Long Trade on SPX (PavLongMomentum4h)
With 654.72 SPX at 0.399$ per unit. Take profit: (100 %) & Stop Loss: 0.3891 (2.6 %)
28 Oct 2026 at 18:33:36
hyperliquid
SPX
LONG
PavLongMomentum4h
hyperliquid
28 Oct 2026 18:33
→ 22:35
· 4 hours
Position
Entry 0.3995$
Qty 654.724 SPX
Size 261.595$ (margin 100$) (leverage 3)
Risk Setup
TP 0 (+100%)
TP $ 261.56$
SL 0.3891 (-2.6%)
SL $ 6.81$
RR
Status
loss
PnL
-2.60%
/ -6.81$
MAE -2.59%
MFE +3.09%
1.2R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 231177)
#8 / 66
OK
seuil : top 15
score du 28/10/2026 18:00
score du 28/10/2026 18:00
Avg Rank 8h: 0.7610
Quality Score
0.685
score brut du coin
Quality Rank
#8 / 66
OK
seuil : top 15
Signal Confidence
100 %
OK
seuil : ≥ 40%
BTC Regime Score
+1
−4 → +4 (macro BTC)
Coin Regime Score
0
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+1
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
2.60 %
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
#8 / 66
OK
seuil : top 15
Signal Confidence
100 %
OK
seuil : ≥ 40%
Combined Regime Score
+1
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
2.60 %
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 | -0.73×ATR |
| 4h | near | -1.12×ATR |
| 1d | clear | 4.85×ATR |
Move Maturity — move up late = adverse (LONG)
2/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↑ up | late | BLOCKED |
| 1d | ↓ down | late | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie PavLongMomentum4h. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 Shadow Analysis
V6 ne s'applique pas à la stratégie PavLongMomentum4h. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
1.7M $
volume USDT au moment du signal
28/10 18:32
28/10 18:32
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (-3) 26/10 20:00 Operational (4H) : bull_high (+2) 28/10 12:00 Tactical (1H) : bull_high_confirmed (+1) 28/10 17:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7186
Voir snapshot →
range
ranging
range_bound
| Strategic |
range
0.25 |
range
0 |
| Operational |
range
0.25 |
compression
0 |
| Tactical |
bull
0.55 |
expansion
+1 |
| Micro |
range
0.25 |
range
|
MTF alignment :
0.65
Stability :
0.73
Transition risk :
0.27
Score contribution (this trade)
+1
Market Breadth
Breadth Score
77.0%
Macro
alt_rotation
Local 4h
bullish
Leadership
alts_leading
Legacy leadership :
alts
Breadth state
contracting
Δ 15m
→+0.000
Δ 1h
▼-0.143
Δ 4h
▲+0.212
Δ 12h
→-0.020
Δ 24h
▲+0.193
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 33.3% |
| 1h | 2.2% |
| 4h | 82.2% |
| 24h | 80.0% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 40.0% | -0.02% |
| 4h | 66.7% | +0.68% |
| 24h | 68.9% | +1.43% |
Expansion & Tails (4h)
Up ≥1σ
8.9%
Down ≥1σ
0.0%
Expansion
8.9%
Tail ↑
+0.51
Tail ↓
+0.81
Dispersion :
0.140
Universe :
45
(0 vs prev)
· ≥ $2.0M
+0 added
·
-0 removed
Regime confidence :
0.84
Snapshot évalué :
28/10 18:31
· env range_bound
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
27/10/2026 20:00
Score brut
0.3750
Score SMA
0.3308
Rank
#26
/ 62
Rank Norm SMA 8h
0.5902
Rank Norm SMA
0.3825
Calculé le
27/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4347 | r1h: 0.000% · r4h: 0.000% · r1d: 3.14% · r3d: 9.15% · ema21_slope: -0.4507% · dist_ema21: 1.932% |
| Force Relative | 25% | 0.5917 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 2.17% · rs_3d: 9.12% · beta_24h: 1.603 |
| Volume | 20% | 0.1992 | rvol_20: 0.58× · zscore_50: -0.635 · trend: -28.22% |
| Qualité Tendance | 15% | 0.3786 | ADX: 17.9 (weak) · Chop: 71.7 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 7.781% (optimal 0.3–3 %) |
1H
Calculé le
28/10/2026 18:00
Score brut
0.6847
Score SMA
0.5483
Rank
#8
/ 66
Rank Norm SMA 8h
0.7610
Rank Norm SMA
0.6406
Calculé le
28/10/2026 18:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7401 | r1h: 0.724% · r4h: 4.557% · r1d: 3.31% · r3d: 11.44% · ema21_slope: 0.0387% · dist_ema21: 3.239% |
| Force Relative | 25% | 0.7288 | rs_1h: 0.693% · rs_4h: 3.928% · rs_1d: 2.74% · rs_3d: 10.06% · beta_24h: 2.246 |
| Volume | 20% | 0.6309 | rvol_20: 1.66× · zscore_50: 1.186 · trend: 74.33% |
| Qualité Tendance | 15% | 0.7245 | ADX: 26.9 (trend) · Chop: 34.1 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.327% (optimal 0.3–3 %) |
