Long Trade on SPX (momentum_rotation_v2)
With 410.26 SPX at 0.45$ per unit. Take profit: 0.4612 (2.51 %) & Stop Loss: 0.4304 (4.33 %)
30 Sep 2026 at 23:15:12
hyperliquid
SPX
LONG
momentum_rotation_v2
hyperliquid
30 Sep 2026 23:15
→ 01:50
· 2 hours
Position
Entry 0.4499$
Qty 410.2636 SPX
Size 184.5858$ (margin 100$) (leverage 2)
Risk Setup
TP 0.4612 (+2.51%)
TP $ 4.64$
SL 0.4304 (-4.33%)
SL $ 8$
RR 0.58
Status
win
PnL
+2.51%
/ +4.64$
MAE -3.34%
MFE +2.78%
0.6R
expires
01 Oct 05:15
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 168793)
#11 / 77
OK
seuil : top 15
score du 30/09/2026 23:00
score du 30/09/2026 23:00
Avg Rank 8h: 0.8269
Quality Score
0.597
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)
1.3M $
volume USDT au moment du signal
30/09 23:01
30/09 23:01
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 168793)
#11 / 77
OK
seuil : top 15
score du 30/09/2026 23:00
score du 30/09/2026 23:00
Avg Rank 8h: 0.8269
Quality Score
0.597
score brut du coin
Quality Rank
#11 / 77
OK
seuil : top 15
Signal Confidence
96 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
+2
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+4
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
4.33 %
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
#11 / 77
OK
seuil : top 15
Signal Confidence
96 %
OK
seuil : ≥ 40%
Combined Regime Score
+4
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
4.33 %
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 | 0.05×ATR |
| 4h | near | -0.27×ATR |
| 1d | clear | 4.07×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
Context
Volume 24h (signal)
1.3M $
volume USDT au moment du signal
30/09 23:01
30/09 23:01
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 29/09 20:00 Operational (4H) : bear_high (-2) 30/09 16:00 Tactical (1H) : bull_high (+1) 30/09 22:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) 4517
bull
developing
bull_consolidation
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
range
0.25 |
range
0 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
compression
|
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
60.2%
Macro
mixed_dispersion
Local 4h
unknown
Leadership
unknown
Legacy leadership :
alts
Breadth state
insufficient_history
Δ 15m
·—
Δ 1h
·—
Δ 4h
·—
Δ 12h
·—
Δ 24h
·—
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 51.6% |
| 1h | 74.2% |
| 4h | 56.5% |
| 24h | 59.7% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 50.0% | +0.02% |
| 4h | 67.7% | +0.13% |
| 24h | 51.6% | +0.29% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.158
Universe :
62
· ≥ $2.0M
Regime confidence :
0.75
Snapshot évalué :
30/09 23:01
· 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
30/09/2026 20:00
Score brut
0.3678
Score SMA
0.3037
Rank
#75
/ 76
Rank Norm SMA 8h
0.0133
Rank Norm SMA
0.0054
Calculé le
30/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4034 | r1h: 0.000% · r4h: 0.000% · r1d: 7.09% · r3d: 0.05% · ema21_slope: -0.5326% · dist_ema21: -4.281% |
| Force Relative | 25% | 0.5154 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 7.11% · rs_3d: 1.04% · beta_24h: 1.934 |
| Volume | 20% | 0.2110 | rvol_20: 0.53× · zscore_50: -0.552 · trend: -17.67% |
| Qualité Tendance | 15% | 0.5049 | ADX: 17.2 (weak) · Chop: 55.3 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 9.867% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 23:00
Score brut
0.5969
Score SMA
0.4858
Rank
#11
/ 77
Rank Norm SMA 8h
0.8269
Rank Norm SMA
0.3215
Calculé le
30/09/2026 23:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7532 | r1h: 1.700% · r4h: 1.673% · r1d: 6.36% · r3d: 4.59% · ema21_slope: 0.2130% · dist_ema21: 2.989% |
