Friday, December 12, 2025
Trend Day Bearish
68%confidence
Correct
Classification Scores
Balanced Day7.5%
Trend Day74.8%
Expansion Day57.1%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
15.74
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6886.85
High
6899.85
Low
6801.79
Close
6827.41
VWAP
6853.98
Net Move
-0.86
Daily Range
98.1
pts
True Range
99.2
pts
ADR
61.4
ATR
65.7
Rel Volume
1.02
x avg
Expansion Ratio
1.60
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
0.41
Liquidity Score
10.6
Mean Reversion
21.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.86% | Expansion: 1.60x ADR