Short Trade on SPX (momentum_rotation_v2)
With 438.31 SPX at 0.359$ per unit. Take profit: 0.3498 (2.48 %) & Stop Loss: 0.377 (5.1 %)
30 Oct 2026 at 19:15:07
hyperliquid
SPX
SHORT
momentum_rotation_v2
hyperliquid
30 Oct 2026 19:15
→ 01:15
· 5 hours
Position
Entry 0.3587$
Qty 438.3105 SPX
Size 157.2351$ (margin 100$) (leverage 2)
Risk Setup
TP 0.3498 (+2.48%)
TP $ 3.9$
SL 0.377 (-5.1%)
SL $ 8.02$
RR 0.49
Status
loss
PnL
-0.57%
/ -0.89$
MAE -2.63%
MFE +0.00%
0.0R
expires
31 Oct 01:15
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: 236340)
#75 / 91
OUT
seuil : top 15
score du 30/10/2026 19:00
score du 30/10/2026 19:00
Avg Rank 8h: 0.6017
Quality Score
0.454
score brut du coin
Quality Rank
#75 / 91
OUT
seuil : top 15
Signal Confidence
97 %
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
5.10 %
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
#75 / 91
OUT
seuil : top 15
Signal Confidence
97 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
5.10 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
3/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | -0.56×ATR |
| 4h | near | 0.49×ATR |
| 1d | near | -0.35×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | late | BLOCKED |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
Filtre spécifique à la stratégie momentum_rotation_v2 (side : short) : BTC regime v2 ≥ +3, leadership aligné et breadth state aligné.
BTC Regime v2 Score
+2
OK
seuil : ≥ +3
Breadth Leadership
alts_leading
NO
attendu : btc_leading
Breadth State
expanding
NO
attendu : contracting / deteriorating
Décision V5
WOULD SKIP
regime + leadership
V6 Shadow Analysis
Filtre spécifique à la stratégie momentum_rotation_v2 (side : short) : BTC regime v2 ≥ +3, Local 4h aligné et Median return 4h aligné.
BTC Regime v2 Score
+2
LOW
seuil : ≥ +3
Local 4h
bullish
NO
attendu : bearish
Median return 4h
1.64
NO
attendu : < -1.5
Décision V6
WOULD SKIP
regime + local 4h + median ret
Context
Volume 24h (signal)
2.7M $
volume USDT au moment du signal
30/10 19:02
30/10 19:02
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (+3) 28/10 20:00 Operational (4H) : bear_high (+2) 30/10 12:00 Tactical (1H) : bear_high (+1) 30/10 18:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7380
Voir snapshot →
range
ranging
range_breakdown_risk
| Strategic |
range
0.25 |
range
0 |
| Operational |
bear
0.55 |
expansion
+1 |
| Tactical |
bear
0.90 |
expansion
+1 |
| Micro |
bear
0.55 |
expansion
|
MTF alignment :
0.55
Stability :
0.67
Transition risk :
0.33
Score contribution (this trade)
+2
Market Breadth
Breadth Score
78.4%
Macro
alt_rotation
Local 4h
bullish
Leadership
alts_leading
Legacy leadership :
alts
Breadth state
expanding
Δ 15m
→+0.000
Δ 1h
▲+0.089
Δ 4h
▲+0.591
Δ 12h
▲+0.333
Δ 24h
▲+0.715
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 41.2% |
| 1h | 91.2% |
| 4h | 91.2% |
| 24h | 57.4% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 35.3% | -0.03% |
| 4h | 82.4% | +1.64% |
| 24h | 88.2% | +1.14% |
Expansion & Tails (4h)
Up ≥1σ
16.2%
Down ≥1σ
0.0%
Expansion
16.2%
Tail ↑
+0.65
Tail ↓
+0.44
Dispersion :
0.174
Universe :
68
(0 vs prev)
· ≥ $2.0M
+0 added
·
-0 removed
Regime confidence :
0.55
Snapshot évalué :
30/10 19:01
· env range_with_pressure
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
29/10/2026 20:00
Score brut
0.2951
Score SMA
0.3438
Rank
#42
/ 86
Rank Norm SMA 8h
0.5176
Rank Norm SMA
0.4976
Calculé le
29/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2335 | r1h: 0.000% · r4h: 0.000% · r1d: -14.43% · r3d: -7.82% · ema21_slope: -0.3219% · dist_ema21: -8.644% |
| Force Relative | 25% | 0.2935 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -10.29% · rs_3d: -5.12% · beta_24h: 2.444 |
