Long Trade on SPX (momentum_rotation_v2)
With 656.07 SPX at 0.399$ per unit. Take profit: 0.4091 (2.51 %) & Stop Loss: 0.3869 (3.06 %)
28 Oct 2026 at 19:15:06
hyperliquid
SPX
LONG
momentum_rotation_v2
hyperliquid
28 Oct 2026 19:15
→ 20:05
· 49 minutes
Position
Entry 0.3991$
Qty 656.0743 SPX
Size 261.8262$ (margin 100$) (leverage 3)
Risk Setup
TP 0.4091 (+2.51%)
TP $ 6.56$
SL 0.3869 (-3.06%)
SL $ 8$
RR 0.82
Status
win
PnL
+2.51%
/ +6.56$
MAE -2.67%
MFE +3.19%
1.0R
expires
29 Oct 01:15
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 231243)
#4 / 66
OK
seuil : top 15
score du 28/10/2026 19:00
score du 28/10/2026 19:00
Avg Rank 8h: 0.7871
Quality Score
0.652
score brut du coin
Quality Rank
#4 / 66
OK
seuil : top 15
Signal Confidence
94 %
OK
seuil : ≥ 40%
BTC Regime Score
0
−4 → +4 (macro BTC)
Coin Regime Score
0
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
0
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.06 %
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
#4 / 66
OK
seuil : top 15
Signal Confidence
94 %
OK
seuil : ≥ 40%
Combined Regime Score
0
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.06 %
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 | -0.75×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
Filtre spécifique à la stratégie momentum_rotation_v2 (side : long) : BTC regime v2 ≥ +3, leadership aligné et breadth state aligné.
BTC Regime v2 Score
+0
OK
seuil : ≥ +3
Breadth Leadership
alts_leading
OK
attendu : alts_leading
Breadth State
contracting
NO
attendu : expanding / recovering
Décision V5
WOULD SKIP
regime + leadership
V6 Shadow Analysis
Filtre spécifique à la stratégie momentum_rotation_v2 (side : long) : BTC regime v2 ≥ +3, Local 4h aligné et Median return 4h aligné.
BTC Regime v2 Score
+0
LOW
seuil : ≥ +3
Local 4h
bullish
OK
attendu : bullish
Median return 4h
0.78
NO
attendu : > 1.5
Décision V6
WOULD SKIP
regime + local 4h + median ret
Context
Volume 24h (signal)
1.7M $
volume USDT au moment du signal
28/10 19:01
28/10 19:01
| 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 18:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7188
Voir snapshot →
range
ranging
range_bound
| Strategic |
range
0.25 |
range
0 |
| Operational |
range
0.25 |
compression
0 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
range
|
MTF alignment :
0.65
Stability :
0.73
Transition risk :
0.27
Score contribution (this trade)
0
Market Breadth
Breadth Score
77.3%
Macro
alt_rotation
Local 4h
bullish
Leadership
alts_leading
Legacy leadership :
alts
Breadth state
contracting
Δ 15m
→+0.010
Δ 1h
▼-0.079
Δ 4h
▲+0.334
Δ 12h
▲+0.060
Δ 24h
▲+0.228
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 8.5% |
| 1h | 19.2% |
| 4h | 83.0% |
| 24h | 78.7% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 10.6% | -0.19% |
| 4h | 63.8% | +0.78% |
| 24h | 61.7% | +1.68% |
Expansion & Tails (4h)
Up ≥1σ
8.5%
Down ≥1σ
2.1%
Expansion
10.6%
Tail ↑
+0.47
Tail ↓
+0.57
Dispersion :
0.152
Universe :
47
(+2 vs prev)
· ≥ $2.0M
+2 added
·
-0 removed
Regime confidence :
0.84
Snapshot évalué :
28/10 19:01
· 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 19:00
Score brut
0.6515
Score SMA
0.5493
Rank
#4
/ 66
Rank Norm SMA 8h
0.7871
Rank Norm SMA
0.6449
Calculé le
28/10/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7142 | r1h: -0.005% · r4h: 3.527% · r1d: 3.26% · r3d: 10.62% · ema21_slope: 0.0653% · dist_ema21: 2.931% |
| Force Relative | 25% | 0.6866 | rs_1h: 0.103% · rs_4h: 3.218% · rs_1d: 2.82% · rs_3d: 9.61% · beta_24h: 2.235 |
| Volume | 20% | 0.2893 | rvol_20: 0.47× · zscore_50: -0.384 · trend: 36.18% |
| Qualité Tendance | 15% | 0.7374 | ADX: 28.5 (trend) · Chop: 34.4 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.293% (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: momentum_rotation_v2 (★
6h)
Initial Risk: -3.057%
(0.0122)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +3.190% | 1.0R | -0.000% | 0.0R | — | 12 |
| 2h | +3.190% | 1.0R | -0.000% | 0.0R | — | 24 |
| 4h | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 48 |
| 6h ★ | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 72 |
| 8h | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 96 |
