Long Trade on SPX (momentum_rotation_v2)
With 553.18 SPX at 0.396$ per unit. Take profit: 0.4056 (2.5 %) & Stop Loss: 0.3813 (3.64 %)
29 Oct 2026 at 02:15:14
hyperliquid
SPX
LONG
momentum_rotation_v2
hyperliquid
29 Oct 2026 02:15
→ 08:15
· 5 hours
Position
Entry 0.3957$
Qty 553.1842 SPX
Size 218.906$ (margin 100$) (leverage 2)
Risk Setup
TP 0.4056 (+2.5%)
TP $ 5.48$
SL 0.3813 (-3.64%)
SL $ 7.97$
RR 0.69
Status
loss
PnL
-0.49%
/ -1.08$
MAE -1.61%
MFE +1.04%
0.3R
expires
29 Oct 08:15
Exit
time_expired
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 231922)
#4 / 70
OK
seuil : top 15
score du 29/10/2026 02:00
score du 29/10/2026 02:00
Avg Rank 8h: 0.9402
Quality Score
0.626
score brut du coin
Quality Rank
#4 / 70
OK
seuil : top 15
Signal Confidence
100 %
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
3.64 %
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 / 70
OK
seuil : top 15
Signal Confidence
100 %
OK
seuil : ≥ 40%
Combined Regime Score
0
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.64 %
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 | -0.44×ATR |
| 4h | near | -0.35×ATR |
| 1d | clear | 5.93×ATR |
Move Maturity — move up late = adverse (LONG)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 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
recovering
OK
attendu : expanding / recovering
Décision V5
WOULD TRADE
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
0.71
NO
attendu : > 1.5
Décision V6
WOULD SKIP
regime + local 4h + median ret
Context
Volume 24h (signal)
1.8M $
volume USDT au moment du signal
29/10 02:02
29/10 02:02
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (-3) 27/10 20:00 Operational (4H) : bull_high (+2) 28/10 20:00 Tactical (1H) : bull_high (+1) 29/10 01:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7216
Voir snapshot →
range
compression
range_bound
| Strategic |
range
0.25 |
compression
0 |
| Operational |
range
0.25 |
range
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
53.3%
Macro
alt_rotation
Local 4h
bullish
Leadership
alts_leading
Legacy leadership :
alts
Breadth state
recovering
Δ 15m
→+0.000
Δ 1h
▲+0.440
Δ 4h
▲+0.418
Δ 12h
▲+0.306
Δ 24h
→+0.033
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 32.0% |
| 1h | 92.0% |
| 4h | 78.0% |
| 24h | 20.0% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 32.0% | -0.06% |
| 4h | 66.0% | +0.71% |
| 24h | 24.0% | -1.80% |
Expansion & Tails (4h)
Up ≥1σ
4.0%
Down ≥1σ
0.0%
Expansion
4.0%
Tail ↑
+0.33
Tail ↓
+0.41
Dispersion :
0.101
Universe :
50
(0 vs prev)
· ≥ $2.0M
+0 added
·
-0 removed
Regime confidence :
0.84
Snapshot évalué :
29/10 02:01
· 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
28/10/2026 20:00
Score brut
0.4652
Score SMA
0.3432
Rank
#10
/ 66
Rank Norm SMA 8h
0.8615
Rank Norm SMA
0.4624
Calculé le
28/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5752 | r1h: 0.000% · r4h: 0.000% · r1d: 4.46% · r3d: 12.07% · ema21_slope: -0.3171% · dist_ema21: 5.853% |
| Force Relative | 25% | 0.6935 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 3.93% · rs_3d: 10.56% · beta_24h: 1.878 |
| Volume | 20% | 0.3057 | rvol_20: 1.04× · zscore_50: -0.248 · trend: -23.17% |
| Qualité Tendance | 15% | 0.3878 | ADX: 17.0 (weak) · Chop: 69.6 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 7.432% (optimal 0.3–3 %) |
1H
Calculé le
