Tuesday, December 23, 2025
Short Covering Rally
44%confidence
Correct
Classification Scores
Balanced Day42.8%
Trend Day60.1%
Expansion Day0.0%
Short Covering Rally71.0%
Liquidity Sweep0.0%
Volatility Compression11.1%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
14.00
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6872.41
High
6910.88
Low
6868.81
Close
6909.79
VWAP
6890.47
Net Move
+0.54
Daily Range
42.1
pts
True Range
42.1
pts
ADR
56.7
ATR
62.3
Rel Volume
0.74
x avg
Expansion Ratio
0.74
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
-0.06
Liquidity Score
66.0
Mean Reversion
27.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.54% | Expansion: 0.74x ADR