Long Trade on SPX (momentum_rotation_v2)
With 677.33 SPX at 0.371$ per unit. Take profit: 0.3808 (2.5 %) & Stop Loss: 0.3597 (3.18 %)
03 Nov 2026 at 19:15:16
hyperliquid
SPX
LONG
momentum_rotation_v2
hyperliquid
03 Nov 2026 19:15
→ 19:30
· 14 minutes
Position
Entry 0.3715$
Qty 677.3272 SPX
Size 251.6203$ (margin 100$) (leverage 3)
Risk Setup
TP 0.3808 (+2.5%)
TP $ 6.3$
SL 0.3597 (-3.18%)
SL $ 7.99$
RR 0.79
Status
loss
PnL
-3.18%
/ -7.99$
MAE -5.51%
MFE +1.58%
0.5R
expires
04 Nov 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: 243890)
#4 / 58
OK
seuil : top 15
score du 03/11/2026 19:00
score du 03/11/2026 19:00
Avg Rank 8h: 0.6875
Quality Score
0.662
score brut du coin
Quality Rank
#4 / 58
OK
seuil : top 15
Signal Confidence
97 %
OK
seuil : ≥ 40%
BTC Regime Score
-3
−4 → +4 (macro BTC)
Coin Regime Score
0
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
-3
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.18 %
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 / 58
OK
seuil : top 15
Signal Confidence
97 %
OK
seuil : ≥ 40%
Combined Regime Score
-3
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.18 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
0/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 1.61×ATR |
| 4h | clear | 1.67×ATR |
| 1d | clear | 6.76×ATR |
Move Maturity — move up late = adverse (LONG)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↑ up | mid | OK |
| 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
-3
OK
seuil : ≥ +3
Breadth Leadership
alts_leading
OK
attendu : alts_leading
Breadth State
expanding
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
-3
LOW
seuil : ≥ +3
Local 4h
bullish
OK
attendu : bullish
Median return 4h
0.70
NO
attendu : > 1.5
Décision V6
WOULD SKIP
regime + local 4h + median ret
Context
Volume 24h (signal)
1.6M $
volume USDT au moment du signal
03/11 19:02
03/11 19:02
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (-3) 01/11 19:00 Operational (4H) : bull_high (+2) 03/11 15:00 Tactical (1H) : bull_high_confirmed (+1) 03/11 18:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7768
Voir snapshot →
bear
developing
bear_expansion
| Strategic |
bear
0.55 |
expansion
-2 |
| Operational |
bear
0.55 |
expansion
-1 |
| Tactical |
range
0.25 |
transition
0 |
| Micro |
range
0.25 |
range
|
MTF alignment :
0.85
Stability :
0.57
Transition risk :
0.43
Score contribution (this trade)
-3
Market Breadth
Breadth Score
83.7%
Macro
btc_led_risk_off
Local 4h
bullish
Leadership
alts_leading
Legacy leadership :
alts
Breadth state
expanding
Δ 15m
→+0.000
Δ 1h
▲+0.195
Δ 4h
▲+0.449
Δ 12h
▲+0.076
Δ 24h
▲+0.317
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 51.2% |
| 1h | 65.9% |
| 4h | 90.2% |
| 24h | 85.4% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 48.8% | +0.00% |
| 4h | 73.2% | +0.70% |
| 24h | 70.7% | +2.16% |
Expansion & Tails (4h)
Up ≥1σ
4.9%
Down ≥1σ
2.4%
Expansion
7.3%
Tail ↑
+0.46
Tail ↓
+0.22
Dispersion :
0.108
Universe :
41
(0 vs prev)
· ≥ $2.0M
+0 added
·
-0 removed
Regime confidence :
0.74
Snapshot évalué :
03/11 19:01
· env bear_trend
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
02/11/2026 19:00
Score brut
0.2882
Score SMA
0.3649
Rank
#38
/ 65
Rank Norm SMA 8h
0.4219
Rank Norm SMA
0.5980
Calculé le
02/11/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2159 | r1h: 0.000% · r4h: 0.000% · r1d: -1.44% · r3d: -2.64% · ema21_slope: -0.2985% · dist_ema21: -4.390% |
| Force Relative | 25% | 0.4384 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.50% · rs_3d: -1.95% · beta_24h: 2.191 |
| Volume | 20% | 0.2569 | rvol_20: 0.84× · zscore_50: -0.376 · trend: -29.38% |
| Qualité Tendance | 15% | 0.4165 | ADX: 16.3 (weak) · Chop: 65.3 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 8.370% (optimal 0.3–3 %) |
1H
Calculé le
03/11/2026 19:00
Score brut
