Long Trade on SPX (momentum_rotation_v2)
With 482.19 SPX at 0.388$ per unit. Take profit: 0.3976 (2.5 %) & Stop Loss: 0.3713 (4.28 %)
20 Aug 2026 at 11:10:08
hyperliquid
SPX
LONG
momentum_rotation_v2
hyperliquid
20 Aug 2026 11:10
→ 12:30
· 1 hour
Position
Entry 0.3879$
Qty 482.1862 SPX
Size 187.0593$ (margin 100$) (leverage 2)
Risk Setup
TP 0.3976 (+2.5%)
TP $ 4.68$
SL 0.3713 (-4.28%)
SL $ 8$
RR 0.58
Status
win
PnL
+2.50%
/ +4.68$
MAE -1.28%
MFE +2.61%
0.6R
expires
20 Aug 17:10
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 77208)
#19 / 74
OUT
seuil : top 15
score du 20/08/2026 11:00
score du 20/08/2026 11:00
Avg Rank 8h: 0.8093
Quality Score
0.693
score brut du coin
Quality Rank
#19 / 74
OUT
seuil : top 15
Signal Confidence
91 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
4.28 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD SKIP
rank + confidence + regime + SL size
V4 Shadow Analysis
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
Quality Rank
#19 / 74
OUT
seuil : top 15
Signal Confidence
91 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
4.28 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
1/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | — |
| 4h | clear | 0.83×ATR |
| 1d | near | -0.62×ATR |
Move Maturity — move up late = adverse (LONG)
2/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | late | OK |
| 4h | ↑ up | late | BLOCKED |
| 1d | ↑ up | late | BLOCKED |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
Filtre spécifique à la stratégie momentum_rotation_v2 (side : long) : BTC regime v2 ≥ +3, leadership aligné et breadth state aligné.
BTC Regime v2 Score
+2
OK
seuil : ≥ +3
Breadth Leadership
N/A
attendu : alts_leading
Breadth State
N/A
attendu : expanding / recovering
Décision V5
N/A
regime + leadership
V6 Shadow Analysis
Filtre spécifique à la stratégie momentum_rotation_v2 (side : long) : BTC regime v2 ≥ +3, Local 4h aligné et Median return 4h aligné.
BTC Regime v2 Score
+2
LOW
seuil : ≥ +3
Local 4h
N/A
attendu : bullish
Median return 4h
N/A
attendu : > 1.5
Décision V6
N/A
regime + local 4h + median ret
Context
Volume 24h (signal)
2.7M $
volume USDT au moment du signal
20/08 11:02
20/08 11:02
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 19/08 20:00 Operational (4H) : bull_high_confirmed (+2) 20/08 08:00 Tactical (1H) : bull_high (+1) 20/08 10:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #1666
Voir snapshot →
range
compression
range_breakout_attempt
| Strategic |
range
— |
compression
0 |
| Operational |
bull
— |
transition
+1 |
| Tactical |
bull
— |
mature
+1 |
| Micro |
—
— |
|
MTF alignment :
0.55
Stability :
0.93
Transition risk :
0.07
Score contribution (this trade)
+2
Market Breadth
Breadth Score
—
Local 4h
unknown
Leadership
unknown
Breadth state
insufficient_history
Δ 15m
·—
Δ 1h
·—
Δ 4h
·—
Δ 12h
·—
Δ 24h
·—
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | — |
| 1h | — |
| 4h | — |
| 24h | — |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | — | — |
| 4h | — | — |
| 24h | — | — |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
—
Universe :
—
Regime confidence :
0.71
Snapshot évalué :
20/08 11:00
· env range_with_momentum
Quality Score
Score composite 0–1 combinant 5 composantes pondérées, calculé sur les bougies 1H
(+ 4H pour la force relative vs BTC).
Momentum (30 %) : retours multi-TF normalisés + pentes EMA 21/50/100.
Force Relative vs BTC (25 %) : surperformance du coin sur 1h/4h/1d/3d + beta 24h.
Volume (20 %) : volume relatif vs SMA20, z-score vs SMA50, tendance EMA5/50.
Qualité de Tendance (15 %) : ADX (force, bon > 25) + Chop Index (trend vs range, bon < 45).
Volatilité (10 %) : ATR% du prix — score optimal entre 0.3 % et 3 %, pénalisé au-delà de 6 %.
Le rank compare le coin à l'univers complet tracké au même instant.