29/10/2026 02:00
Score brut
0.6259
Score SMA
0.5502
Rank
#4
/ 70
Rank Norm SMA 8h
0.9402
Rank Norm SMA
0.6647
Calculé le
29/10/2026 02:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6387 | r1h: 1.085% · r4h: 1.151% · r1d: 2.65% · r3d: 9.46% · ema21_slope: 0.2011% · dist_ema21: 1.577% |
| Force Relative | 25% | 0.6868 | rs_1h: 1.112% · rs_4h: 0.860% · rs_1d: 3.47% · rs_3d: 9.50% · beta_24h: 1.926 |
| Volume | 20% | 0.1602 | rvol_20: 0.20× · zscore_50: -0.783 · trend: -40.65% |
| Qualité Tendance | 15% | 0.7429 | ADX: 29.2 (trend) · Chop: 29.7 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.508% (optimal 0.3–3 %) |
4H
Calculé le
29/10/2026 00:00
Score brut
0.6307
Score SMA
0.5423
Rank
#4
/ 70
Rank Norm SMA 8h
0.9552
Rank Norm SMA
0.7585
Calculé le
29/10/2026 00:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5892 | r1h: 0.000% · r4h: -2.922% · r1d: 0.02% · r3d: 11.05% · ema21_slope: 0.3599% · dist_ema21: 2.787% |
| Force Relative | 25% | 0.6402 | rs_1h: 0.000% · rs_4h: -1.101% · rs_1d: 1.58% · rs_3d: 10.71% · beta_24h: 2.178 |
| Volume | 20% | 0.4438 | rvol_20: 1.26× · zscore_50: 0.541 · trend: 14.85% |
| Qualité Tendance | 15% | 0.7022 | ADX: 32.9 (trend) · Chop: 47.1 (neutral) |
| Volatilité | 10% | 0.9978 | ATR%: 3.007% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.639%
(0.0144)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -1.307% | 0.4R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -1.607% | 0.4R | 0.0× | 24 |
| 4h | +1.036% | 0.3R | -1.607% | 0.4R | 0.6× | 48 |
| 6h ★ | +1.036% | 0.3R | -1.607% | 0.4R | 0.6× | 72 |
| 8h | +1.036% | 0.3R | -1.607% | 0.4R | 0.6× | 96 |
| 12h | +2.017% | 0.6R | -3.462% | 1.0R | 0.6× | 144 |
| 24h | +2.017% | 0.6R | -15.001% | 4.1R | 0.1× | 288 |
| 48h | +2.017% | 0.6R | -15.001% | 4.1R | 0.1× | 576 |
| 72h | +2.017% | 0.6R | -15.001% | 4.1R | 0.1× | 864 |
⏱ MFE in 499 min
MAE in 1084 min
✓ Favorable move came first
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.37
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 |
60%
|
noisy_chop 38% | late | — | — | 0.72 | bull_high | +4.55% | +0.77 | 27/10 20:00 |
| 4h | ↔ neutral | range | range | moderate | grind | expansion | bull_high |
65%
|
noisy_chop 40% | late | — | near -0.4ATR | 0.64 | bear_high | -2.15% | +0.77 | 28/10 20:00 |
| 1h | ↑ up | transition | bullish_transition | strong | explosive | volatile_reversal | bull_high |
59%
|
noisy_chop 44% | early | — | near -0.4ATR | 0.55 | range_medium | -0.60% | +0.43 | 29/10 01:00 |
| 15m | ↔ neutral | range | range | strong | fading | compression | bull_medium |
60%
|
noisy_chop 44% | mid | — | — | 0.58 | range_low | -0.58% | +0.02 | 29/10 01:45 |
| 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
#444727
|
↔ neutral | range | range | moderate | grind | 0.658 | compression | bear_high |
60%
|
noisy_chop 38% | late 54b 0.8ATR | — | — | 1.04 | 52% | ↑ +0.23 | above_value | +8.54 | — | #211873 | 0.72 | bull_high | +4.55% | +0.77 |
27/10 20:00
upd 28/10 20:25
|
|
4h
#446142
|
↔ neutral | range | range | moderate | grind | 0.664 | expansion | bull_high |
65%
|
noisy_chop 40% | late 27b 1.0ATR | — | near -0.4ATR | 1.26 | 72% | ↔ -0.02 | above_value | +5.46 | inside | #212489 | 0.64 | bear_high | -2.15% | +0.77 |
28/10 20:00
upd 29/10 00:16
|
|
1h
anchor #446890
|
