Short Trade on SPX

Previous Trade Next Trade

29 Sep 2026 at 14:14:25 hyperliquid

Short Trade on SPX (BalanceBreakoutRegime)

With 689.01 SPX at 0.409$ per unit. Take profit: 0.3802 (7.11 %) & Stop Loss: 0.4209 (2.83 %)

SPX SHORT BalanceBreakoutRegime hyperliquid 29 Sep 2026 14:14 → 20:30 · 6 hours

Position

Entry 0.4093$

Qty 689.0149 SPX

Size 281.9862$ (margin 100$) (leverage 3)

Risk Setup

TP 0.3802 (+7.11%)

TP $ 20.05$

SL 0.4209 (-2.83%)

SL $ 7.99$

RR 2.51

Status loss PnL -2.83% / -7.99$ MAE -5.09% MFE +0.00% 0.0R expires 30 Sep 02:14

V2 Shadow Analysis

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

Quality Rank (id: 165369)

#64 / 84 OUT

seuil : top 15
score du 29/09/2026 14:00

Avg Rank 8h: 0.1575

Quality Score

0.402

score brut du coin

Signal Confidence

85 % OK

seuil : ≥ 40%

Regime Score

0 BLOCKED

seuil : score ≥ 1

Décision V2

WOULD SKIP

rank + confidence + regime

Volume 24h (signal)

2.6M $

volume USDT au moment du signal
29/09 14:02

V3 Shadow Analysis

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

Quality Rank

#64 / 84 OUT

seuil : top 15

Signal Confidence

85 % OK

seuil : ≥ 40%

BTC Regime Score

-2

−4 → +4 (macro BTC)

Coin Regime Score

−6 → +6 (1D/4H/1H coin)

Combined Regime Score

+4 OK

seuil : BTC + coin ≥ 3

Stop Loss Size

2.83 % 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

#64 / 84 OUT

seuil : top 15

Signal Confidence

85 % OK

seuil : ≥ 40%

Combined Regime Score

+4 OK

seuil : BTC + coin ≥ 3

Stop Loss Size

2.83 % 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	0.97×ATR
4h	clear	5.08×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 (0) 24/09 15:01 Score : -2

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 (0)

24/09 15:01

Score : -2

BTC Correlation	Coin Market Regime	Coin Market Regime V2
		Strategic (1D) : bear_high (+3) 27/09 20:00 Operational (4H) : bear_high (+2) 29/09 08:00 Tactical (1H) : bear_high (+1) 29/09 13:00 Score : +6 / ±6

BTC Correlation

Coin Market Regime

Coin Market Regime V2

Strategic (1D) : bear_high (+3)

27/09 20:00

Operational (4H) : bear_high (+2)

29/09 08:00

Tactical (1H) : bear_high (+1)

29/09 13:00

Score : +6 / ±6

Regime v2

BTC Regime (snapshot) 4385

bull developing bull_consolidation

Strategic	bull	expansion	0.90	-2
Operational	range	range	0.25	0
Tactical	range	range	0.25	0
Micro	range	range	0.25

MTF alignment : 0.55

Stability : 1.00

Transition risk : 0.00

Score contribution (this trade) -2

Market Breadth

Breadth Score 12.7%

Impulse : +0.00

Participation : alt_capitulation

Leadership : btc

% Positive (universe)

15m	58.7%
1h	20.6%
4h	4.8%
24h	36.5%

Outperformance vs BTC

Window	% outperf	Median ret
15m	34.9%	+0.17%
4h	9.5%	-3.17%
24h	44.4%	-1.35%

Dispersion : 0.204

Universe : 63 (≥ $2.0M)

Regime confidence : 0.75

Snapshot évalué : 29/09 14:01 · 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

0.2039

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 %)

Calculé le 29/09/2026 14:00

Score brut

0.4018

Score SMA

0.4718

Rank

#64 / 84

Rank Norm SMA 8h

0.1575

Rank Norm SMA

0.2302

Calculé le

29/09/2026 14:00

Composante	Poids	Score	Détails
Momentum	30%	0.2760	r1h: -0.845% · r4h: -2.728% · r1d: -4.28% · r3d: -12.38% · ema21_slope: -0.0282% · dist_ema21: -2.088%
Force Relative	25%	0.3014	rs_1h: -0.862% · rs_4h: -1.374% · rs_1d: -3.31% · rs_3d: -11.12% · beta_24h: 2.139
Volume	20%	0.2145	rvol_20: 0.53× · zscore_50: -0.162 · trend: -35.05%
Qualité Tendance	15%	0.5678	ADX: 34.6 (trend) · Chop: 65.5 (range)
Volatilité	10%	1.0000	ATR%: 1.896% (optimal 0.3–3 %)

