Friday, November 28, 2025
Short Covering Rally
69%confidence
Correct
Classification Scores
Balanced Day19.0%
Trend Day13.4%
Expansion Day0.0%
Short Covering Rally70.6%
Liquidity Sweep0.0%
Volatility Compression43.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
16.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6822.52
High
6850.86
Low
6819.75
Close
6849.09
VWAP
6835.55
Net Move
+0.39
Daily Range
31.1
pts
True Range
38.3
pts
ADR
100.5
ATR
108.7
Rel Volume
0.48
x avg
Expansion Ratio
0.31
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
-0.21
Liquidity Score
60.1
Mean Reversion
39.6
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.39% | Expansion: 0.31x ADR