Thursday, November 20, 2025
Expansion Day Bearish
79%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day54.5%
Expansion Day85.2%
Short Covering Rally8.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
26.42
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
6737.93
High
6770.35
Low
6534.05
Close
6538.76
VWAP
6645.27
Net Move
-2.96
Daily Range
236.3
pts
True Range
236.3
pts
ADR
79.9
ATR
87.2
Rel Volume
1.01
x avg
Expansion Ratio
2.96
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
2.36
Liquidity Score
15.0
Mean Reversion
8.0
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -2.96% | Expansion: 2.96x ADR