Short Trade on SPX (BalanceBreakoutRegime)
With 862.77 SPX at 0.32$ per unit. Take profit: 0.2969 (7.25 %) & Stop Loss: 0.3294 (2.91 %)
29 Jul 2026 at 17:08:36
hyperliquid
SPX
SHORT
BalanceBreakoutRegime
hyperliquid
29 Jul 2026 17:08
→ 20:00
· 2 hours
Position
Entry 0.3201$
Qty 862.7737 SPX
Size 276.1911$ (margin 100$) (leverage 3)
Risk Setup
TP 0.2969 (+7.25%)
TP $ 20.02$
SL 0.3294 (-2.91%)
SL $ 8.02$
RR 2.49
Status
loss
PnL
-2.91%
/ -8.02$
MAE -5.35%
MFE +0.00%
0.0R
expires
30 Jul 05:08
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 52705)
#32 / 49
OUT
seuil : top 15
score du 29/07/2026 17:00
score du 29/07/2026 17:00
Avg Rank 8h: 0.4412
Quality Score
0.486
score brut du coin
Quality Rank
#32 / 49
OUT
seuil : top 15
Signal Confidence
87 %
OK
seuil : ≥ 40%
BTC Regime Score
+1
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.91 %
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
#32 / 49
OUT
seuil : top 15
Signal Confidence
87 %
OK
seuil : ≥ 40%
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.91 %
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 | 0.44×ATR |
| 4h | near | -1.22×ATR |
| 1d | clear | 0.56×ATR |
Move Maturity — move down late = adverse (SHORT)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↓ down | early | OK |
| 1d | ↓ down | early | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 Shadow Analysis
V6 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
2.1M $
volume USDT au moment du signal
29/07 17:02
29/07 17:02
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (+3) 28/07 20:00 Operational (4H) : bear_high (+2) 29/07 16:00 Tactical (1H) : bear_high (+1) 29/07 16:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #1149
Voir snapshot →
range
ranging
range_breakdown_risk
| Strategic |
range
— |
range
0 |
| Operational |
bear
— |
expansion
+1 |
| Tactical |
range
— |
range
0 |
| Micro |
—
— |
|
MTF alignment :
0.55
Stability :
0.70
Transition risk :
0.30
Score contribution (this trade)
+1
Market Breadth
Breadth Score
—
Local 4h
unknown
Leadership
unknown
Breadth state
insufficient_history
Δ 15m
·—
Δ 1h
·—
Δ 4h
·—
Δ 12h
·—
Δ 24h
·—
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | — |
| 1h | — |
| 4h | — |
| 24h | — |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | — | — |
| 4h | — | — |
| 24h | — | — |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
—
Universe :
—
Regime confidence :
0.57
Snapshot évalué :
29/07 17:00
· 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.
1H
Calculé le
29/07/2026 17:00
Score brut
0.4856
Score SMA
0.5195
Rank
#32
/ 49
Rank Norm SMA 8h
0.4412
Rank Norm SMA
0.5772
Calculé le
29/07/2026 17:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4414 | r1h: -0.176% · r4h: -0.795% · r1d: -1.85% · r3d: -2.75% · ema21_slope: -0.0036% · dist_ema21: -1.239% |
| Force Relative | 25% | 0.4573 | rs_1h: -0.176% · rs_4h: -0.441% · rs_1d: -1.35% · rs_3d: -1.12% · beta_24h: 1.995 |
| Volume | 20% | 0.3721 | rvol_20: 1.14× · zscore_50: 0.225 · trend: -8.57% |
| Qualité Tendance | 15% | 0.4295 | ADX: 11.3 (weak) · Chop: 58.6 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.683% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.905%
(0.0093)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -1.871% | 0.6R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -2.556% | 0.9R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -3.433% | 1.2R | 0.0× | 48 |
| 8h | +0.000% | 0.0R | -5.139% | 1.8R | 0.0× | 96 |
| 12h ★ | +0.000% | 0.0R | -5.355% | 1.8R | 0.0× | 144 |
| 24h | +0.000% | 0.0R | -6.004% | 2.1R | 0.0× | 288 |
computed 3 months ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0
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 | ↓ down | range | range | moderate | grind | compression | bear_high |
52%
|
noisy_chop 37% | early | — | — | 0.76 | bear_high | -4.75% | -0.88 | 28/07 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | grind | normal | bear_high |
58%
|
noisy_chop 37% | early | near -1.2ATR | — | 0.55 | bear_high | -1.28% | -0.23 | 29/07 16:00 |
| 1h | ↔ neutral | range | range | moderate | balanced | expansion | bear_high |
56%
|
noisy_chop 34% | mid | near 0.4ATR | — | 0.62 | bear_medium | -1.08% | -0.21 | 29/07 16:00 |
| 15m | ↔ neutral | transition | bullish_transition | moderate | balanced | expansion_after_compression | bear_high |
60%
|
noisy_chop 41% | early | near -0.3ATR | — | — | range_medium | -0.75% | +0.01 | 29/07 16:30 |
| 5m | — | ||||||||||||||||
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | early | 25b | — | 3.806×ATR | p33 | -0.242×ATR | p29 |
| 4h | ↓ down | early | 7b | — | 1.975×ATR | p0 | -0.362×ATR | p41 |
| 1h | ↓ down | mid | 2b | — | 2.294×ATR | p42 | -0.715×ATR | p69 |
| 15m | ↑ up | early | 8b | — | 0×ATR | p0 | -0.521×ATR | p38 |
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
BalanceBreakoutRegime - SELL
Indicators:
- long_trend: -1
- confidence: 0.8654
- reason: down_bo width=2.55×ATR dur=32b phase=fresh
- stop_price: 0.32939242
- tp_price: 0.29693896
