Wednesday, December 31, 2025
Trend Day Bearish
94%confidence
Correct
Classification Scores
Balanced Day18.1%
Trend Day73.2%
Expansion Day0.0%
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
14.95
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6898.82
High
6901.42
Low
6844.55
Close
6845.50
VWAP
6872.57
Net Move
-0.77
Daily Range
56.9
pts
True Range
56.9
pts
ADR
52.6
ATR
58.8
Rel Volume
0.72
x avg
Expansion Ratio
1.08
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
0.32
Liquidity Score
50.3
Mean Reversion
12.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.77% | Expansion: 1.08x ADR