Monday, December 22, 2025
Balanced Day
50%confidence
Correct
Classification Scores
Balanced Day41.9%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally6.6%
Liquidity Sweep4.6%
Volatility Compression32.4%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Compressed
VIX
14.08
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6865.21
High
6882.03
Low
6855.74
Close
6878.49
VWAP
6870.37
Net Move
+0.19
Daily Range
26.3
pts
True Range
47.5
pts
ADR
58.1
ATR
62.1
Rel Volume
0.86
x avg
Expansion Ratio
0.45
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
0.04
Liquidity Score
69.1
Mean Reversion
62.5
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.19% | Expansion: 0.45x ADR