Wednesday, December 24, 2025
Short Covering Rally
60%confidence
Correct
Classification Scores
Balanced Day40.9%
Trend Day21.8%
Expansion Day0.0%
Short Covering Rally66.2%
Liquidity Sweep0.0%
Volatility Compression29.2%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
13.47
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6904.91
High
6937.32
Low
6904.91
Close
6932.05
VWAP
6919.80
Net Move
+0.39
Daily Range
32.4
pts
True Range
32.4
pts
ADR
56.0
ATR
61.6
Rel Volume
0.35
x avg
Expansion Ratio
0.58
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
66.1
Mean Reversion
35.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.39% | Expansion: 0.58x ADR