Long Trade on PENGU (momentum_rotation_v2)
With 14898.97 PENGU at 0.00999$ per unit. Take profit: 0.01024 (2.53 %) & Stop Loss: 0.00945 (5.38 %)
29 Sep 2026 at 18:15:05
hyperliquid
PENGU
LONG
momentum_rotation_v2
hyperliquid
29 Sep 2026 18:15
→ 22:00
· 3 hours
Position
Entry 0.009987$
Qty 14898.9664 PENGU
Size 148.796$ (margin 100$) (leverage 1)
Risk Setup
TP 0.01024 (+2.53%)
TP $ 3.77$
SL 0.00945 (-5.38%)
SL $ 8$
RR 0.47
Status
win
PnL
+2.53%
/ +3.77$
MAE -1.85%
MFE +3.22%
0.6R
expires
30 Sep 00:15
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 165776)
#14 / 78
OK
seuil : top 15
score du 29/09/2026 18:00
score du 29/09/2026 18:00
Avg Rank 8h: 0.7073
Quality Score
0.561
score brut du coin
Signal Confidence
96 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
6.2M $
volume USDT au moment du signal
29/09 18:02
29/09 18:02
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#14 / 78
OK
seuil : top 15
Signal Confidence
96 %
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
5.38 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD TRADE
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
#14 / 78
OK
seuil : top 15
Signal Confidence
96 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
5.38 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | near | -0.58×ATR |
| 4h | clear | 0.70×ATR |
| 1d | near | -0.21×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | 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 (0) 24/09 15:01 Score : +2 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
Strategic (1D) : bull_high (+3) 27/09 20:00 Operational (4H) : bull_high (+2) 29/09 12:00 Tactical (1H) : bull_high (+1) 29/09 17:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4401
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | range | 0.25 | 0 |
| Micro | range | compression | 0.25 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
67.7%
Impulse :
+0.00
Participation :
broad_risk_on
Leadership :
alts
% Positive (universe)
| 15m | 61.9% |
| 1h | 7.9% |
| 4h | 85.7% |
| 24h | 68.3% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 57.1% | +0.06% |
| 4h | 74.6% | +1.09% |
| 24h | 63.5% | +1.45% |
Dispersion :
0.164
Universe :
63
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
29/09 18:01
· 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
0.5401
Score SMA
0.6242
Rank
#63
/ 89
Rank Norm SMA 8h
0.2955
Rank Norm SMA
0.5150
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6224 | r1h: 0.000% · r4h: 0.000% · r1d: -7.78% · r3d: -8.19% · ema21_slope: 1.5164% · dist_ema21: 7.117% |
| Force Relative | 25% | 0.4130 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -6.62% · rs_3d: -7.46% · beta_24h: 1.604 |
| Volume | 20% | 0.6473 | rvol_20: 1.86× · zscore_50: 1.050 · trend: 69.51% |
| Qualité Tendance | 15% | 0.8046 | ADX: 36.6 (trend) · Chop: 28.6 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 9.154% (optimal 0.3–3 %) |
1H
Calculé le
29/09/2026 18:00
Score brut
0.5614
Score SMA
0.5570
Rank
#14
/ 78
Rank Norm SMA 8h
0.7073
Rank Norm SMA
0.5216
Calculé le
29/09/2026 18:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6749 | r1h: -0.080% · r4h: 3.855% · r1d: 7.45% · r3d: 1.11% · ema21_slope: 0.2268% · dist_ema21: 2.357% |
| Force Relative | 25% | 0.6773 | rs_1h: 0.067% · rs_4h: 3.355% · rs_1d: 7.11% · rs_3d: 1.89% · beta_24h: 2.971 |
| Volume | 20% | 0.1961 | rvol_20: 0.61× · zscore_50: -0.685 · trend: -32.44% |
| Qualité Tendance | 15% | 0.4393 | ADX: 18.3 (weak) · Chop: 64.6 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 2.242% (optimal 0.3–3 %) |
4H
Calculé le
29/09/2026 16:00
Score brut
0.5424
Score SMA
0.5999
Rank
#30
/ 82
Rank Norm SMA 8h
0.6015
Rank Norm SMA
0.5881
Calculé le
29/09/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6006 | r1h: 0.000% · r4h: 1.203% · r1d: 6.28% · r3d: -1.25% · ema21_slope: -0.1939% · dist_ema21: 1.118% |
| Force Relative | 25% | 0.5807 | rs_1h: 0.000% · rs_4h: 0.580% · rs_1d: 6.03% · rs_3d: -0.76% · beta_24h: 2.794 |
| Volume | 20% | 0.3110 | rvol_20: 1.08× · zscore_50: -0.385 · trend: -16.95% |
| Qualité Tendance | 15% | 0.7394 | ADX: 34.6 (trend) · Chop: 44.3 (trend) |
| Volatilité | 10% | 0.4398 | ATR%: 4.681% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -5.377%
(0.0005)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.751% | 0.1R | -0.971% | 0.2R | 0.8× | 12 |
| 2h | +0.751% | 0.1R | -1.101% | 0.2R | 0.7× | 24 |
| 4h | +3.224% | 0.6R | -1.101% | 0.2R | 2.9× | 48 |
| 6h ★ | +3.224% | 0.6R | -1.852% | 0.3R | 1.7× | 72 |
| 8h | +3.224% | 0.6R | -2.263% | 0.4R | 1.4× | 96 |
| 12h | +3.224% | 0.6R | -3.284% | 0.6R | 1.0× | 144 |
computed 3 days ago