| 12h | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 144 |
| 24h | +3.190% | 1.0R | -11.827% | 3.9R | 0.3× | 288 |
| 48h | +3.190% | 1.0R | -15.725% | 5.1R | 0.2× | 576 |
| 72h | +3.190% | 1.0R | -15.725% | 5.1R | 0.2× | 864 |
⏱ MFE in 49 min
MAE in 1429 min
✓ Favorable move came first
computed 2 weeks ago
Prediction
ML Trade Score: 30
ML Pullback Score: 0.89
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 42% | late | — | near -0.7ATR | 0.53 | range_medium | +0.63% | +0.10 | 28/10 18:00 |
| 15m | ↑ up | transition | bullish_transition | strong | fading | volatile_reversal | bull_medium |
54%
|
noisy_chop 48% | mid | — | near 0.0ATR | 0.52 | range_low | +0.42% | +0.38 | 28/10 18:45 |
| 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
#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 #444196
|
↑ up | range | range | moderate | balanced | 0.652 | expansion | bull_high_confirmed |
62%
|
noisy_chop 42% | late 9b 2.2ATR | — | near -0.7ATR | 0.47 | 53% | ↑ +0.68 | above_value | +7.46 | inside | #211739 | 0.53 | range_medium | +0.63% | +0.10 |
28/10 18:00
upd 28/10 19:10
|
|
15m
#444128
|
↑ up | transition | bullish_transition | strong | fading | 0.393 | volatile_reversal | bull_medium |
54%
|
noisy_chop 48% | mid 5b 1.6ATR | — | near 0.0ATR | 0.08 | 27% | ↓ -0.53 | above_value | +7.60 | — | #211605 | 0.52 | range_low | +0.42% | +0.38 |
28/10 18:45
upd 28/10 19:02
|
| 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 | 9b | — | 4.536×ATR | p89 | +2.217×ATR | p93 |
| 15m | ↑ up | mid | 5b | — | 1.344×ATR | p5 | +1.571×ATR | p76 |
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
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 |
|---|---|---|---|---|
| 0.3991 | 0.3869 | 0.4091 | 0.82 | 0.3019 |
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 0.3991
- Stop Loss: 0.3869
- Take Profit: 0.4091
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3869 - 0.3991 = -0.0122
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3991 - 0.4091 = -0.01
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.01 / -0.0122 = 0.8197
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 261.8262 | 100 | 656.0743 | 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 -0.0122
Taille de position = 8 / -0.0122 = -655.74
Taille de position USD = -655.74 x 0.3991 = -261.71
Donc, tu peux acheter -655.74 avec un stoploss a 0.3869
Avec un position size USD de -261.71$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -655.74 x -0.0122 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -655.74 x -0.01 = 6.56
Si Take Profit atteint, tu gagneras 6.56$
Résumé
- Taille de position -655.74
- Taille de position USD -261.71
- Perte potentielle 8
- Gain potentiel 6.56
- Risk-Reward Ratio 0.8197
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.51 % | 6.56 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.06 % | 8 $ |
| PNL | PNL % |
|---|---|
| 6.56 $ | 2.51 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| 0 % | 0 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3991 | 0.3869 | 0.4091 | 0.82 | 0.3019 |
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 0.3991
- Stop Loss: 0.3869
- Take Profit: 0.4091
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3869 - 0.3991 = -0.0122
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3991 - 0.4091 = -0.01
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.01 / -0.0122 = 0.8197
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.057%
(0.0122)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +3.190% | 1.0R | -0.000% | 0.0R | — | 12 |
| 2h | +3.190% | 1.0R | -0.000% | 0.0R | — | 24 |
| 4h | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 48 |
| 6h ★ | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 72 |
| 8h | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 96 |
| 12h | +3.190% | 1.0R | -2.674% | 0.9R | 1.2× | 144 |
| 24h | +3.190% | 1.0R | -11.827% | 3.9R | 0.3× | 288 |
| 48h | +3.190% | 1.0R | -15.725% | 5.1R | 0.2× | 576 |
| 72h | +3.190% | 1.0R | -15.725% | 5.1R | 0.2× | 864 |
⏱ MFE in 49 min
MAE in 1429 min
✓ Favorable move came first
computed 2 weeks ago
Commentaires
Aucun commentaire.