| Volume | 20% | 0.4475 | rvol_20: 1.55× · zscore_50: 0.300 · trend: -5.22% |
| Qualité Tendance | 15% | 0.4143 | ADX: 16.6 (weak) · Chop: 65.9 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 9.465% (optimal 0.3–3 %) |
1H
Calculé le
30/10/2026 19:00
Score brut
0.4544
Score SMA
0.5483
Rank
#75
/ 91
Rank Norm SMA 8h
0.6017
Rank Norm SMA
0.6539
Calculé le
30/10/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3362 | r1h: -2.444% · r4h: -0.079% · r1d: -0.72% · r3d: -7.79% · ema21_slope: -0.0591% · dist_ema21: -1.275% |
| Force Relative | 25% | 0.3738 | rs_1h: -2.774% · rs_4h: -0.488% · rs_1d: 1.90% · rs_3d: -2.90% · beta_24h: 0.877 |
| Volume | 20% | 0.4851 | rvol_20: 1.68× · zscore_50: 0.383 · trend: 2.57% |
| Qualité Tendance | 15% | 0.4924 | ADX: 19.1 (weak) · Chop: 58.8 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.146% (optimal 0.3–3 %) |
4H
Calculé le
30/10/2026 16:00
Score brut
0.5162
Score SMA
0.5546
Rank
#24
/ 94
Rank Norm SMA 8h
0.8395
Rank Norm SMA
0.7731
Calculé le
30/10/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4204 | r1h: 0.000% · r4h: -1.047% · r1d: -7.15% · r3d: -5.07% · ema21_slope: -0.1055% · dist_ema21: -3.166% |
| Force Relative | 25% | 0.4971 | rs_1h: 0.000% · rs_4h: -0.208% · rs_1d: -2.34% · rs_3d: -0.29% · beta_24h: 2.416 |
| Volume | 20% | 0.4601 | rvol_20: 1.15× · zscore_50: 0.494 · trend: 42.09% |
| Qualité Tendance | 15% | 0.7456 | ADX: 29.5 (trend) · Chop: 33.2 (trend) |
| Volatilité | 10% | 0.6195 | ATR%: 4.142% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -5.102%
(0.0183)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.506% | 0.5R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -2.635% | 0.5R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -2.635% | 0.5R | 0.0× | 48 |
| 6h ★ | +0.000% | 0.0R | -2.635% | 0.5R | 0.0× | 72 |
| 8h | +1.489% | 0.3R | -2.635% | 0.5R | 0.6× | 96 |
| 12h | +2.018% | 0.4R | -2.635% | 0.5R | 0.8× | 144 |
| 24h | +2.018% | 0.4R | -2.635% | 0.5R | 0.8× | 288 |
| 48h | +2.445% | 0.5R | -2.635% | 0.5R | 0.9× | 576 |
| 72h | +2.445% | 0.5R | -3.134% | 0.6R | 0.8× | 864 |
⏱ MFE in 499 min
MAE in 109 min
✗ Adverse move came first
computed 20 hours ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.23
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 | normal | bear_high |
52%
|
noisy_chop 38% | late | near -0.3ATR | — | 0.73 | range_high | +0.21% | -0.17 | 28/10 20:00 |
| 4h | ↔ neutral | transition | bullish_transition | moderate | balanced | volatile_reversal | bear_high |
45%
|
noisy_chop 41% | early | near 0.5ATR | — | 0.68 | bear_high_confirmed | -5.11% | -0.07 | 30/10 12:00 |
| 1h | ↔ neutral | range | range | moderate | grind | compression | bear_high |
58%
|
noisy_chop 39% | early | near -0.6ATR | — | 0.57 | bear_high | -3.07% | +0.07 | 30/10 18:00 |
| 15m | ↓ down | early_expansion | bearish_transition | strong | balanced | expansion | bear_high |
59%
|
noisy_chop 41% | early | — | — | 0.60 | bear_low | -1.05% | -0.03 | 30/10 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
#454174
|
↔ neutral | range | range | moderate | grind | 0.532 | normal | bear_high |
52%
|
noisy_chop 38% | late 55b -1.1ATR | near -0.3ATR | — | 1.55 | 78% | ↑ +0.28 | below_value | -2.05 | — | #215764 | 0.73 | range_high | +0.21% | -0.17 |
28/10 20:00
upd 29/10 20:29
|
|
4h
#464293
|
↔ neutral | transition | bullish_transition | moderate | balanced | 0.614 | volatile_reversal | bear_high |
45%
|
noisy_chop 41% | early 4b -0.7ATR | near 0.5ATR | — | 1.15 | 80% | ↑ +0.64 | above_value | +0.37 | — | #220050 | 0.68 | bear_high_confirmed | -5.11% | -0.07 |
30/10 12:00
upd 30/10 16:26
|
|
1h
anchor #465664
|
