Monday, December 29, 2025
Balanced Day
74%confidence
Correct
Classification Scores
Balanced Day73.6%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep42.8%
Volatility Compression43.3%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
14.20
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6903.60
High
6920.21
Low
6888.76
Close
6905.74
VWAP
6904.58
Net Move
+0.03
Daily Range
31.5
pts
True Range
41.2
pts
ADR
54.6
ATR
60.1
Rel Volume
0.75
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
-0.12
Liquidity Score
74.2
Mean Reversion
91.3
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.03% | Expansion: 0.58x ADR