Short Trade on SPX (momentum_rotation_v2)
With 569.7 SPX at 0.354$ per unit. Take profit: 0.3455 (2.51 %) & Stop Loss: 0.3684 (3.95 %)
31 Oct 2026 at 04:15:11
hyperliquid
SPX
SHORT
momentum_rotation_v2
hyperliquid
31 Oct 2026 04:15
→ 10:00
· 5 hours
Position
Entry 0.3544$
Qty 569.6971 SPX
Size 201.8779$ (margin 100$) (leverage 2)
Risk Setup
TP 0.3455 (+2.51%)
TP $ 5.07$
SL 0.3684 (-3.95%)
SL $ 7.98$
RR 0.64
Status
loss
PnL
-2.31%
/ -4.67$
MAE -2.93%
MFE +0.69%
0.2R
expires
31 Oct 10:15
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: 237249)
#62 / 69
OK
seuil : top 15
score du 31/10/2026 04:00
score du 31/10/2026 04:00
Avg Rank 8h: 0.2893
Quality Score
0.388
score brut du coin
Quality Rank
#62 / 69
OK
seuil : top 15
Signal Confidence
88 %
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
3.95 %
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
#62 / 69
OK
seuil : top 15
Signal Confidence
88 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
3.95 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | -1.03×ATR |
| 4h | clear | 0.63×ATR |
| 1d | near | 0.25×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | 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
btc_leading
OK
attendu : btc_leading
Breadth State
stable
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
bearish
OK
attendu : bearish
Median return 4h
-0.54
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
31/10 04:02
31/10 04:02
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (+3) 29/10 20:00 Operational (4H) : bear_high (+2) 30/10 20:00 Tactical (1H) : bear_high (+1) 31/10 02:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7416
Voir snapshot →
range
ranging
range_breakdown_risk
| Strategic |
range
0.25 |
range
0 |
| Operational |
bear
0.55 |
transition
+1 |
| Tactical |
bear
0.55 |
expansion
+1 |
| Micro |
range
0.25 |
compression
|
MTF alignment :
0.55
Stability :
0.67
Transition risk :
0.33
Score contribution (this trade)
+2
Market Breadth
Breadth Score
22.9%
Macro
btc_defensive
Local 4h
bearish
Leadership
btc_leading
Legacy leadership :
btc
Breadth state
stable
Δ 15m
→-0.004
Δ 1h
→-0.044
Δ 4h
▼-0.136
Δ 12h
▼-0.126
Δ 24h
▼-0.328
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 54.9% |
| 1h | 13.7% |
| 4h | 23.5% |
| 24h | 58.8% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 54.9% | +0.00% |
| 4h | 15.7% | -0.54% |
| 24h | 72.6% | +0.42% |
Expansion & Tails (4h)
Up ≥1σ
0.0%
Down ≥1σ
2.0%
Expansion
2.0%
Tail ↑
+0.37
Tail ↓
+0.39
Dispersion :
0.107
Universe :
51
(+1 vs prev)
· ≥ $2.0M
+1 added
·
-0 removed
Regime confidence :
0.55
Snapshot évalué :
31/10 04:01
· 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
30/10/2026 20:00
Score brut
0.4109
Score SMA
0.3617
Rank
#34
/ 89
Rank Norm SMA 8h
0.6250
Rank Norm SMA
0.5609
Calculé le
30/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4150 | r1h: 0.000% · r4h: 0.000% · r1d: 5.71% · r3d: -5.51% · ema21_slope: -0.3281% · dist_ema21: -3.124% |
| Force Relative | 25% | 0.5721 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 6.49% · rs_3d: -1.12% · beta_24h: 2.419 |
| Volume | 20% | 0.4065 | rvol_20: 1.30× · zscore_50: 0.132 · trend: 1.91% |
| Qualité Tendance | 15% | 0.4141 | ADX: 16.6 (weak) · Chop: 65.9 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 9.008% (optimal 0.3–3 %) |
1H
Calculé le
31/10/2026 04:00
Score brut
0.3884
Score SMA
0.5459
Rank
#62
/ 69
Rank Norm SMA 8h
0.2893
Rank Norm SMA
0.6473
Calculé le