4H
Calculé le
28/10/2026 16:00
Score brut
0.7078
Score SMA
0.5384
Rank
#6
/ 66
Rank Norm SMA 8h
0.8768
Rank Norm SMA
0.7449
Calculé le
28/10/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8049 | r1h: 0.000% · r4h: 5.218% · r1d: 5.03% · r3d: 12.08% · ema21_slope: 0.3242% · dist_ema21: 5.777% |
| Force Relative | 25% | 0.7580 | rs_1h: 0.000% · rs_4h: 3.922% · rs_1d: 4.05% · rs_3d: 10.78% · beta_24h: 2.424 |
| Volume | 20% | 0.4516 | rvol_20: 1.36× · zscore_50: 0.520 · trend: 9.28% |
| Qualité Tendance | 15% | 0.5765 | ADX: 30.0 (trend) · Chop: 59.7 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.680% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: PavLongMomentum4h (★
4h)
Initial Risk: -2.603%
(0.0104)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.874% | 0.3R | -0.355% | 0.1R | 2.5× | 12 |
| 2h | +3.086% | 1.2R | -0.355% | 0.1R | 8.7× | 24 |
| 4h ★ | +3.086% | 1.2R | -2.591% | 1.0R | 1.2× | 48 |
| 8h | +3.086% | 1.2R | -2.771% | 1.1R | 1.1× | 96 |
| 12h | +3.086% | 1.2R | -2.771% | 1.1R | 1.1× | 144 |
| 24h | +3.086% | 1.2R | -10.418% | 4.0R | 0.3× | 288 |
| 48h | +3.086% | 1.2R | -15.810% | 6.1R | 0.2× | 576 |
| 72h | +3.086% | 1.2R | -15.810% | 6.1R | 0.2× | 864 |
⏱ MFE in 91 min
MAE in 1411 min
✓ Favorable move came first
computed 2 weeks ago
Prediction
ML Trade Score: -60
ML Pullback Score: 4.92
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 |
54%
|
noisy_chop 36% | late | — | — | 0.72 | bull_high | +4.10% | +0.13 | 26/10 20:00 |
| 4h | ↔ neutral | range | range | moderate | grind | normal | bull_high |
64%
|
noisy_chop 42% | late | — | near -1.1ATR | 0.63 | range_high | -0.06% | +0.60 | 28/10 12:00 |
| 1h | ↑ up | range | range | moderate | balanced | expansion | bull_high_confirmed |
62%
|
noisy_chop 41% | late | — | near -0.7ATR | 0.54 | bull_medium | +0.75% | +0.12 | 28/10 17:00 |
| 15m | ↑ up | transition | bullish_transition | strong | fading | volatile_reversal | bull_medium |
54%
|
noisy_chop 48% | late | — | near 0.1ATR | 0.51 | range_low | +0.43% | +0.37 | 28/10 18:15 |
| 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
#436386
|
↔ neutral | range | range | moderate | grind | 0.551 | compression | bear_high |
54%
|
noisy_chop 36% | late 53b 0.3ATR | — | — | 0.58 | 25% | ↔ +0.06 | above_value | +4.76 | — | #208463 | 0.72 | bull_high | +4.10% | +0.13 |
26/10 20:00
upd 27/10 20:23
|
|
4h
#443127
|
↔ neutral | range | range | moderate | grind | 0.659 | normal | bull_high |
64%
|
noisy_chop 42% | late 25b 2.1ATR | — | near -1.1ATR | 1.36 | 77% | ↓ -0.15 | above_value | +7.89 | inside | #211278 | 0.63 | range_high | -0.06% | +0.60 |
28/10 12:00
upd 28/10 16:14
|
|
1h
anchor #443850
|
↑ up | range | range | moderate | balanced | 0.650 | expansion | bull_high_confirmed |
62%
|
noisy_chop 41% | late 8b 2.4ATR | — | near -0.7ATR | 1.66 | 84% | ↑ +0.77 | above_value | +7.60 | inside | #211605 | 0.54 | bull_medium | +0.75% | +0.12 |
28/10 17:00
upd 28/10 18:13
|
|
15m
#443988
|
↑ up | transition | bullish_transition | strong | fading | 0.539 | volatile_reversal | bull_medium |
54%
|
noisy_chop 48% | late 3b 1.8ATR | — | near 0.1ATR | 0.06 | 18% | ↔ -0.09 | above_value | +7.60 | — | #211605 | 0.51 | range_low | +0.43% | +0.37 |
28/10 18:15
upd 28/10 18:32
|
| 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 | late | 53b | — | 9.612×ATR | p100 | +0.267×ATR | p18 |
| 4h | ↑ up | late | 25b | — | 6.204×ATR | p92 | +2.135×ATR | p97 |
| 1h | ↑ up | late | 8b | — | 4.424×ATR | p87 | +2.414×ATR | p96 |
| 15m | ↑ up | late | 3b | — | 1.232×ATR | p5 | +1.841×ATR | p82 |
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
PavLongMomentum4h - BUY
Indicators:
- long_trend: 1
- confidence: 1
- reason: breakout|ob:bid_pressure(+0.07)
- stop_price: 0.38733111
- tp_price:
- atr:
- score: 1
- exit_rules: [{"type":"trailing_ma","params":{"period":9,"timeframe":"4h","on":"Close"}},{"type":"time_expiry","params":{"max_bars":20,"timeframe":"4h"}}]
- confidence_pre_ob: 1
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.1032
- obi_top10 : 0.0601
- micro_price : 0.40151676
- spread_pct : 0.149551
- mid_price : 0.4015
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price : 0.406
