Monday, October 27, 2025
Short Covering Rally
85%confidence
Correct
Classification Scores
Balanced Day23.7%
Trend Day23.4%
Expansion Day0.0%
Short Covering Rally73.8%
Liquidity Sweep0.0%
Volatility Compression13.6%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
15.79
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6845.46
High
6877.28
Low
6843.94
Close
6875.16
VWAP
6860.46
Net Move
+0.43
Daily Range
33.3
pts
True Range
85.6
pts
ADR
77.4
ATR
86.8
Rel Volume
0.96
x avg
Expansion Ratio
0.43
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
-0.17
Liquidity Score
74.3
Mean Reversion
36.0
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.43% | Expansion: 0.43x ADR