31/10/2026 04:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3421 | r1h: -0.327% · r4h: -2.594% · r1d: -0.93% · r3d: -8.25% · ema21_slope: -0.0176% · dist_ema21: -1.957% |
| Force Relative | 25% | 0.3999 | rs_1h: -0.289% · rs_4h: -2.850% · rs_1d: 0.13% · rs_3d: -3.64% · beta_24h: 1.123 |
| Volume | 20% | 0.1586 | rvol_20: 0.31× · zscore_50: -0.621 · trend: -73.48% |
| Qualité Tendance | 15% | 0.4201 | ADX: 17.9 (weak) · Chop: 66.5 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 1.683% (optimal 0.3–3 %) |
4H
Calculé le
31/10/2026 04:00
Score brut
0.4124
Score SMA
0.5549
Rank
#52
/ 69
Rank Norm SMA 8h
0.4191
Rank Norm SMA
0.7676
Calculé le
31/10/2026 04:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3108 | r1h: 0.000% · r4h: -2.594% · r1d: -0.93% · r3d: -8.25% · ema21_slope: -0.2677% · dist_ema21: -4.421% |
| Force Relative | 25% | 0.4397 | rs_1h: 0.000% · rs_4h: -2.850% · rs_1d: 0.13% · rs_3d: -3.64% · beta_24h: 2.355 |
| Volume | 20% | 0.1668 | rvol_20: 0.20× · zscore_50: -0.887 · trend: -30.55% |
| Qualité Tendance | 15% | 0.7120 | ADX: 25.4 (trend) · Chop: 35.6 (trend) |
| Volatilité | 10% | 0.6672 | ATR%: 3.998% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.950%
(0.0140)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.689% | 0.2R | -0.161% | 0.0R | 4.3× | 12 |
| 2h | +0.689% | 0.2R | -0.638% | 0.2R | 1.1× | 24 |
| 4h | +0.689% | 0.2R | -1.385% | 0.4R | 0.5× | 48 |
| 6h ★ | +0.689% | 0.2R | -2.929% | 0.7R | 0.2× | 72 |
| 8h | +0.689% | 0.2R | -2.929% | 0.7R | 0.2× | 96 |
| 12h | +0.689% | 0.2R | -2.929% | 0.7R | 0.2× | 144 |
| 24h | +1.261% | 0.3R | -2.929% | 0.7R | 0.4× | 288 |
| 48h | +1.261% | 0.3R | -3.871% | 1.0R | 0.3× | 576 |
| 72h | +2.740% | 0.7R | -4.385% | 1.1R | 0.6× | 864 |
⏱ MFE in 1379 min
MAE in 264 min
✗ Adverse move came first
computed 1 day ago
Prediction
ML Trade Score: -100
ML Pullback Score: 1.03
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 |
57%
|
noisy_chop 37% | late | near 0.3ATR | — | 0.72 | range_high | -0.57% | +0.45 | 29/10 20:00 |
| 4h | ↔ neutral | transition | bullish_transition | moderate | balanced | volatile_reversal | bear_high |
46%
|
noisy_chop 39% | early | — | — | 0.68 | bear_high | -4.70% | -0.01 | 30/10 20:00 |
| 1h | ↔ neutral | range | range | moderate | balanced | compression | bear_high |
59%
|
noisy_chop 42% | mid | near -1.0ATR | — | 0.56 | bear_medium | -2.17% | -0.01 | 31/10 02:00 |
| 15m | ↓ down | range | range | moderate | grind | compression | bear_medium |
58%
|
ranging_calm 51% | late | near -1.2ATR | — | 0.60 | range_low | -0.24% | -0.32 | 31/10 03:45 |
| 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
#466325
|
↔ neutral | range | range | moderate | grind | 0.532 | normal | bear_high |
57%
|
noisy_chop 37% | late 56b -0.4ATR | near 0.3ATR | — | 1.30 | 73% | ↔ +0.11 | value | +0.86 | — | #220885 | 0.72 | range_high | -0.57% | +0.45 |
29/10 20:00
upd 30/10 20:30
|
|
4h
#467940
|
↔ neutral | transition | bullish_transition | moderate | balanced | 0.588 | volatile_reversal | bear_high |
46%
|
noisy_chop 39% | early 6b -0.5ATR | — | — | 0.16 | 11% | ↑ +0.17 | above_value | +0.78 | — | #221588 | 0.68 | bear_high | -4.70% | -0.01 |
30/10 20:00
upd 31/10 00:18
|
|
1h
anchor #469023
|
↔ neutral | range | range | moderate | balanced | 0.480 | compression | bear_high |
59%
|
noisy_chop 42% | mid 5b -1.2ATR | near -1.0ATR | — | 0.29 | 35% | ↓ -0.86 | above_value | -0.63 | — | #222076 | 0.56 | bear_medium | -2.17% | -0.01 |