Prediction
ML Trade Score: 30
ML Pullback Score: 1.35
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 | range | range | moderate | grind | volatile_reversal | bull_high |
57%
|
noisy_chop 40% | early | — | near -0.2ATR | 0.73 | bull_high | +12.96% | +0.74 | 27/09 20:00 |
| 4h | ↑ up | range | range | moderate | grind | normal | bull_high |
54%
|
noisy_chop 34% | early | — | — | 0.57 | bull_high | +1.72% | -0.25 | 29/09 12:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | balanced | normal | bull_high |
69%
|
noisy_chop 48% | early | — | near -0.6ATR | 0.50 | range_medium | -0.40% | +0.68 | 29/09 17:00 |
| 15m | ↑ up | range | range | moderate | explosive | compression | bull_high |
64%
|
noisy_chop 45% | early | — | near -0.6ATR | 0.79 | range_low | -0.14% | +0.27 | 29/09 17:45 |
| 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
167038 |
↑ up | bull_high |
57%
|
early 13b 0.7ATR | noisy_chop 40% | 0.689 |
— near -0.2ATR |
1.86 | value | -2.68 ATR | — | #92654 |
27/09 20:00
upd 28/09 20:28
|
|
4h
175834 |
↑ up | bull_high |
54%
|
early 4b 0.2ATR | noisy_chop 34% | 0.675 |
— — |
1.08 | above_value | -0.02 ATR | — | #96549 |
29/09 12:00
upd 29/09 16:18
|
|
1h
anchor
176619 |
↑ up | bull_high |
69%
|
early 4b 1.0ATR | noisy_chop 48% | 0.550 |
— near -0.6ATR |
0.61 | above_value | +0.43 ATR | — | #96956 |
29/09 17:00
upd 29/09 18:12
|
|
15m
176542 |
↑ up | bull_high |
64%
|
early 7b 0.8ATR | noisy_chop 45% | 0.680 |
— near -0.6ATR |
0.24 | above_value | +0.55 ATR | — | #96796 |
29/09 17:45
upd 29/09 18:03
|
|
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 | ↑ up | early | 13b | — | 3.23×ATR | p21 | +0.668×ATR | p37 |
| 4h | ↑ up | early | 4b | — | 1.868×ATR | p0 | +0.217×ATR | p10 |
| 1h | ↑ up | early | 4b | — | 1.964×ATR | p27 | +1.043×ATR | p55 |
| 15m | ↑ up | early | 7b | — | 1.551×ATR | p0 | +0.767×ATR | p31 |
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 - BUY
Indicators:
- stop_price: 0.00945005
- tp_price: 0.01023667
- atr: 0.00021478
- expires_at: 2026-09-30T04:15:05+00:00
Details
- rank: 8
- total: 82
- score: 0.6615
- delta_2h: 0.1009
- extension_atr: 1.02
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.7089
- confidence: 0.964
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 |
|---|---|---|---|---|
| 0.009987 | 0.00945 | 0.01024 | 0.47 | 0.009479 |
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 0.009987
- Stop Loss: 0.00945
- Take Profit: 0.01024
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.00945 - 0.009987 = -0.000537
-
Récompense (distance jusqu'au take profit):
E - TP = 0.009987 - 0.01024 = -0.000253
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.000253 / -0.000537 = 0.4711
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 148.796 | 100 | 14898.9664 | 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 -0.000537
Taille de position = 8 / -0.000537 = -14897.58
Taille de position USD = -14897.58 x 0.009987 = -148.78
Donc, tu peux acheter -14897.58 avec un stoploss a 0.00945
Avec un position size USD de -148.78$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -14897.58 x -0.000537 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -14897.58 x -0.000253 = 3.77
Si Take Profit atteint, tu gagneras 3.77$
Résumé
- Taille de position -14897.58
- Taille de position USD -148.78
- Perte potentielle 8
- Gain potentiel 3.77
- Risk-Reward Ratio 0.4711
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.53 % | 3.77 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.38 % | 8 $ |
| PNL | PNL % |
|---|---|
| 3.77 $ | 2.53 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.1014 % | 20.48 % | 7 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.009987 | 0.00945 | 0.01024 | 0.47 | 0.009479 |
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 0.009987
- Stop Loss: 0.00945
- Take Profit: 0.01024
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.00945 - 0.009987 = -0.000537
-
Récompense (distance jusqu'au take profit):
E - TP = 0.009987 - 0.01024 = -0.000253
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.000253 / -0.000537 = 0.4711
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -5.377%
(0.0005)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.751% | 0.1R | -0.971% | 0.2R | 0.8× | 12 |
| 2h | +0.751% | 0.1R | -1.101% | 0.2R | 0.7× | 24 |
| 4h | +3.224% | 0.6R | -1.101% | 0.2R | 2.9× | 48 |
| 6h ★ | +3.224% | 0.6R | -1.852% | 0.3R | 1.7× | 72 |
| 8h | +3.224% | 0.6R | -2.263% | 0.4R | 1.4× | 96 |
| 12h | +3.224% | 0.6R | -3.284% | 0.6R | 1.0× | 144 |
computed 3 days ago
Commentaires
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