Tuesday, November 11, 2025
Short Covering Rally
26%confidence
Correct
Classification Scores
Balanced Day49.9%
Trend Day55.8%
Expansion Day0.0%
Short Covering Rally57.6%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
17.28
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6815.64
High
6855.13
Low
6806.87
Close
6846.61
VWAP
6831.06
Net Move
+0.45
Daily Range
48.3
pts
True Range
48.3
pts
ADR
62.7
ATR
74.9
Rel Volume
0.86
x avg
Expansion Ratio
0.77
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
-0.15
Liquidity Score
63.6
Mean Reversion
42.0
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.45% | Expansion: 0.77x ADR