Friday, October 24, 2025
Short Covering Rally
58%confidence
Partial
Classification Scores
Balanced Day26.2%
Trend Day10.5%
Expansion Day0.0%
Short Covering Rally68.4%
Liquidity Sweep28.2%
Volatility Compression12.8%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
16.37
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6772.07
High
6807.11
Low
6772.07
Close
6791.69
VWAP
6785.73
Net Move
+0.29
Daily Range
35.0
pts
True Range
68.7
pts
ADR
77.1
ATR
84.3
Rel Volume
0.91
x avg
Expansion Ratio
0.45
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
-0.31
Liquidity Score
65.6
Mean Reversion
49.8
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.29% | Expansion: 0.45x ADR