| Force Relative | 25% | 0.7276 | rs_1h: 1.741% · rs_4h: 1.931% · rs_1d: 6.21% · rs_3d: 4.47% · beta_24h: 1.679 |
| Volume | 20% | 0.1718 | rvol_20: 0.39× · zscore_50: -0.423 · trend: -65.15% |
| Qualité Tendance | 15% | 0.5509 | ADX: 29.7 (trend) · Chop: 62.5 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 1.826% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 20:00
Score brut
0.5165
Score SMA
0.3735
Rank
#31
/ 76
Rank Norm SMA 8h
0.4776
Rank Norm SMA
0.0655
Calculé le
30/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4741 | r1h: 0.000% · r4h: 3.372% · r1d: 7.09% · r3d: 0.05% · ema21_slope: -0.1789% · dist_ema21: 3.426% |
| Force Relative | 25% | 0.6935 | rs_1h: 0.000% · rs_4h: 3.348% · rs_1d: 7.11% · rs_3d: 1.04% · beta_24h: 2.562 |
| Volume | 20% | 0.1554 | rvol_20: 0.21× · zscore_50: -0.669 · trend: -50.04% |
| Qualité Tendance | 15% | 0.6234 | ADX: 28.1 (trend) · Chop: 51.9 (neutral) |
| Volatilité | 10% | 0.7635 | ATR%: 3.709% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -4.334%
(0.0195)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.020% | 0.2R | -0.000% | 0.0R | — | 12 |
| 2h | +1.025% | 0.2R | -0.000% | 0.0R | — | 24 |
| 4h | +2.776% | 0.6R | -0.000% | 0.0R | — | 48 |
| 6h ★ | +2.776% | 0.6R | -3.341% | 0.8R | 0.8× | 72 |
| 8h | +2.776% | 0.6R | -4.114% | 1.0R | 0.7× | 96 |
| 12h | +2.776% | 0.6R | -4.508% | 1.0R | 0.6× | 144 |
| 24h | +2.776% | 0.6R | -4.508% | 1.0R | 0.6× | 288 |
| 48h | +2.776% | 0.6R | -8.833% | 2.0R | 0.3× | 576 |
| 72h | +2.776% | 0.6R | -8.833% | 2.0R | 0.3× | 864 |
⏱ MFE in 159 min
MAE in 714 min
✓ Favorable move came first
computed 3 days ago
Prediction
ML Trade Score: 30
ML Pullback Score: 0.52
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 | bull_high |
46%
|
noisy_chop 39% | mid | — | — | 0.73 | bull_high | +12.59% | -0.90 | 29/09 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | grind | normal | bear_high |
59%
|
noisy_chop 37% | early | — | near -0.3ATR | 0.63 | bull_high | +1.53% | +0.25 | 30/09 16:00 |
| 1h | ↔ neutral | range | range | moderate | balanced | expansion | bull_high |
62%
|
noisy_chop 42% | mid | — | near 0.0ATR | 0.59 | range_medium | -0.36% | +0.53 | 30/09 22:00 |
| 15m | ↑ up | range | bullish_transition | moderate | balanced | normal | bull_high |
63%
|
noisy_chop 49% | late | — | near -2.4ATR | 0.65 | range_low | -0.27% | +0.33 | 30/09 22:45 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| TF | Direction | Phase | Structure | Strength | Momentum | Mom. score | Volatility | Regime | Tradability | PAQ | Move | Demand | Supply | RVOL | Vol %ile | Vol Trend | Vol Zone | POC ATR | LVN | VP ref | BTC Corr | BTC Regime | BTC OutPerf | RS / BTC | Évalué à / Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1d
#187708
|
↔ neutral | range | range | moderate | grind | 0.550 | compression | bull_high |
46%
|
noisy_chop 39% | mid 26b -0.5ATR | — | — | 0.53 | 46% | ↑ +0.32 | above_value | -0.13 | — | #101609 | 0.73 | bull_high | +12.59% | -0.90 |
29/09 20:00
upd 30/09 20:25
|
|
4h
#187546
|
↔ neutral | transition | bearish_transition | moderate | grind | 0.639 | normal | bear_high |
59%
|
noisy_chop 37% | early 11b 1.0ATR | — | near -0.3ATR | 0.21 | 6% | ↓ -0.15 | above_value | -0.13 | — | #101609 | 0.63 | bull_high | +1.53% | +0.25 |
30/09 16:00
upd 30/09 20:18
|
|
1h
anchor #188846
|
↔ neutral | range | range | moderate | balanced | 0.507 | expansion | bull_high |
62%
|
noisy_chop 42% | mid 7b 1.4ATR | — | near 0.0ATR | 0.39 | 21% | ↓ -0.80 | above_value | +0.50 | — | #102152 | 0.59 | range_medium | -0.36% | +0.53 |
