Short Trade on SPX (BalanceBreakoutRegime)
With 375.41 SPX at 0.402$ per unit. Take profit: 0.349 (13.25 %) & Stop Loss: 0.4236 (5.29 %)
28 Sep 2026 at 22:12:47
hyperliquid
SPX
SHORT
BalanceBreakoutRegime
hyperliquid
28 Sep 2026 22:12
→ 10:10
· 11 hours
Position
Entry 0.4023$
Qty 375.4145 SPX
Size 151.0368$ (margin 100$) (leverage 2)
Risk Setup
TP 0.349 (+13.25%)
TP $ 20.01$
SL 0.4236 (-5.29%)
SL $ 8$
RR 2.5
Status
loss
PnL
-3.23%
/ -4.88$
MAE -4.86%
MFE +2.49%
0.5R
expires
29 Sep 10:12
Exit
time_expired
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 163657)
#31 / 90
OUT
seuil : top 15
score du 28/09/2026 22:00
score du 28/09/2026 22:00
Avg Rank 8h: 0.2922
Quality Score
0.459
score brut du coin
Signal Confidence
76 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
1.9M $
volume USDT au moment du signal
28/09 22:02
28/09 22:02
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#31 / 90
OUT
seuil : top 15
Signal Confidence
76 %
OK
seuil : ≥ 40%
BTC Regime Score
-1
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
5.29 %
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
#31 / 90
OUT
seuil : top 15
Signal Confidence
76 %
OK
seuil : ≥ 40%
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
5.29 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | 0.22×ATR |
| 4h | near | -0.08×ATR |
| 1d | clear | 1.39×ATR |
Move Maturity — move down late = adverse (SHORT)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↓ down | mid | OK |
| 1d | ↓ down | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
Regime
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : neutral rules_regime : range_medium rules_regime_5m : range_low Score : 0 |
ml_regime : range_high Strategic (1D) : bull_high (-2) Operational (4H) : bull_medium (0) Tactical (1H) : range_medium (+1) 24/09 15:01 Score : -1 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
Strategic (1D) : bear_high (+3) 27/09 20:00 Operational (4H) : bear_high (+2) 28/09 16:00 Tactical (1H) : bear_high (+1) 28/09 20:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4321
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | -2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | bear | transition | 0.55 | +1 |
| Micro | range | range | 0.25 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
-1
Market Breadth
Breadth Score
23.6%
Impulse :
+0.00
Participation :
btc_led_risk_on
Leadership :
btc
% Positive (universe)
| 15m | 66.7% |
| 1h | 2.8% |
| 4h | 25.0% |
| 24h | 16.7% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 65.3% | +0.10% |
| 4h | 33.3% | -0.83% |
| 24h | 22.2% | -4.81% |
Dispersion :
0.204
Universe :
72
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
28/09 22:01
· env trend_consolidation
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
28/09/2026 20:00
Score brut
0.2039
Score SMA
0.3238
Rank
#89
/ 89
Rank Norm SMA 8h
0.0000
Rank Norm SMA
0.0153
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.1578 | r1h: 0.000% · r4h: 0.000% · r1d: -5.71% · r3d: -9.91% · ema21_slope: -0.4470% · dist_ema21: -11.161% |
| Force Relative | 25% | 0.1566 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -4.55% · rs_3d: -9.19% · beta_24h: 1.938 |
| Volume | 20% | 0.2285 | rvol_20: 0.53× · zscore_50: -0.498 · trend: -7.63% |
| Qualité Tendance | 15% | 0.4780 | ADX: 18.2 (weak) · Chop: 59.6 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 10.839% (optimal 0.3–3 %) |
1H
Calculé le
28/09/2026 22:00
Score brut
0.4594
Score SMA
0.4801
Rank
#31
/ 90
Rank Norm SMA 8h
0.2922
Rank Norm SMA
0.2537
Calculé le
