%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
25.31
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6689.02
High
6709.34
Low
6593.99
Close
6629.07
VWAP
6655.35
Net Move
-0.90
Daily Range
115.3
pts
True Range
115.3
pts
ADR
67.4
ATR
72.7
Rel Volume
1.07
x avg
Expansion Ratio
1.71
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.30
Liquidity Score
5.3
Mean Reversion
25.5
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.90% | Expansion: 1.71x ADR