↑ up | transition | bullish_transition | strong | explosive | 0.730 | volatile_reversal | bull_high |
59%
|
noisy_chop 44% | early 3b 0.9ATR | — | near -0.4ATR | 0.20 | 26% | ↓ -0.34 | above_value | +6.92 | — | #212844 | 0.55 | range_medium | -0.60% | +0.43 |
29/10 01:00
upd 29/10 02:12
|
|
15m
#446818
|
↔ neutral | range | range | strong | fading | 0.474 | compression | bull_medium |
60%
|
noisy_chop 44% | mid 7b 1.2ATR | — | — | 0.08 | 4% | ↓ -0.94 | above_value | +5.90 | — | #212702 | 0.58 | range_low | -0.58% | +0.02 |
29/10 01:45
upd 29/10 02:03
|
| 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 | late | 54b | — | 9.06×ATR | p94 | +0.809×ATR | p52 |
| 4h | ↑ up | late | 27b | — | 4.978×ATR | p88 | +0.997×ATR | p64 |
| 1h | ↑ up | early | 3b | — | 1.588×ATR | p2 | +0.882×ATR | p53 |
| 15m | ↑ up | mid | 7b | — | 3.011×ATR | p80 | +1.176×ATR | p56 |
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 |
|---|---|---|---|---|
| 0.3957 | 0.3813 | 0.4056 | 0.69 | 0.2893 |
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 0.3957
- Stop Loss: 0.3813
- Take Profit: 0.4056
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3813 - 0.3957 = -0.0144
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3957 - 0.4056 = -0.0099
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0099 / -0.0144 = 0.6875
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 218.906 | 100 | 553.1842 | 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 -0.0144
Taille de position = 8 / -0.0144 = -555.56
Taille de position USD = -555.56 x 0.3957 = -219.84
Donc, tu peux acheter -555.56 avec un stoploss a 0.3813
Avec un position size USD de -219.84$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -555.56 x -0.0144 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -555.56 x -0.0099 = 5.5
Si Take Profit atteint, tu gagneras 5.5$
Résumé
- Taille de position -555.56
- Taille de position USD -219.84
- Perte potentielle 8
- Gain potentiel 5.5
- Risk-Reward Ratio 0.6875
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.5 % | 5.48 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.64 % | 7.97 $ |
| PNL | PNL % |
|---|---|
| -1.08 $ | -0.49 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.6073 % | 44.17 % | 11 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3957 | 0.3813 | 0.4056 | 0.69 | 0.2893 |
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 0.3957
- Stop Loss: 0.3813
- Take Profit: 0.4056
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3813 - 0.3957 = -0.0144
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3957 - 0.4056 = -0.0099
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0099 / -0.0144 = 0.6875
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.639%
(0.0144)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -1.307% | 0.4R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -1.607% | 0.4R | 0.0× | 24 |
| 4h | +1.036% | 0.3R | -1.607% | 0.4R | 0.6× | 48 |
| 6h ★ | +1.036% | 0.3R | -1.607% | 0.4R | 0.6× | 72 |
| 8h | +1.036% | 0.3R | -1.607% | 0.4R | 0.6× | 96 |
| 12h | +2.017% | 0.6R | -3.462% | 1.0R | 0.6× | 144 |
| 24h | +2.017% | 0.6R | -15.001% | 4.1R | 0.1× | 288 |
| 48h | +2.017% | 0.6R | -15.001% | 4.1R | 0.1× | 576 |
| 72h | +2.017% | 0.6R | -15.001% | 4.1R | 0.1× | 864 |
⏱ MFE in 499 min
MAE in 1084 min
✓ Favorable move came first
computed 1 week ago
Commentaires
Aucun commentaire.