28/09/2026 22:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2429 | r1h: -2.080% · r4h: -1.888% · r1d: -6.49% · r3d: -12.23% · ema21_slope: -0.2037% · dist_ema21: -3.780% |
| Force Relative | 25% | 0.2193 | rs_1h: -1.949% · rs_4h: -1.710% · rs_1d: -5.75% · rs_3d: -11.03% · beta_24h: 2.846 |
| Volume | 20% | 1.0000 | rvol_20: 5.66× · zscore_50: 3.436 · trend: 101.17% |
| Qualité Tendance | 15% | 0.7451 | ADX: 40.6 (trend) · Chop: 49.7 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.202% (optimal 0.3–3 %) |
4H
Calculé le
28/09/2026 20:00
Score brut
0.3314
Score SMA
0.4018
Rank
#89
/ 89
Rank Norm SMA 8h
0.0057
Rank Norm SMA
0.0727
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2592 | r1h: 0.000% · r4h: 0.967% · r1d: -5.71% · r3d: -9.91% · ema21_slope: -0.3751% · dist_ema21: -4.629% |
| Force Relative | 25% | 0.2964 | rs_1h: 0.000% · rs_4h: 0.843% · rs_1d: -4.55% · rs_3d: -9.19% · beta_24h: 3.441 |
| Volume | 20% | 0.1560 | rvol_20: 0.52× · zscore_50: -0.718 · trend: -55.25% |
| Qualité Tendance | 15% | 0.5858 | ADX: 25.1 (trend) · Chop: 53.4 (neutral) |
| Volatilité | 10% | 0.6048 | ATR%: 4.186% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -5.295%
(0.0213)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +2.486% | 0.5R | -0.383% | 0.1R | 6.5× | 12 |
| 2h | +2.486% | 0.5R | -0.955% | 0.2R | 2.6× | 24 |
| 4h | +2.486% | 0.5R | -2.774% | 0.5R | 0.9× | 48 |
| 8h | +2.486% | 0.5R | -4.261% | 0.8R | 0.6× | 96 |
| 12h ★ | +2.486% | 0.5R | -4.857% | 0.9R | 0.5× | 144 |
| 24h | +2.486% | 0.5R | -5.832% | 1.1R | 0.4× | 288 |
computed 1 day ago
Prediction
ML Trade Score: -100
ML Pullback Score: 2.5
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 | grind | compression | bear_high |
45%
|
noisy_chop 39% | mid | — | — | 0.73 | bull_high | +12.96% | -0.99 | 27/09 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | fading | compression | bear_high |
55%
|
noisy_chop 41% | mid | near -0.1ATR | — | 0.63 | bull_high | +1.77% | -0.52 | 28/09 16:00 |
| 1h | ↓ down | transition | bearish_transition | moderate | grind | normal | bear_high |
57%
|
noisy_chop 40% | mid | near 0.2ATR | — | 0.56 | bear_medium | -0.92% | -0.32 | 28/09 20:00 |
| 15m | ↓ down | early_expansion | bearish_transition | strong | balanced | expansion_after_compression | bear_high_confirmed |
64%
|
noisy_chop 48% | late | near 0.2ATR | — | 0.76 | range_low | -0.58% | -0.27 | 28/09 21:45 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| TF | Direction | Regime | Tradability | Move | PAQ | Momentum | Near S/D | RVOL | Vol zone | POC dist | LVN | VP ref | Évalué à |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1d
167046 |
↔ neutral | bear_high |
45%
|
mid 24b -1.2ATR | noisy_chop 39% | 0.554 |
— — |
0.53 | above_value | -2.66 ATR | — | #92656 |
27/09 20:00
upd 28/09 20:28
|
|
4h
166973 |
↓ down | bear_high |
55%
|
mid 15b -1.2ATR | noisy_chop 41% | 0.632 |
near -0.1ATR — |
0.52 | above_value | -2.66 ATR | — | #92656 |
28/09 16:00
upd 28/09 20:25
|
|
1h
anchor
167435 |
↓ down | bear_high |
57%
|
mid 7b -1.0ATR | noisy_chop 40% | 0.516 |
near 0.2ATR — |
0.52 | below_value | -3.45 ATR | inside | #92926 |
28/09 20:00
upd 28/09 21:12
|
|
15m
167797 |
↓ down | bear_high_confirmed |
64%
|
late 1b -2.4ATR | noisy_chop 48% | 0.389 |
near 0.2ATR — |
2.41 | below_value | -3.45 ATR | — | #92926 |
28/09 21:45
upd 28/09 22:04
|
|
5m
|
Pas de snapshot frais lors de la création du trade | ||||||||||||
Source : table pivot
trade_context_snapshots — lit les colonnes SQL réelles
(donc évolue avec les futures features ajoutées à market_context_snapshots).
