Monday, December 15, 2025
Trend Day Bearish
90%confidence
Correct
Classification Scores
Balanced Day30.4%
Trend Day77.3%
Expansion Day5.1%
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 Normal
VIX
16.50
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6860.19
High
6861.59
Low
6801.49
Close
6816.51
VWAP
6834.94
Net Move
-0.64
Daily Range
60.1
pts
True Range
60.1
pts
ADR
58.6
ATR
62.9
Rel Volume
1.05
x avg
Expansion Ratio
1.03
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
0.19
Liquidity Score
36.5
Mean Reversion
26.1
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.64% | Expansion: 1.03x ADR