↔ neutral | range | range | moderate | grind | 0.552 | compression | bear_high |
58%
|
noisy_chop 39% | early 1b -0.7ATR | near -0.6ATR | — | 1.68 | 90% | ↑ +0.20 | above_value | -0.24 | — | #220704 | 0.57 | bear_high | -3.07% | +0.07 |
30/10 18:00
upd 30/10 19:13
|
|
15m
#465570
|
↓ down | early_expansion | bearish_transition | strong | balanced | 0.376 | expansion | bear_high |
59%
|
noisy_chop 41% | early 2b -0.8ATR | — | — | 0.15 | 25% | ↔ +0.13 | value | +1.00 | — | #220520 | 0.60 | bear_low | -1.05% | -0.03 |
30/10 18:45
upd 30/10 19:04
|
| 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 | 55b | — | 10.096×ATR | p100 | -1.072×ATR | p65 |
| 4h | ↑ up | early | 4b | — | 1.654×ATR | p0 | -0.673×ATR | p45 |
| 1h | ↓ down | early | 1b | — | 1.443×ATR | p0 | -0.666×ATR | p42 |
| 15m | ↑ up | early | 2b | — | 1.244×ATR | p3 | -0.848×ATR | p52 |
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 - SELL
Indicators:
- stop_price: 0.3769819
- tp_price: 0.34976175
- atr: 0.00730076
- expires_at: 2026-10-31T05:15:07+00:00
Details
- rank: 92
- total: 95
- score: 0.3298
- delta_2h: -0.0629
- extension_atr: -0.27
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.5962
- confidence: 0.968
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 |
|---|---|---|---|---|
| 0.3587 | 0.377 | 0.3498 | 0.49 | 0.3617 |
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 0.3587
- Stop Loss: 0.377
- Take Profit: 0.3498
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.377 - 0.3587 = 0.0183
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3587 - 0.3498 = 0.0089
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0089 / 0.0183 = 0.4863
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 157.2351 | 100 | 438.3105 | 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 0.0183
Taille de position = 8 / 0.0183 = 437.16
Taille de position USD = 437.16 x 0.3587 = 156.81
Donc, tu peux acheter 437.16 avec un stoploss a 0.377
Avec un position size USD de 156.81$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 437.16 x 0.0183 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 437.16 x 0.0089 = 3.89
Si Take Profit atteint, tu gagneras 3.89$
Résumé
- Taille de position 437.16
- Taille de position USD 156.81
- Perte potentielle 8
- Gain potentiel 3.89
- Risk-Reward Ratio 0.4863
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.48 % | 3.9 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.1 % | 8.02 $ |
| PNL | PNL % |
|---|---|
| -0.89 $ | -0.57 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.6345 % | 51.64 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3587 | 0.377 | 0.3498 | 0.49 | 0.3617 |
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 0.3587
- Stop Loss: 0.377
- Take Profit: 0.3498
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.377 - 0.3587 = 0.0183
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3587 - 0.3498 = 0.0089
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0089 / 0.0183 = 0.4863
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -5.102%
(0.0183)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.506% | 0.5R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -2.635% | 0.5R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -2.635% | 0.5R | 0.0× | 48 |
| 6h ★ | +0.000% | 0.0R | -2.635% | 0.5R | 0.0× | 72 |
| 8h | +1.489% | 0.3R | -2.635% | 0.5R | 0.6× | 96 |
| 12h | +2.018% | 0.4R | -2.635% | 0.5R | 0.8× | 144 |
| 24h | +2.018% | 0.4R | -2.635% | 0.5R | 0.8× | 288 |
| 48h | +2.445% | 0.5R | -2.635% | 0.5R | 0.9× | 576 |
| 72h | +2.445% | 0.5R | -3.134% | 0.6R | 0.8× | 864 |
⏱ MFE in 499 min
MAE in 109 min
✗ Adverse move came first
computed 20 hours ago
Commentaires
Aucun commentaire.