1D
Calculé le
19/08/2026 20:00
Score brut
0.4582
Score SMA
—
Rank
#32
/ 65
Rank Norm SMA 8h
—
Rank Norm SMA
—
Calculé le
19/08/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6284 | r1h: 0.000% · r4h: 0.000% · r1d: -0.66% · r3d: 14.86% · ema21_slope: 0.0189% · dist_ema21: 10.276% |
| Force Relative | 25% | 0.5678 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -1.08% · rs_3d: 6.93% · beta_24h: 1.771 |
| Volume | 20% | 0.1330 | rvol_20: 0.04× · zscore_50: -1.190 · trend: -40.74% |
| Qualité Tendance | 15% | 0.4694 | ADX: 12.7 (weak) · Chop: 55.1 (neutral) |
| Volatilité | 10% | 0.3074 | ATR%: 5.078% (optimal 0.3–3 %) |
1H
Calculé le
20/08/2026 11:00
Score brut
0.6926
Score SMA
0.5427
Rank
#19
/ 74
Rank Norm SMA 8h
0.8093
Rank Norm SMA
0.5328
Calculé le
20/08/2026 11:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8029 | r1h: 0.317% · r4h: -1.018% · r1d: 15.46% · r3d: 19.01% · ema21_slope: 0.5402% · dist_ema21: 3.673% |
| Force Relative | 25% | 0.6583 | rs_1h: 0.501% · rs_4h: -0.371% · rs_1d: 6.92% · rs_3d: 7.04% · beta_24h: 1.155 |
| Volume | 20% | 0.2058 | rvol_20: 0.22× · zscore_50: -0.405 · trend: -25.44% |
| Qualité Tendance | 15% | 0.9731 | ADX: 62.3 (trend) · Chop: 41.5 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.729% (optimal 0.3–3 %) |
4H
Calculé le
20/08/2026 08:00
Score brut
0.6978
Score SMA
0.6676
Rank
#10
/ 74
Rank Norm SMA 8h
0.8949
Rank Norm SMA
0.8177
Calculé le
20/08/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8387 | r1h: 0.000% · r4h: -0.759% · r1d: 10.27% · r3d: 19.27% · ema21_slope: 0.6610% · dist_ema21: 11.216% |
| Force Relative | 25% | 0.6822 | rs_1h: 0.000% · rs_4h: -0.384% · rs_1d: 5.75% · rs_3d: 7.63% · beta_24h: 1.278 |
| Volume | 20% | 0.2758 | rvol_20: 0.09× · zscore_50: -0.671 · trend: 40.41% |
| Qualité Tendance | 15% | 0.8034 | ADX: 36.4 (trend) · Chop: 9.8 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.532% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -4.280%
(0.0166)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +2.421% | 0.6R | -0.000% | 0.0R | — | 12 |
| 2h | +2.614% | 0.6R | -0.000% | 0.0R | — | 24 |
| 4h | +2.614% | 0.6R | -1.284% | 0.3R | 2.0× | 48 |
| 6h ★ | +2.614% | 0.6R | -1.284% | 0.3R | 2.0× | 72 |
| 8h | +3.050% | 0.7R | -1.284% | 0.3R | 2.4× | 96 |
| 12h | +6.870% | 1.6R | -1.284% | 0.3R | 5.4× | 144 |
computed 2 months ago
Prediction
ML Trade Score: 30
ML Pullback Score: 1.2
Prediction Score: N/A
Contexte Multi-Timeframe (au signal)
ⓘ| TF | Direction | Phase | Structure | Strength | Momentum | Volatility | Regime | Tradability | PAQ | Move | Demand | Supply | BTC Corr | BTC Regime | BTC OutPerf | RS / BTC | Évalué à |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1d | ↔ neutral | range | range | moderate | fading | normal | bull_high |
58%
|
noisy_chop 36% | late | — | near -0.6ATR | 0.75 | bull_high_confirmed | +7.88% | +0.40 | 19/08 20:00 |
| 4h | ↔ neutral | range | range | moderate | grind | volatile_reversal | bull_high_confirmed |
54%
|
choppy 49% | late | — | — | 0.61 | bull_high_confirmed | +10.92% | +0.55 | 20/08 08:00 |
| 1h | ↑ up | transition | bullish_transition | strong | balanced | expansion_after_compression | bull_high |
69%
|
noisy_chop 46% | late | — | — | 0.60 | bull_high_confirmed | +7.83% | +0.61 | 20/08 10:00 |
| 15m | ↑ up | range | range | moderate | balanced | expansion | bull_high |
59%
|
noisy_chop 38% | early | near 0.3ATR | near 0.2ATR | 0.64 | bull_medium | +2.62% | +0.02 | 20/08 10:45 |
| 5m | — | ||||||||||||||||
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | late | 10b | — | 3.616×ATR | p29 | +2.663×ATR | p98 |