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | mid | 24b | — | 5.613×ATR | p67 | -1.162×ATR | p66 |
| 4h | ↓ down | mid | 15b | — | 3.016×ATR | p40 | -1.244×ATR | p70 |
| 1h | ↓ down | mid | 7b | — | 1.922×ATR | p16 | -1.034×ATR | p61 |
| 15m | ↑ up | late | 1b | — | 1.389×ATR | p0 | -2.427×ATR | p97 |
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
BalanceBreakoutRegime - SELL
Indicators:
- long_trend: -1
- confidence: 0.7585
- reason: down_bo width=1.86×ATR dur=24b phase=fresh|ob:ask_pressure(+0.07)
- stop_price: 0.42362978
- tp_price: 0.34904554
- atr:
- score: 0.68847729511257
- expires_at: 2026-09-29T14:12:39.717619
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.68847729511257
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : -0.1786
- obi_top10 : 0.1186
- micro_price : 0.40311506
- spread_pct : 0.148846
- mid_price : 0.4034
- bid_wall_price : 0.394
- bid_wall_size : 189354
- bid_wall_dist_atr :
- ask_wall_price : 0.404
- ask_wall_size : 129186.6
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : -0.2019
- obi_top5_std : 0.021
- pressure_side : ask
- collection_mode : ws_rolling
- collection_ms : 7105
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.43077
- balance_zone_bottom:
0.41477
- balance_zone_mid:
0.42277
- balance_zone_start_time:
1790564400
- balance_zone_end_time:
1790647200
- balance_zone_width_atr:
1.8609
- balance_zone_duration_bars:
24
- balance_zone_quality: tight
- balance_zone_maturity: forming
- balance_zone_confidence:
0.6885
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790640000
- balance_zone_breakout_price:
0.41477
- strategy_details
- balance_metrics_inside_close_ratio:
0.7917
- balance_metrics_bars_since_breakout:
2
- balance_metrics_distance_to_edge_atr:
1.448
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
6
- balance_metrics_touch_lower:
9
- regime : bear_high
- atr_entry : 0.00859782 ¸
Signal Details
duration_bars
24
inside_close_ratio
0.7917
bars_since_breakout
2
distance_to_edge_atr
1.448
Signaux confirmants (13)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 22:12 | 0.40232000 | +0.005% |
| 2 | 22:23 | 0.40232000 | +0.005% |
| 3 | 22:33 | 0.40232000 | +0.005% |
| 4 | 23:38 | 0.40535000 | +0.758% |
| 5 | 23:47 | 0.40535000 | +0.758% |
| 6 | 23:56 | 0.40535000 | +0.758% |
| 7 | 00:07 | 0.40535000 | +0.758% |
| 8 | 00:19 | 0.40205000 | -0.062% |
| 9 | 00:29 | 0.40205000 | -0.062% |
| 10 | 00:38 | 0.40536000 | +0.761% |
| 11 | 00:48 | 0.40536000 | +0.761% |
| 12 | 00:57 | 0.40536000 | +0.761% |
| 13 | 01:07 | 0.40536000 | +0.761% |
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.
Orderbook Context
↓ ask
ws_rolling
5 snapshots
7105ms
Confidence avant OB :
69%
→
76%
Order Book Imbalance
OBI Top 5
-0.179
avg -0.202
± 0.021
OBI Top 10
0.119
Microstructure
Mid Price
0.4034
Micro Price
0.4031
Spread
0.1488%
↑ Bid Wall (Support)
Price
0.3940
Size
189,354.00
↓ Ask Wall (Resistance)
Price
0.4040
Size
129,186.60
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4023 | 0.4236 | 0.349 | 2.5 | 0.4404 |
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 0.4023
- Stop Loss: 0.4236
- Take Profit: 0.349
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4236 - 0.4023 = 0.0213
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4023 - 0.349 = 0.0533
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0533 / 0.0213 = 2.5023
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 151.0368 | 100 | 375.4145 | 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 0.0213
Taille de position = 8 / 0.0213 = 375.59
Taille de position USD = 375.59 x 0.4023 = 151.1
Donc, tu peux acheter 375.59 avec un stoploss a 0.4236
Avec un position size USD de 151.1$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 375.59 x 0.0213 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 375.59 x 0.0533 = 20.02
Si Take Profit atteint, tu gagneras 20.02$
Résumé
- Taille de position 375.59
- Taille de position USD 151.1
- Perte potentielle 8
- Gain potentiel 20.02
- Risk-Reward Ratio 2.5023
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 13.25 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.29 % | 8 $ |
| PNL | PNL % |
|---|---|
| -4.88 $ | -3.23 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -4.8571 % | 91.74 % | 3 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4023 | 0.4236 | 0.349 | 2.5 | 0.4404 |
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 0.4023
- Stop Loss: 0.4236
- Take Profit: 0.349
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4236 - 0.4023 = 0.0213
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4023 - 0.349 = 0.0533
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0533 / 0.0213 = 2.5023
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -5.295%
(0.0213)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +2.486% | 0.5R | -0.383% | 0.1R | 6.5× | 12 |
| 2h | +2.486% | 0.5R | -0.955% | 0.2R | 2.6× | 24 |
| 4h | +2.486% | 0.5R | -2.774% | 0.5R | 0.9× | 48 |
| 8h | +2.486% | 0.5R | -4.261% | 0.8R | 0.6× | 96 |
| 12h ★ | +2.486% | 0.5R | -4.857% | 0.9R | 0.5× | 144 |
| 24h | +2.486% | 0.5R | -5.832% | 1.1R | 0.4× | 288 |
computed 1 day ago
Commentaires
Aucun commentaire.