Short Trade on ARB

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28 Sep 2026 at 22:15:07 hyperliquid

Short Trade on ARB (momentum_rotation_v2)

With 689.3 ARB at 0.194$ per unit. Take profit: 0.1892 (2.47 %) & Stop Loss: 0.2056 (5.98 %)

ARB SHORT momentum_rotation_v2 hyperliquid 28 Sep 2026 22:15 → 04:15 · 5 hours

Position

Entry 0.194$

Qty 689.3004 ARB

Size 133.745$ (margin 100$) (leverage 1)

Risk Setup

TP 0.1892 (+2.47%)

TP $ 3.31$

SL 0.2056 (-5.98%)

SL $ 8$

RR 0.41

Status loss PnL -5.64% / -7.54$ MAE -5.81% MFE +0.94% 0.2R expires 29 Sep 04:15 Exit time_expired

V2 Shadow Analysis

Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?

Quality Rank (id: 163603)

#87 / 90 OK

seuil : top 15
score du 28/09/2026 22:00

Avg Rank 8h: 0.0579

Quality Score

0.335

score brut du coin

Signal Confidence

99 % OK

seuil : ≥ 40%

Regime Score

0 BLOCKED

seuil : score ≥ 1

Décision V2

WOULD SKIP

rank + confidence + regime

Volume 24h (signal)

33.6M $

volume USDT au moment du signal
28/09 22:00

V3 Shadow Analysis

Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.

Quality Rank

#87 / 90 OK

seuil : top 15

Signal Confidence

99 % OK

seuil : ≥ 40%

BTC Regime Score

-1

−4 → +4 (macro BTC)

Coin Regime Score

-4

−6 → +6 (1D/4H/1H coin)

Combined Regime Score

-5 BLOCKED

seuil : BTC + coin ≥ 3

Stop Loss Size

5.98 % 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

#87 / 90 OK

seuil : top 15

Signal Confidence

99 % OK

seuil : ≥ 40%

Combined Regime Score

-5 BLOCKED

seuil : BTC + coin ≥ 3

Stop Loss Size

5.98 % 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	-0.76×ATR
4h	near	-1.71×ATR
1d	clear	2.04×ATR

Move Maturity — move down late = adverse (SHORT)

1/3 TF adverse seuil : < 2 TF

TF	Direction	Maturity	Adverse
1h	↓ down	late	BLOCKED
4h	↓ down	mid	OK
1d	↓ down	early	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 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) : bull_high (-3) 27/09 20:00 Operational (4H) : bull_high (-2) 28/09 16:00 Tactical (1H) : bear_high (+1) 28/09 21:00 Score : -4 / ±6

BTC Correlation

Coin Market Regime

Coin Market Regime V2

Strategic (1D) : bull_high (-3)

27/09 20:00

Operational (4H) : bull_high (-2)

28/09 16:00

Tactical (1H) : bear_high (+1)

28/09 21:00

Score : -4 / ±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.

Calculé le 28/09/2026 20:00

Score brut

0.4973

Score SMA

0.6102

Rank

#75 / 89

Rank Norm SMA 8h

0.1591

Rank Norm SMA

0.4733

Calculé le

28/09/2026 20:00

Composante	Poids	Score	Détails
Momentum	30%	0.6190	r1h: 0.000% · r4h: 0.000% · r1d: -10.77% · r3d: -10.92% · ema21_slope: 3.0132% · dist_ema21: 5.510%
Force Relative	25%	0.3768	rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -9.61% · rs_3d: -10.20% · beta_24h: 1.744
Volume	20%	0.3952	rvol_20: 0.99× · zscore_50: 0.491 · trend: 13.31%
Qualité Tendance	15%	0.9226	ADX: 50.7 (trend) · Chop: 31.7 (trend)
Volatilité	10%	0.0000	ATR%: 11.076% (optimal 0.3–3 %)