- atr:
- score: 0.86537768791128
- expires_at: 2026-07-30T09:08:29.382062
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.86537768791128
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.127
- obi_top10 : 0.1293
- micro_price : 0.31996503
- spread_pct : 0.06252
- mid_price : 0.32
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price : 0.328
- ask_wall_size : 112971
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.1279
- obi_top5_std : 0.0007
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6819
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.33552
- balance_zone_bottom:
0.32222
- balance_zone_mid:
0.32887
- balance_zone_start_time:
1785247200
- balance_zone_end_time:
1785358800
- balance_zone_width_atr:
2.5459
- balance_zone_duration_bars:
32
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8654
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1785355200
- balance_zone_breakout_price:
0.32222
- strategy_details
- balance_metrics_inside_close_ratio:
0.875
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.402
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
4
- balance_metrics_touch_lower:
7
- regime : bear_high
- atr_entry : 0.00522415 ¸
Signal Details
duration_bars
32
inside_close_ratio
0.875
bars_since_breakout
1
distance_to_edge_atr
0.402
Signaux confirmants (7)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 17:08 | 0.32012000 | +0.006% |
| 2 | 17:16 | 0.32012000 | +0.006% |
| 3 | 17:23 | 0.32062000 | +0.162% |
| 4 | 17:30 | 0.32062000 | +0.162% |
| 5 | 17:50 | 0.32219000 | +0.653% |
| 6 | 17:56 | 0.32219000 | +0.653% |
| 7 | 18:04 | 0.32219000 | +0.653% |
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.
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6819ms
Confidence avant OB :
87%
→
87%
Order Book Imbalance
OBI Top 5
0.127
avg 0.128
± 0.001
OBI Top 10
0.129
Microstructure
Mid Price
0.3200
Micro Price
0.3200
Spread
0.0625%
↓ Ask Wall (Resistance)
Price
0.3280
Size
112,971.00
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3201 | 0.3294 | 0.2969 | 2.49 | 0.3399 |
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 0.3201
- Stop Loss: 0.3294
- Take Profit: 0.2969
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3294 - 0.3201 = 0.0093
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3201 - 0.2969 = 0.0232
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0232 / 0.0093 = 2.4946
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 276.1911 | 100 | 862.7737 | 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 0.0093
Taille de position = 8 / 0.0093 = 860.22
Taille de position USD = 860.22 x 0.3201 = 275.36
Donc, tu peux acheter 860.22 avec un stoploss a 0.3294
Avec un position size USD de 275.36$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 860.22 x 0.0093 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 860.22 x 0.0232 = 19.96
Si Take Profit atteint, tu gagneras 19.96$
Résumé
- Taille de position 860.22
- Taille de position USD 275.36
- Perte potentielle 8
- Gain potentiel 19.96
- Risk-Reward Ratio 2.4946
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 7.25 % | 20.02 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.91 % | 8.02 $ |
| PNL | PNL % |
|---|---|
| -8.02 $ | -2.91 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.1303 % | 107.74 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3201 | 0.3294 | 0.2969 | 2.49 | 0.3399 |
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 0.3201
- Stop Loss: 0.3294
- Take Profit: 0.2969
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.3294 - 0.3201 = 0.0093
-
Récompense (distance jusqu'au take profit):
E - TP = 0.3201 - 0.2969 = 0.0232
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0232 / 0.0093 = 2.4946
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.2969
[entry_price] => 0.3201
[stop_loss] => 0.33033
[rr_ratio] => 2.27
[sl_change_percentage] => 1.1
[closed_at] => 2026-07-30 01:05:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.2969
[entry_price] => 0.3201
[stop_loss] => 0.33126
[rr_ratio] => 2.08
[sl_change_percentage] => 1.2
[closed_at] => 2026-07-30 01:30:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.2969
[entry_price] => 0.3201
[stop_loss] => 0.33219
[rr_ratio] => 1.92
[sl_change_percentage] => 1.3
[closed_at] => 2026-07-30 01:35:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.2969
[entry_price] => 0.3201
[stop_loss] => 0.33405
[rr_ratio] => 1.66
[sl_change_percentage] => 1.5
[closed_at] => 2026-07-30 01:45:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.905%
(0.0093)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -1.871% | 0.6R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -2.556% | 0.9R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -3.433% | 1.2R | 0.0× | 48 |
| 8h | +0.000% | 0.0R | -5.139% | 1.8R | 0.0× | 96 |
| 12h ★ | +0.000% | 0.0R | -5.355% | 1.8R | 0.0× | 144 |
| 24h | +0.000% | 0.0R | -6.004% | 2.1R | 0.0× | 288 |
computed 3 months ago
Commentaires
Aucun commentaire.