- ask_wall_size : 114989
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.1547
- obi_top5_std : 0.1092
- pressure_side : bid
- collection_mode : ws_rolling
- collection_ms : 7226
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : pav_long_momentum
- timeframe : 4h
- breakout_period : 42
- ma_exit_period : 9
- breakout_high : 0.39949
- breakout_high_time : 2026-10-28T16:00:00
- ma_exit_at_entry : 0.38733111
- entry_price : 0.39955 ¸
Signal Details
Signaux confirmants (4)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 18:33 | 0.39955000 | +0.013% |
| 2 | 18:59 | 0.39955000 | +0.013% |
| 3 | 19:27 | 0.39972000 | +0.055% |
| 4 | 20:05 | 0.39972000 | +0.055% |
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
↑ bid
ws_rolling
5 snapshots
7226ms
Confidence avant OB :
100%
→
100%
Order Book Imbalance
OBI Top 5
0.103
avg 0.155
± 0.109
OBI Top 10
0.060
Microstructure
Mid Price
0.4015
Micro Price
0.4015
Spread
0.1496%
↓ Ask Wall (Resistance)
Price
0.4060
Size
114,989.00
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3995 | 0.3891 | 0.3031 |
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 0.3995
- Stop Loss: 0.3891
- Take Profit:
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3891 - 0.3995 = -0.0104
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3995 - = 0.3995
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.3995 / -0.0104 = -38.4135
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 261.595 | 100 | 654.724 | 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 -0.0104
Taille de position = 8 / -0.0104 = -769.23
Taille de position USD = -769.23 x 0.3995 = -307.31
Donc, tu peux acheter -769.23 avec un stoploss a 0.3891
Avec un position size USD de -307.31$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -769.23 x -0.0104 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -769.23 x 0.3995 = -307.31
Si Take Profit atteint, tu gagneras -307.31$
Résumé
- Taille de position -769.23
- Taille de position USD -307.31
- Perte potentielle 8
- Gain potentiel -307.31
- Risk-Reward Ratio -38.4135
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 100 % | 261.56 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.6 % | 6.81 $ |
| PNL | PNL % |
|---|---|
| -6.81 $ | -2.60 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.7184 % | 104.42 % | 10 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3995 | 0.3891 | 0.3031 |
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 0.3995
- Stop Loss: 0.3891
- Take Profit:
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3891 - 0.3995 = -0.0104
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3995 - = 0.3995
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.3995 / -0.0104 = -38.4135
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] =>
[entry_price] => 0.3995
[stop_loss] => 0.38806
[rr_ratio] => 34.92
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-28 22:35:00+00
[result] => win
)
[1.2] => Array
(
[take_profit] =>
[entry_price] => 0.3995
[stop_loss] => 0.38702
[rr_ratio] => 32.01
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-28 22:35:00+00
[result] => win
)
[1.3] => Array
(
[take_profit] =>
[entry_price] => 0.3995
[stop_loss] => 0.38598
[rr_ratio] => 29.55
[sl_change_percentage] => 1.3
[closed_at] => 2026-10-28 22:35:00+00
[result] => win
)
[1.5] => Array
(
[take_profit] =>
[entry_price] => 0.3995
[stop_loss] => 0.3839
[rr_ratio] => 25.61
[sl_change_percentage] => 1.5
[closed_at] => 2026-10-28 22:35:00+00
[result] => win
)
)
MAE / MFE Analysis
Strat: PavLongMomentum4h (★
4h)
Initial Risk: -2.603%
(0.0104)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.874% | 0.3R | -0.355% | 0.1R | 2.5× | 12 |
| 2h | +3.086% | 1.2R | -0.355% | 0.1R | 8.7× | 24 |
| 4h ★ | +3.086% | 1.2R | -2.591% | 1.0R | 1.2× | 48 |
| 8h | +3.086% | 1.2R | -2.771% | 1.1R | 1.1× | 96 |
| 12h | +3.086% | 1.2R | -2.771% | 1.1R | 1.1× | 144 |
| 24h | +3.086% | 1.2R | -10.418% | 4.0R | 0.3× | 288 |
| 48h | +3.086% | 1.2R | -15.810% | 6.1R | 0.2× | 576 |
| 72h | +3.086% | 1.2R | -15.810% | 6.1R | 0.2× | 864 |
⏱ MFE in 91 min
MAE in 1411 min
✓ Favorable move came first
computed 2 weeks ago
Commentaires
Aucun commentaire.