Calculé le 28/09/2026 22:00

Score brut

0.3352

Score SMA

0.5084

Rank

#87 / 90

Rank Norm SMA 8h

0.0579

Rank Norm SMA

0.3185

Calculé le

28/09/2026 22:00

Composante	Poids	Score	Détails
Momentum	30%	0.1628	r1h: -2.196% · r4h: -2.157% · r1d: -12.49% · r3d: -12.94% · ema21_slope: -0.3567% · dist_ema21: -4.956%
Force Relative	25%	0.1499	rs_1h: -2.065% · rs_4h: -1.979% · rs_1d: -11.75% · rs_3d: -11.74% · beta_24h: 3.353
Volume	20%	0.3481	rvol_20: 1.04× · zscore_50: 0.265 · trend: -17.31%
Qualité Tendance	15%	0.6960	ADX: 29.2 (trend) · Chop: 44.1 (trend)
Volatilité	10%	1.0000	ATR%: 2.470% (optimal 0.3–3 %)

Calculé le 28/09/2026 20:00

Score brut

0.3775

Score SMA

0.4935

Rank

#85 / 89

Rank Norm SMA 8h

0.0682

Rank Norm SMA

0.2047

Calculé le

28/09/2026 20:00

Composante	Poids	Score	Détails
Momentum	30%	0.4344	r1h: 0.000% · r4h: 0.418% · r1d: -10.77% · r3d: -10.92% · ema21_slope: -0.2300% · dist_ema21: -6.448%
Force Relative	25%	0.2580	rs_1h: 0.000% · rs_4h: 0.294% · rs_1d: -9.61% · rs_3d: -10.20% · beta_24h: 3.786
Volume	20%	0.2869	rvol_20: 0.90× · zscore_50: -0.545 · trend: -5.05%
Qualité Tendance	15%	0.6028	ADX: 21.4 (weak) · Chop: 47.5 (neutral)
Volatilité	10%	0.3491	ATR%: 4.953% (optimal 0.3–3 %)

📌 Performance

MAE / MFE Analysis

Strat: momentum_rotation_v2 (★ 6h) Initial Risk: -5.979% (0.0116)

Horizon	MFE %	MFE R	MAE %	MAE R	MFE/MAE	Candles
1h	+0.943%	0.2R	-1.160%	0.2R	0.8×	12
2h	+0.943%	0.2R	-2.083%	0.4R	0.5×	24
4h	+0.943%	0.2R	-3.356%	0.6R	0.3×	48
6h ★	+0.943%	0.2R	-5.809%	1.0R	0.2×	72
8h	+0.943%	0.2R	-8.144%	1.4R	0.1×	96
12h	+0.943%	0.2R	-11.464%	1.9R	0.1×	144

computed 1 day ago

Prediction

ML Trade Score: -100

ML Pullback Score: 0.47

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	↑ up	early_expansion	bullish_transition	moderate	grind	expansion	bull_high	69%	noisy_chop 40%	early	—	—	0.59	bull_high	+12.96%	+0.88	27/09 20:00
4h	↔ neutral	range	range	moderate	fading	normal	bull_high	51%	noisy_chop 39%	mid	near -1.7ATR	—	0.32	bull_high	+1.77%	-0.69	28/09 16:00
1h	↓ down	range	range	moderate	balanced	normal	bear_high	51%	noisy_chop 45%	late	near -0.8ATR	—	0.26	bear_medium	-1.03%	-0.70	28/09 21:00
15m	↓ down	transition	bearish_transition	strong	explosive	normal	bear_high	62%	noisy_chop 47%	late	—	—	0.64	range_low	-0.58%	-0.28	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 166824	↑ up	bull_high	69%	early 5b 0.4ATR	noisy_chop 40%	0.620	— —	0.99	below_value	-3.59 ATR	—	#92602	27/09 20:00 upd 28/09 20:18
4h 166759	↔ neutral	bull_high	51%	mid 9b -1.4ATR	noisy_chop 39%	0.399	near -1.7ATR —	0.90	below_value	-3.59 ATR	—	#92602	28/09 16:00 upd 28/09 20:14
1h anchor 167830	↓ down	bear_high	51%	late 8b -2.1ATR	noisy_chop 45%	0.565	near -0.8ATR —	1.04	below_value	-4.73 ATR	inside	#93054	28/09 21:00 upd 28/09 22:11
15m 167745	↓ down	bear_high	62%	late 2b -2.1ATR	noisy_chop 47%	0.398	— —	0.87	below_value	-4.15 ATR	—	#92872	28/09 21:45 upd 28/09 22:00
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	early	5b	—	2.417×ATR	p0	+0.383×ATR	p15
4h	↓ down	mid	9b	—	3.519×ATR	p54	-1.353×ATR	p61
1h	↓ down	late	8b	—	2.776×ATR	p51	-2.052×ATR	p92
15m	↑ up	late	2b	—	1.705×ATR	p23	-2.146×ATR	p86