31/10 02:00
upd 31/10 03:11
|
|
15m
#469311
|
↓ down | range | range | moderate | grind | 0.468 | compression | bear_medium |
58%
|
ranging_calm 51% | late 27b -3.1ATR | near -1.2ATR | — | 0.62 | 18% | ↑ +0.71 | above_value | -0.63 | — | #222076 | 0.60 | range_low | -0.24% | -0.32 |
31/10 03:45
upd 31/10 04:03
|
| 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 | 56b | — | 9.436×ATR | p100 | -0.373×ATR | p23 |
| 4h | ↑ up | early | 6b | — | 1.844×ATR | p0 | -0.507×ATR | p33 |
| 1h | ↓ down | mid | 5b | — | 2.25×ATR | p43 | -1.167×ATR | p64 |
| 15m | ↓ down | late | 27b | — | 8.447×ATR | p100 | -3.128×ATR | p94 |
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: 0.36840255
- tp_price: 0.345501
- atr: 0.00561702
- expires_at: 2026-10-31T14:15:11+00:00
Details
- rank: 61
- total: 69
- score: 0.3344
- delta_2h: -0.0568
- extension_atr: -0.94
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.2893
- confidence: 0.882
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 |
|---|---|---|---|---|
| 0.3544 | 0.3684 | 0.3455 | 0.64 | 0.3794 |
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 0.3544
- Stop Loss: 0.3684
- Take Profit: 0.3455
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3684 - 0.3544 = 0.014
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3544 - 0.3455 = 0.0089
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0089 / 0.014 = 0.6357
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 201.8779 | 100 | 569.6971 | 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 0.014
Taille de position = 8 / 0.014 = 571.43
Taille de position USD = 571.43 x 0.3544 = 202.51
Donc, tu peux acheter 571.43 avec un stoploss a 0.3684
Avec un position size USD de 202.51$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 571.43 x 0.014 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 571.43 x 0.0089 = 5.09
Si Take Profit atteint, tu gagneras 5.09$
Résumé
- Taille de position 571.43
- Taille de position USD 202.51
- Perte potentielle 8
- Gain potentiel 5.09
- Risk-Reward Ratio 0.6357
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.51 % | 5.07 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.95 % | 7.98 $ |
| PNL | PNL % |
|---|---|
| -4.67 $ | -2.31 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.9289 % | 74.14 % | 14 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3544 | 0.3684 | 0.3455 | 0.64 | 0.3794 |
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 0.3544
- Stop Loss: 0.3684
- Take Profit: 0.3455
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3684 - 0.3544 = 0.014
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3544 - 0.3455 = 0.0089
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0089 / 0.014 = 0.6357
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.950%
(0.0140)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.689% | 0.2R | -0.161% | 0.0R | 4.3× | 12 |
| 2h | +0.689% | 0.2R | -0.638% | 0.2R | 1.1× | 24 |
| 4h | +0.689% | 0.2R | -1.385% | 0.4R | 0.5× | 48 |
| 6h ★ | +0.689% | 0.2R | -2.929% | 0.7R | 0.2× | 72 |
| 8h | +0.689% | 0.2R | -2.929% | 0.7R | 0.2× | 96 |
| 12h | +0.689% | 0.2R | -2.929% | 0.7R | 0.2× | 144 |
| 24h | +1.261% | 0.3R | -2.929% | 0.7R | 0.4× | 288 |
| 48h | +1.261% | 0.3R | -3.871% | 1.0R | 0.3× | 576 |
| 72h | +2.740% | 0.7R | -4.385% | 1.1R | 0.6× | 864 |
⏱ MFE in 1379 min
MAE in 264 min
✗ Adverse move came first
computed 1 day ago
Commentaires
Aucun commentaire.