0.6617
Score SMA
0.5453
Rank
#4
/ 58
Rank Norm SMA 8h
0.6875
Rank Norm SMA
0.6410
Calculé le
03/11/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6685 | r1h: 0.456% · r4h: 2.294% · r1d: 4.18% · r3d: 4.90% · ema21_slope: 0.1640% · dist_ema21: 2.622% |
| Force Relative | 25% | 0.6777 | rs_1h: 1.003% · rs_4h: 2.493% · rs_1d: 3.36% · rs_3d: 5.03% · beta_24h: 0.773 |
| Volume | 20% | 0.4905 | rvol_20: 1.39× · zscore_50: 0.260 · trend: 47.82% |
| Qualité Tendance | 15% | 0.6683 | ADX: 28.0 (trend) · Chop: 46.2 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.314% (optimal 0.3–3 %) |
4H
Calculé le
03/11/2026 19:00
Score brut
0.5800
Score SMA
0.5445
Rank
#5
/ 58
Rank Norm SMA 8h
0.7328
Rank Norm SMA
0.7146
Calculé le
03/11/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5713 | r1h: 0.000% · r4h: 2.294% · r1d: 4.18% · r3d: 4.90% · ema21_slope: -0.0284% · dist_ema21: 2.946% |
| Force Relative | 25% | 0.6366 | rs_1h: 0.000% · rs_4h: 2.493% · rs_1d: 3.36% · rs_3d: 5.03% · beta_24h: 2.246 |
| Volume | 20% | 0.5608 | rvol_20: 2.05× · zscore_50: 0.698 · trend: -0.26% |
| Qualité Tendance | 15% | 0.4332 | ADX: 15.6 (weak) · Chop: 62.6 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 2.943% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.176%
(0.0118)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -3.962% | 1.3R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -3.962% | 1.3R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -5.507% | 1.7R | 0.0× | 48 |
| 6h ★ | +1.580% | 0.5R | -5.507% | 1.7R | 0.3× | 72 |
| 8h | +2.057% | 0.7R | -5.507% | 1.7R | 0.4× | 96 |
| 12h | +2.598% | 0.8R | -5.507% | 1.7R | 0.5× | 144 |
| 24h | +6.258% | 2.0R | -5.507% | 1.7R | 1.1× | 288 |
| 48h | +6.258% | 2.0R | -10.240% | 3.2R | 0.6× | 576 |
| 72h | +6.258% | 2.0R | -10.240% | 3.2R | 0.6× | 864 |
⏱ MFE in 894 min
MAE in 164 min
✗ Adverse move came first
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.35
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 |
56%
|
noisy_chop 35% | late | near 0.0ATR | — | 0.72 | bear_high | -1.23% | +0.43 | 01/11 19:00 |
| 4h | ↔ neutral | range | range | moderate | grind | compression | bull_high |
57%
|
noisy_chop 40% | mid | — | — | 0.67 | bear_high | -2.83% | +0.26 | 03/11 15:00 |
| 1h | ↔ neutral | range | range | moderate | grind | normal | bull_high_confirmed |
64%
|
noisy_chop 46% | late | — | — | 0.58 | range_medium | -0.45% | +0.46 | 03/11 18:00 |
| 15m | ↑ up | range | range | moderate | fading | normal | bull_medium_confirmed |
62%
|
noisy_chop 48% | late | — | — | 0.60 | range_low | -0.01% | +0.23 | 03/11 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
#489620
|
↔ neutral | range | range | moderate | grind | 0.534 | compression | bear_high |
56%
|
noisy_chop 35% | late 59b -0.6ATR | near 0.0ATR | — | 0.84 | 44% | ↔ -0.14 | above_value | -0.38 | — | #230422 | 0.72 | bear_high | -1.23% | +0.43 |
01/11 19:00
upd 02/11 19:23
|
|
4h
#497826
|
↔ neutral | range | range | moderate | grind | 0.542 | compression | bull_high |
57%
|
noisy_chop 40% | mid 4b 1.0ATR | — | — | 2.05 | 83% | ↑ +0.29 | value | +3.09 | — | #233848 | 0.67 | bear_high | -2.83% | +0.26 |
03/11 15:00
upd 03/11 19:14
|
|
1h
anchor #497825
|
↔ neutral | range | range | moderate | grind | 0.577 | normal | bull_high_confirmed |
64%
|
noisy_chop 46% | late 17b 1.9ATR | — | — | 1.39 | 72% | ↔ +0.05 | value | +3.09 | — | #233848 | 0.58 | range_medium | -0.45% | +0.46 |
03/11 18:00
upd 03/11 19:14
|
|
15m
#497727
|
↑ up | range | range | moderate | fading | 0.469 | normal | bull_medium_confirmed |
62%
|
noisy_chop 48% | late 15b 1.8ATR | — | — | 0.09 | 29% | ↑ +0.88 | value | +2.42 | — | #233730 | 0.60 | range_low | -0.01% | +0.23 |
03/11 18:45
upd 03/11 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 | 59b | — | 10.753×ATR | p100 | -0.563×ATR | p37 |