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

momentum_rotation_v2 - SELL

Indicators:

stop_price: 0.20563597
tp_price: 0.18917925
atr: 0.00464239
expires_at: 2026-09-29T08:15:07+00:00

Details

rank: 89
total: 90
score: 0.1497
delta_2h: -0.145
extension_atr: -2.21
trend_phase:
trend_direction:
rank_norm_sma_8h: 0.0607
confidence: 0.989

Signal Details

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
0.194	0.2056	0.1892	0.41	0.2004

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 0.194
Stop Loss: 0.2056
Take Profit: 0.1892

Calcul:

Risque (distance jusqu'au stop loss) :

SL - E = 0.2056 - 0.194 = 0.0116
Récompense (distance jusqu'au take profit):

E - TP = 0.194 - 0.1892 = 0.0048
Risk-Reward Ratio:

RRR = TP_DIST / SL_DIST = 0.0048 / 0.0116 = 0.4138

📌 Position Size

Amount	Margin	Quantity	Leverage
133.745	100	689.3004	1.00

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 0.0116

Taille de position = 8 / 0.0116 = 689.66

Taille de position USD = 689.66 x 0.194 = 133.79

Donc, tu peux acheter 689.66 avec un stoploss a 0.2056

Avec un position size USD de 133.79$

3. Calcul de la PERTE potentielle

Perte = Taille de position x Distance Stop Loss

Perte = 689.66 x 0.0116 = 8

Si Stop Loss atteint, tu perdras 8$

4. Calcul du GAIN potentielle

Gain = Taille de position x Distance Take Profit

Perte = 689.66 x 0.0048 = 3.31

Si Take Profit atteint, tu gagneras 3.31$

Résumé

Taille de position 689.66
Taille de position USD 133.79
Perte potentielle 8
Gain potentiel 3.31
Risk-Reward Ratio 0.4138

📌 Peformances

TP % Target	TP $ Target
2.47 %	3.31 $

SL % Target	SL $ Target
5.98 %	8 $

PNL	PNL %
-7.54 $	-5.64

Max Drawdown	Max Drawdown / SL Ratio	Candles in Entry
-5.6959 %	95.26 %	5

Entry	Stop Loss	Take Profit	RR	Current Price
0.194	0.2056	0.1892	0.41	0.2004

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 0.194
Stop Loss: 0.2056
Take Profit: 0.1892

Calcul:

Risque (distance jusqu'au stop loss) :

SL - E = 0.2056 - 0.194 = 0.0116
Récompense (distance jusqu'au take profit):

E - TP = 0.194 - 0.1892 = 0.0048
Risk-Reward Ratio:

RRR = TP_DIST / SL_DIST = 0.0048 / 0.0116 = 0.4138

📌 ML Extra Data

Extra TP Data


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Extra SL data


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MAE / MFE Analysis

Strat: momentum_rotation_v2 (★ 6h) Initial Risk: -5.979% (0.0116)

Horizon	MFE %	MFE R	MAE %	MAE R	MFE/MAE	Candles
1h	+0.943%	0.2R	-1.160%	0.2R	0.8×	12
2h	+0.943%	0.2R	-2.083%	0.4R	0.5×	24
4h	+0.943%	0.2R	-3.356%	0.6R	0.3×	48
6h ★	+0.943%	0.2R	-5.809%	1.0R	0.2×	72
8h	+0.943%	0.2R	-8.144%	1.4R	0.1×	96
12h	+0.943%	0.2R	-11.464%	1.9R	0.1×	144

computed 1 day ago

Commentaires

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