30/09 22:00
upd 30/09 23:10
|
|
15m
#188770
|
↑ up | range | bullish_transition | moderate | balanced | 0.548 | normal | bull_high |
63%
|
noisy_chop 49% | late 2b 2.1ATR | — | near -2.4ATR | 0.68 | 26% | ↓ -0.26 | above_value | -0.19 | — | #101996 | 0.65 | range_low | -0.27% | +0.33 |
30/09 22:45
upd 30/09 23:03
|
| 5m | Pas de snapshot | ||||||||||||||||||||||||
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 | 26b | — | 5.226×ATR | p61 | -0.454×ATR | p31 |
| 4h | ↑ up | early | 11b | — | 3.217×ATR | p45 | +0.952×ATR | p56 |
| 1h | ↑ up | mid | 7b | — | 2.514×ATR | p48 | +1.412×ATR | p77 |
| 15m | ↑ up | late | 2b | — | 2.942×ATR | p53 | +2.113×ATR | p96 |
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: 0.43042034
- tp_price: 0.461168
- atr: 0.00779987
- expires_at: 2026-10-01T09:15:12+00:00
Details
- rank: 4
- total: 77
- score: 0.7144
- delta_2h: 0.0424
- extension_atr: 1.43
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.8252
- confidence: 0.961
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 23:15 | 0.44992000 | +0.004% |
| 2 | 00:15 | 0.45357000 | +0.816% |
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 |
|---|---|---|---|---|
| 0.4499 | 0.4304 | 0.4612 | 0.58 | 0.3385 |
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 0.4499
- Stop Loss: 0.4304
- Take Profit: 0.4612
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4304 - 0.4499 = -0.0195
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4499 - 0.4612 = -0.0113
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0113 / -0.0195 = 0.5795
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 184.5858 | 100 | 410.2636 | 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 -0.0195
Taille de position = 8 / -0.0195 = -410.26
Taille de position USD = -410.26 x 0.4499 = -184.58
Donc, tu peux acheter -410.26 avec un stoploss a 0.4304
Avec un position size USD de -184.58$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -410.26 x -0.0195 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -410.26 x -0.0113 = 4.64
Si Take Profit atteint, tu gagneras 4.64$
Résumé
- Taille de position -410.26
- Taille de position USD -184.58
- Perte potentielle 8
- Gain potentiel 4.64
- Risk-Reward Ratio 0.5795
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.51 % | 4.64 $ |
| SL % Target | SL $ Target |
|---|---|
| 4.33 % | 8 $ |
| PNL | PNL % |
|---|---|
| 4.64 $ | 2.51 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| 0 % | 0 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4499 | 0.4304 | 0.4612 | 0.58 | 0.3385 |
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 0.4499
- Stop Loss: 0.4304
- Take Profit: 0.4612
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4304 - 0.4499 = -0.0195
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4499 - 0.4612 = -0.0113
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0113 / -0.0195 = 0.5795
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -4.334%
(0.0195)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.020% | 0.2R | -0.000% | 0.0R | — | 12 |
| 2h | +1.025% | 0.2R | -0.000% | 0.0R | — | 24 |
| 4h | +2.776% | 0.6R | -0.000% | 0.0R | — | 48 |
| 6h ★ | +2.776% | 0.6R | -3.341% | 0.8R | 0.8× | 72 |
| 8h | +2.776% | 0.6R | -4.114% | 1.0R | 0.7× | 96 |
| 12h | +2.776% | 0.6R | -4.508% | 1.0R | 0.6× | 144 |
| 24h | +2.776% | 0.6R | -4.508% | 1.0R | 0.6× | 288 |
| 48h | +2.776% | 0.6R | -8.833% | 2.0R | 0.3× | 576 |
| 72h | +2.776% | 0.6R | -8.833% | 2.0R | 0.3× | 864 |
⏱ MFE in 159 min
MAE in 714 min
✓ Favorable move came first
computed 3 days ago
Commentaires
Aucun commentaire.