Calculé le 29/09/2026 12:00

Score brut

0.3160

Score SMA

0.3816

Rank

#82 / 83

Rank Norm SMA 8h

0.0061

Rank Norm SMA

0.0395

Calculé le

29/09/2026 12:00

Composante	Poids	Score	Détails
Momentum	30%	0.1677	r1h: 0.000% · r4h: -2.205% · r1d: -2.31% · r3d: -12.64% · ema21_slope: -0.4652% · dist_ema21: -5.110%
Force Relative	25%	0.2548	rs_1h: 0.000% · rs_4h: -0.706% · rs_1d: -1.93% · rs_3d: -11.35% · beta_24h: 2.803
Volume	20%	0.2214	rvol_20: 0.68× · zscore_50: -0.616 · trend: -25.33%
Qualité Tendance	15%	0.6667	ADX: 31.9 (trend) · Chop: 50.4 (neutral)
Volatilité	10%	0.5769	ATR%: 4.269% (optimal 0.3–3 %)

📌 Performance

MAE / MFE Analysis

Strat: BalanceBreakoutRegime (★ 12h) Initial Risk: -2.834% (0.0116)

Horizon	MFE %	MFE R	MAE %	MAE R	MFE/MAE	Candles
1h	+0.000%	0.0R	-1.806%	0.6R	0.0×	12
2h	+0.000%	0.0R	-1.806%	0.6R	0.0×	24
4h	+0.000%	0.0R	-2.661%	0.9R	0.0×	48
8h	+0.000%	0.0R	-4.022%	1.4R	0.0×	96
12h ★	+0.000%	0.0R	-5.092%	1.8R	0.0×	144
24h	+0.000%	0.0R	-10.638%	3.8R	0.0×	288

computed 1 day ago

Prediction

ML Trade Score: -100

ML Pullback Score: 0

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	compression	bear_high	52%	noisy_chop 43%	mid	—	—	0.63	bull_high	+1.12%	-0.78	29/09 08:00
1h	↓ down	transition	bearish_transition	moderate	balanced	compression	bear_high	60%	noisy_chop 38%	mid	—	—	0.57	bear_medium	-0.92%	-0.14	29/09 13:00
15m	↔ neutral	range	range	moderate	explosive	expansion	bear_high	57%	noisy_chop 41%	late	near -1.7ATR	—	0.75	range_low	-0.66%	-0.12	29/09 13:45
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 174137	↓ down	bear_high	52%	mid 19b -1.3ATR	noisy_chop 43%	0.627	— —	0.68	value	-4.16 ATR	—	#95793	29/09 08:00 upd 29/09 12:18
1h anchor 174944	↓ down	bear_high	60%	mid 5b -1.3ATR	noisy_chop 38%	0.577	— —	0.53	value	-4.48 ATR	inside	#96213	29/09 13:00 upd 29/09 14:13
15m 174863	↔ neutral	bear_high	57%	late 12b -1.5ATR	noisy_chop 41%	0.615	near -1.7ATR —	2.83	value	-4.23 ATR	—	#96045	29/09 13:45 upd 29/09 14:03
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	mid	19b	—	3.627×ATR	p60	-1.257×ATR	p70
1h	↓ down	mid	5b	—	2.042×ATR	p18	-1.263×ATR	p69
15m	↓ down	late	12b	—	4.534×ATR	p94	-1.471×ATR	p79

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: 0.8459
reason: down_bo width=2.86×ATR dur=37b phase=fresh
stop_price: 0.42087078
tp_price: 0.38023305
atr:
score: 0.84588336111296
expires_at: 2026-09-30T06:14:17.384944
max_bars: 12
max_bars_tf: 1h
confidence_pre_ob: 0.84588336111296

