Tuesday, October 21, 2025
Balanced Day
33%confidence
Partial
Classification Scores
Balanced Day53.6%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep46.7%
Volatility Compression39.6%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Compressed
VIX
17.87
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6736.75
High
6752.16
Low
6722.03
Close
6735.35
VWAP
6736.57
Net Move
-0.02
Daily Range
30.1
pts
True Range
30.1
pts
ADR
75.7
ATR
82.9
Rel Volume
0.94
x avg
Expansion Ratio
0.40
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
-0.13
Liquidity Score
69.1
Mean Reversion
95.1
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.02% | Expansion: 0.40x ADR