Short Trade on SPX (BalanceBreakoutRegime)
With 617.54 SPX at 0.409$ per unit. Take profit: 0.3766 (7.92 %) & Stop Loss: 0.422 (3.18 %)
29 Sep 2026 at 01:17:35
hyperliquid
SPX
SHORT
BalanceBreakoutRegime
hyperliquid
29 Sep 2026 01:17
→ 13:10
· 11 hours
Position
Entry 0.409$
Qty 617.5422 SPX
Size 252.5748$ (margin 100$) (leverage 3)
Risk Setup
TP 0.3766 (+7.92%)
TP $ 20.01$
SL 0.422 (-3.18%)
SL $ 8.03$
RR 2.49
Status
loss
PnL
-0.20%
/ -0.51$
MAE -3.14%
MFE +1.19%
0.4R
expires
29 Sep 13:17
Exit
time_expired
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 164011)
#44 / 87
OUT
seuil : top 15
score du 29/09/2026 01:00
score du 29/09/2026 01:00
Avg Rank 8h: 0.5072
Quality Score
0.436
score brut du coin
Signal Confidence
73 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
2.7M $
volume USDT au moment du signal
29/09 01:16
29/09 01:16
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#44 / 87
OUT
seuil : top 15
Signal Confidence
73 %
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
3.18 %
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
#44 / 87
OUT
seuil : top 15
Signal Confidence
73 %
OK
seuil : ≥ 40%
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
3.18 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
0/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | clear | — |
| 4h | clear | 4.59×ATR |
| 1d | clear | 1.39×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | late | BLOCKED |
| 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 20:00 Tactical (1H) : bear_high (+1) 29/09 00:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4334
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
48.8%
Impulse :
+0.25
Participation :
mixed_dispersion
Leadership :
alts
% Positive (universe)
| 15m | 59.2% |
| 1h | 50.7% |
| 4h | 64.8% |
| 24h | 23.9% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 59.2% | +0.04% |
| 4h | 56.3% | +0.44% |
| 24h | 23.9% | -2.10% |
Dispersion :
0.132
Universe :
71
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
29/09 01:16
· 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
29/09/2026 01:00
Score brut
0.4355
Score SMA
0.4795
Rank
#44
/ 87
Rank Norm SMA 8h
0.5072
Rank Norm SMA
0.2573
Calculé le
29/09/2026 01:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3055 | r1h: 1.349% · r4h: -0.769% · r1d: -4.40% · r3d: -10.87% · ema21_slope: -0.2180% · dist_ema21: -1.572% |
| Force Relative | 25% | 0.3992 | rs_1h: 1.186% · rs_4h: -0.802% · rs_1d: -4.05% · rs_3d: -9.94% · beta_24h: 2.998 |
| Volume | 20% | 0.4865 | rvol_20: 0.96× · zscore_50: 0.204 · trend: 109.14% |
| Qualité Tendance | 15% | 0.7918 | ADX: 42.5 (trend) · Chop: 45.9 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.277% (optimal 0.3–3 %) |
4H
Calculé le
29/09/2026 00:00
Score brut
0.3823
Score SMA
0.3992
Rank
#76
/ 88
Rank Norm SMA 8h
0.0690
Rank Norm SMA
0.0720
Calculé le
29/09/2026 00:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.1365 | r1h: 0.000% · r4h: -3.569% · r1d: -4.56% · r3d: -11.16% · ema21_slope: -0.4111% · dist_ema21: -7.356% |
| Force Relative | 25% | 0.1932 | rs_1h: 0.000% · rs_4h: -3.059% · rs_1d: -4.25% · rs_3d: -10.12% · beta_24h: 3.622 |
| Volume | 20% | 0.7497 | rvol_20: 4.08× · zscore_50: 0.877 · trend: 18.40% |
| Qualité Tendance | 15% | 0.6279 | ADX: 27.0 (trend) · Chop: 50.2 (neutral) |
| Volatilité | 10% | 0.4895 | ATR%: 4.531% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -3.179%
(0.0130)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.191% | 0.4R | -1.091% | 0.3R | 1.1× | 12 |
| 2h | +1.191% | 0.4R | -2.553% | 0.8R | 0.5× | 24 |
| 4h | +1.191% | 0.4R | -2.553% | 0.8R | 0.5× | 48 |
| 8h | +1.191% | 0.4R | -3.139% | 1.0R | 0.4× | 96 |
| 12h ★ | +1.191% | 0.4R | -3.139% | 1.0R | 0.4× | 144 |
| 24h | +1.191% | 0.4R | -5.169% | 1.6R | 0.2× | 288 |
computed 25 minutes ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.68
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 | range | range | moderate | fading | normal | bear_high |
52%
|
noisy_chop 42% | late | — | — | 0.63 | bull_high | +1.23% | -0.79 | 28/09 20:00 |
| 1h | ↓ down | early_expansion | bearish_transition | moderate | balanced | expansion | bear_high |
59%
|
noisy_chop 40% | early | — | — | 0.57 | bear_medium | -0.81% | -0.36 | 29/09 00:00 |
| 15m | ↓ down | early_expansion | bearish_transition | moderate | grind | expansion_after_compression | bear_high |
63%
|
noisy_chop 43% | early | — | — | 0.74 | range_low | -0.30% | -0.16 | 29/09 00:45 |
| 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
168892 |
↓ down | bear_high |
52%
|
late 16b -1.8ATR | noisy_chop 42% | 0.627 |
— — |
4.08 | below_value | -4.02 ATR | — | #93465 |
28/09 20:00
upd 29/09 00:20
|
|
1h
anchor
169309 |
↓ down | bear_high |
59%
|
early 2b -0.7ATR | noisy_chop 40% | 0.473 |
— — |
0.96 | below_value | -3.38 ATR | inside | #93729 |
29/09 00:00
upd 29/09 01:11
|
|
15m
169226 |
↓ down | bear_high |