| 4h | ↑ up | late | 14b | — | 7.396×ATR | p100 | +3.688×ATR | p99 |
| 1h | ↓ down | late | 3b | — | 0.985×ATR | p0 | +1.999×ATR | p90 |
| 15m | ↑ up | early | 5b | — | 1.614×ATR | p0 | +0.063×ATR | p3 |
Maturity — late : Amp ≥ p80 ou Ext/EMA9 ≥ p85 · mid : Amp ≥ p50 ou Ext/EMA9 ≥ p60 · Amp. %ile : amplitude du move depuis le dernier pivot (en ATR) vs historique des swings · Ext. %ile : écart prix/EMA9 normalisé ATR14 vs historique
Signal
Market Structure
Market Structure Score: 0
Market Structure V2
No Market Structure V2 data for this trade.
Trend Analyzer 1H
No Trend Analyzer data for this trade.
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3879 | 0.3713 | 0.3976 | 0.58 | 0.3006 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
Pour calculer le Risk-Reward Ratio (RRR) sur un trade short, on utilise la formule :
RRR = Distance jusqu'au Take Profit ÷ Distance jusqu'au Stop Loss
Détails du trade:
- Entry 0.3879
- Stop Loss: 0.3713
- Take Profit: 0.3976
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3713 - 0.3879 = -0.0166
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3879 - 0.3976 = -0.0097
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0097 / -0.0166 = 0.5843
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 187.0593 | 100 | 482.1862 | 2.00 |
Details
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
- Account Size 100
- Risk per trade 8 %
Risk Amount = 100 x 0.08 = 8
Donc, tu es prêt à perdre 8$ maximum sur ce trade
2. Calcul Risk per Share / Nombre d'unité à acheter
Taille de position = Risk Amount / Distance Stop Loss
Taille de position USD = Taille de position x Entry Price
Paramètres:
- Risk Amount 8
- Distance Stop Loss -0.0166
Taille de position = 8 / -0.0166 = -481.93
Taille de position USD = -481.93 x 0.3879 = -186.94
Donc, tu peux acheter -481.93 avec un stoploss a 0.3713
Avec un position size USD de -186.94$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -481.93 x -0.0166 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -481.93 x -0.0097 = 4.67
Si Take Profit atteint, tu gagneras 4.67$
Résumé
- Taille de position -481.93
- Taille de position USD -186.94
- Perte potentielle 8
- Gain potentiel 4.67
- Risk-Reward Ratio 0.5843
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.5 % | 4.68 $ |
| SL % Target | SL $ Target |
|---|---|
| 4.28 % | 8 $ |
| PNL | PNL % |
|---|---|
| 4.68 $ | 2.50 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| 0 % | 0 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3879 | 0.3713 | 0.3976 | 0.58 | 0.3006 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
Pour calculer le Risk-Reward Ratio (RRR) sur un trade short, on utilise la formule :
RRR = Distance jusqu'au Take Profit ÷ Distance jusqu'au Stop Loss
Détails du trade:
- Entry 0.3879
- Stop Loss: 0.3713
- Take Profit: 0.3976
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3713 - 0.3879 = -0.0166
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3879 - 0.3976 = -0.0097
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0097 / -0.0166 = 0.5843
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -4.280%
(0.0166)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +2.421% | 0.6R | -0.000% | 0.0R | — | 12 |
| 2h | +2.614% | 0.6R | -0.000% | 0.0R | — | 24 |
| 4h | +2.614% | 0.6R | -1.284% | 0.3R | 2.0× | 48 |
| 6h ★ | +2.614% | 0.6R | -1.284% | 0.3R | 2.0× | 72 |
| 8h | +3.050% | 0.7R | -1.284% | 0.3R | 2.4× | 96 |
| 12h | +6.870% | 1.6R | -1.284% | 0.3R | 5.4× | 144 |
computed 2 months ago
Commentaires
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