| 4h | ↑ up | mid | 4b | — | 2.341×ATR | p12 | +0.971×ATR | p62 |
| 1h | ↑ up | late | 17b | — | 5.243×ATR | p93 | +1.928×ATR | p90 |
| 15m | ↑ up | late | 15b | — | 4.817×ATR | p83 | +1.845×ATR | p79 |
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 - BUY
Indicators:
- stop_price: 0.35967887
- tp_price: 0.38077725
- atr: 0.00472445
- expires_at: 2026-11-04T06:15:16+00:00
Details
- rank: 6
- total: 61
- score: 0.6958
- delta_2h: 0.0903
- extension_atr: 2.02
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.6852
- confidence: 0.967
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 |
|---|---|---|---|---|
| 0.3715 | 0.3597 | 0.3808 | 0.79 | 0.3013 |
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 0.3715
- Stop Loss: 0.3597
- Take Profit: 0.3808
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3597 - 0.3715 = -0.0118
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3715 - 0.3808 = -0.0093
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0093 / -0.0118 = 0.7881
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 251.6203 | 100 | 677.3272 | 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 -0.0118
Taille de position = 8 / -0.0118 = -677.97
Taille de position USD = -677.97 x 0.3715 = -251.87
Donc, tu peux acheter -677.97 avec un stoploss a 0.3597
Avec un position size USD de -251.87$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -677.97 x -0.0118 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -677.97 x -0.0093 = 6.31
Si Take Profit atteint, tu gagneras 6.31$
Résumé
- Taille de position -677.97
- Taille de position USD -251.87
- Perte potentielle 8
- Gain potentiel 6.31
- Risk-Reward Ratio 0.7881
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.5 % | 6.3 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.18 % | 7.99 $ |
| PNL | PNL % |
|---|---|
| -7.99 $ | -3.18 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.6124 % | 113.73 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3715 | 0.3597 | 0.3808 | 0.79 | 0.3013 |
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 0.3715
- Stop Loss: 0.3597
- Take Profit: 0.3808
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3597 - 0.3715 = -0.0118
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3715 - 0.3808 = -0.0093
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0093 / -0.0118 = 0.7881
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.3808
[entry_price] => 0.3715
[stop_loss] => 0.35852
[rr_ratio] => 0.72
[sl_change_percentage] => 1.1
[closed_at] => 2026-11-04 00:30:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.3808
[entry_price] => 0.3715
[stop_loss] => 0.35734
[rr_ratio] => 0.66
[sl_change_percentage] => 1.2
[closed_at] => 2026-11-04 00:35:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.3808
[entry_price] => 0.3715
[stop_loss] => 0.35616
[rr_ratio] => 0.61
[sl_change_percentage] => 1.3
[closed_at] => 2026-11-04 02:50:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.3808
[entry_price] => 0.3715
[stop_loss] => 0.3538
[rr_ratio] => 0.53
[sl_change_percentage] => 1.5
[closed_at] => 2026-11-04 03:00:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -3.176%
(0.0118)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -3.962% | 1.3R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -3.962% | 1.3R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -5.507% | 1.7R | 0.0× | 48 |
| 6h ★ | +1.580% | 0.5R | -5.507% | 1.7R | 0.3× | 72 |
| 8h | +2.057% | 0.7R | -5.507% | 1.7R | 0.4× | 96 |
| 12h | +2.598% | 0.8R | -5.507% | 1.7R | 0.5× | 144 |
| 24h | +6.258% | 2.0R | -5.507% | 1.7R | 1.1× | 288 |
| 48h | +6.258% | 2.0R | -10.240% | 3.2R | 0.6× | 576 |
| 72h | +6.258% | 2.0R | -10.240% | 3.2R | 0.6× | 864 |
⏱ MFE in 894 min
MAE in 164 min
✗ Adverse move came first
computed 1 week ago
Commentaires
Aucun commentaire.