63%
|
early 11b 0.9ATR | noisy_chop 43% | 0.385 |
— — |
1.26 | below_value | -4.02 ATR | — | #93465 |
29/09 00:45
upd 29/09 01:03
|
|
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 | late | 16b | — | 3.706×ATR | p60 | -1.834×ATR | p87 |
| 1h | ↑ up | early | 2b | — | 1.923×ATR | p18 | -0.691×ATR | p46 |
| 15m | ↓ down | early | 11b | — | 0×ATR | p0 | +0.885×ATR | p46 |
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: 0.7292
- reason: down_bo width=2.18×ATR dur=27b phase=fresh
- stop_price: 0.42195458
- tp_price: 0.37661355
- atr:
- score: 0.72920231386773
- expires_at: 2026-09-29T17:17:27.296958
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.72920231386773
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.0551
- obi_top10 : 0.1357
- micro_price : 0.40842887
- spread_pct : 0.122519
- mid_price : 0.40835
- bid_wall_price : 0.407
- bid_wall_size : 157533.6
- bid_wall_dist_atr :
- ask_wall_price : 0.41
- ask_wall_size : 124618.4
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.0925
- obi_top5_std : 0.0353
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6966
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.43077
- balance_zone_bottom:
0.41136
- balance_zone_mid:
0.421065
- balance_zone_start_time:
1790564400
- balance_zone_end_time:
1790658000
- balance_zone_width_atr:
2.1819
- balance_zone_duration_bars:
27
- balance_zone_quality: tight
- balance_zone_maturity: forming
- balance_zone_confidence:
0.7292
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790643600
- balance_zone_breakout_price:
0.41136
- strategy_details
- balance_metrics_inside_close_ratio:
0.8148
- balance_metrics_bars_since_breakout:
4
- balance_metrics_distance_to_edge_atr:
0.2653
- balance_metrics_has_retested:
1
- balance_metrics_retest_count:
2
- balance_metrics_touch_upper:
6
- balance_metrics_touch_lower:
7
- regime : bear_high
- atr_entry : 0.00889581 ¸
Signal Details
duration_bars
27
inside_close_ratio
0.8148
bars_since_breakout
4
distance_to_edge_atr
0.2653
Signaux confirmants (6)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 01:17 | 0.40900000 | 0% |
| 2 | 01:26 | 0.40900000 | 0% |
| 3 | 01:36 | 0.40900000 | 0% |
| 4 | 01:45 | 0.40581000 | -0.78% |
| 5 | 01:54 | 0.40581000 | -0.78% |
| 6 | 02:05 | 0.40581000 | -0.78% |
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
→ neutral
ws_rolling
5 snapshots
6966ms
Confidence avant OB :
73%
→
73%
Order Book Imbalance
OBI Top 5
0.055
avg 0.093
± 0.035
OBI Top 10
0.136
Microstructure
Mid Price
0.4084
Micro Price
0.4084
Spread
0.1225%
↑ Bid Wall (Support)
Price
0.4070
Size
157,533.60
↓ Ask Wall (Resistance)
Price
0.4100
Size
124,618.40
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.409 | 0.422 | 0.3766 | 2.49 | 0.4503 |
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 0.409
- Stop Loss: 0.422
- Take Profit: 0.3766
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.422 - 0.409 = 0.013
-
Récompense (distance jusqu'au take profit):
E - TP = 0.409 - 0.3766 = 0.0324
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0324 / 0.013 = 2.4923
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 252.5748 | 100 | 617.5422 | 3.00 |
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 0.013
Taille de position = 8 / 0.013 = 615.38
Taille de position USD = 615.38 x 0.409 = 251.69
Donc, tu peux acheter 615.38 avec un stoploss a 0.422
Avec un position size USD de 251.69$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 615.38 x 0.013 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 615.38 x 0.0324 = 19.94
Si Take Profit atteint, tu gagneras 19.94$
Résumé
- Taille de position 615.38
- Taille de position USD 251.69
- Perte potentielle 8
- Gain potentiel 19.94
- Risk-Reward Ratio 2.4923
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 7.92 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.18 % | 8.03 $ |
| PNL | PNL % |
|---|---|
| -0.51 $ | -0.20 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.1394 % | 98.77 % | 11 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.409 | 0.422 | 0.3766 | 2.49 | 0.4503 |
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 0.409
- Stop Loss: 0.422
- Take Profit: 0.3766
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.422 - 0.409 = 0.013
-
Récompense (distance jusqu'au take profit):
E - TP = 0.409 - 0.3766 = 0.0324
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0324 / 0.013 = 2.4923
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -3.179%
(0.0130)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.191% | 0.4R | -1.091% | 0.3R | 1.1× | 12 |
| 2h | +1.191% | 0.4R | -2.553% | 0.8R | 0.5× | 24 |
| 4h | +1.191% | 0.4R | -2.553% | 0.8R | 0.5× | 48 |
| 8h | +1.191% | 0.4R | -3.139% | 1.0R | 0.4× | 96 |
| 12h ★ | +1.191% | 0.4R | -3.139% | 1.0R | 0.4× | 144 |
| 24h | +1.191% | 0.4R | -5.169% | 1.6R | 0.2× | 288 |
computed 25 minutes ago
Commentaires
Aucun commentaire.