Monday, October 20, 2025
Short Covering Rally
56%confidence
Correct
Classification Scores
Balanced Day32.4%
Trend Day64.3%
Expansion Day0.0%
Short Covering Rally80.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
18.23
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6690.05
High
6744.35
Low
6690.05
Close
6735.13
VWAP
6714.89
Net Move
+0.67
Daily Range
54.3
pts
True Range
80.3
pts
ADR
75.5
ATR
80.7
Rel Volume
0.82
x avg
Expansion Ratio
0.72
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
0.07
Liquidity Score
59.9
Mean Reversion
25.7
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.67% | Expansion: 0.72x ADR