Details

1H:
15m:
5m:
btc_indicators
market_structures
market_structure_v2
trend_analyzer_1h
orderbook_context
obi_top5 : 0.0816
obi_top10 : 0.1355
micro_price : 0.40913253
spread_pct : 0.122279
mid_price : 0.40915
bid_wall_price :
bid_wall_size :
bid_wall_dist_atr :
ask_wall_price : 0.411
ask_wall_size : 149720
ask_wall_dist_atr :
snapshots_count : 5
obi_top5_mean : 0.0797
obi_top5_std : 0.0018
pressure_side : neutral
collection_mode : ws_rolling
collection_ms : 7120
aggregation_tick : 0.001
error :
strategy_details
strategy : balance_breakout_regime_strict
strategy_details
balance_zone_top:
```
0.43077
```
balance_zone_bottom:
```
0.409485
```
balance_zone_mid:
```
0.4201275
```
balance_zone_start_time:
```
1790575200
```
balance_zone_end_time:
```
1790704800
```
balance_zone_width_atr:
```
2.8637
```
balance_zone_duration_bars:
```
37
```
balance_zone_quality: tight
balance_zone_maturity: established
balance_zone_confidence:
```
0.8459
```
balance_zone_state: leaving_balance
balance_zone_breakout_direction: down
balance_zone_breakout_phase: fresh
balance_zone_breakout_time:
```
1790701200
```
balance_zone_breakout_price:
```
0.409485
```
strategy_details
balance_metrics_inside_close_ratio:
```
0.8378
```
balance_metrics_bars_since_breakout:
```
1
```
balance_metrics_distance_to_edge_atr:
```
0.0303
```
balance_metrics_has_retested:
```
1
```
balance_metrics_retest_count:
```
1
```
balance_metrics_touch_upper:
```
2
```
balance_metrics_touch_lower:
```
8
```
regime : bear_high
atr_entry : 0.0074328

Signal Details

duration_bars

inside_close_ratio

0.8378

bars_since_breakout

distance_to_edge_atr

0.0303

Signaux confirmants (3)

#	Heure	Entry	Δ
1	14:14	0.40926000	-0.01%
2	14:25	0.40926000	-0.01%
3	14:35	0.40926000	-0.01%

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 7120ms Confidence avant OB : 85% → 85%

Order Book Imbalance

OBI Top 5 0.082

avg 0.080 ± 0.002

OBI Top 10 0.136

Microstructure

Mid Price

0.4092

Micro Price

0.4091

Spread

0.1223%

↓ Ask Wall (Resistance)

Price

0.4110

Size

149,720.00

📌 Entry & Exit

Entry	Stop Loss	Take Profit	RR	Current Price
0.4093	0.4209	0.3802	2.51	0.4269

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 0.4093
Stop Loss: 0.4209
Take Profit: 0.3802

Calcul:

Risque (distance jusqu'au stop loss) :

SL - E = 0.4209 - 0.4093 = 0.0116
Récompense (distance jusqu'au take profit):

E - TP = 0.4093 - 0.3802 = 0.0291
Risk-Reward Ratio:

RRR = TP_DIST / SL_DIST = 0.0291 / 0.0116 = 2.5086

📌 Position Size

Amount	Margin	Quantity	Leverage
281.9862	100	689.0149	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 0.0116

Taille de position = 8 / 0.0116 = 689.66

Taille de position USD = 689.66 x 0.4093 = 282.28

Donc, tu peux acheter 689.66 avec un stoploss a 0.4209

Avec un position size USD de 282.28$

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 0.0291 = 20.07

Si Take Profit atteint, tu gagneras 20.07$

Résumé

Taille de position 689.66
Taille de position USD 282.28
Perte potentielle 8
Gain potentiel 20.07
Risk-Reward Ratio 2.5086

📌 Peformances

TP % Target	TP $ Target
7.11 %	20.05 $

SL % Target	SL $ Target
2.83 %	7.99 $

PNL	PNL %
-7.99 $	-2.83

Max Drawdown	Max Drawdown / SL Ratio	Candles in Entry
-3.2617 %	115.09 %	0

Entry	Stop Loss	Take Profit	RR	Current Price
0.4093	0.4209	0.3802	2.51	0.4269

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 0.4093
Stop Loss: 0.4209
Take Profit: 0.3802

Calcul:

Risque (distance jusqu'au stop loss) :

SL - E = 0.4209 - 0.4093 = 0.0116
Récompense (distance jusqu'au take profit):

E - TP = 0.4093 - 0.3802 = 0.0291
Risk-Reward Ratio:

RRR = TP_DIST / SL_DIST = 0.0291 / 0.0116 = 2.5086

📌 ML Extra Data

Extra TP Data


                              Array
(
)

Extra SL data


                              Array
(
)

MAE / MFE Analysis

Strat: BalanceBreakoutRegime (★ 12h) Initial Risk: -2.834% (0.0116)

Horizon	MFE %	MFE R	MAE %	MAE R	MFE/MAE	Candles
1h	+0.000%	0.0R	-1.806%	0.6R	0.0×	12
2h	+0.000%	0.0R	-1.806%	0.6R	0.0×	24
4h	+0.000%	0.0R	-2.661%	0.9R	0.0×	48
8h	+0.000%	0.0R	-4.022%	1.4R	0.0×	96
12h ★	+0.000%	0.0R	-5.092%	1.8R	0.0×	144
24h	+0.000%	0.0R	-10.638%	3.8R	0.0×	288

computed 1 day ago

Commentaires

Aucun commentaire.