Long Trade on SPY (CatchTheWave)
With 14.41 SPY at 736.69$ per unit. Take profit: 737.8005 (0.15 %) & Stop Loss: 736.1348 (0.075 %)
Long Trade on SPY (CatchTheWave)
With 14.41 SPY at 736.69$ per unit. Take profit: 737.8005 (0.15 %) & Stop Loss: 736.1348 (0.075 %)
Position size of 10614.3533 $
Take profit at 737.8005 (0.15 %)
and Stop Loss at 736.1348 (0.075 %)
| Prediction 1 | Probability |
|---|---|
|
|
n/a |
| Prediction 2 | Probability |
|---|---|
| n/a |
| Prediction 3 | Probability |
|---|---|
| n/a |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : neutral rules_regime : bull_medium rules_regime_5m : range_low Score : 1 |
ml_regime : range_low rules_regime : bear_high rules_regime_4h : bear_high tf_aligned : 1 12/06 02:19 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.098409 |
1H_regime : range_low 15m_regime : range_low 5m_regime : range_low |
| TF | Direction | Phase | Structure | Strength | Momentum | Volatility | Regime | Tradability | Évalué à |
|---|---|---|---|---|---|---|---|---|---|
| 4h | ↔ — | — | — | — | — | — | bear_medium |
51%
|
09/06 00:00 |
| 1h | ↔ neutral | range | range | moderate | fading | compression | range_low |
47%
|
09/06 03:00 |
| 15m | ↔ neutral | range | range | strong | balanced | compression | range_low |
48%
|
09/06 03:30 |
| 5m | ↑ up | transition | bullish_transition | moderate | fading | compression | range_low |
47%
|
09/06 03:40 |
Indicators:
63450.1
-0.00849334
62911.2
0.098409
0
0
62911.2
62716.3
0.00310614
62911.2
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-06-08 15:00:00
[1] => 744.86
[2] => H
)
[1] => Array
(
[0] => 2026-06-08 22:00:00
[1] => 736.32
[2] => L
)
[2] => Array
(
[0] => 2026-06-09 13:00:00
[1] => 745.95
[2] => H
)
[3] => Array
(
[0] => 2026-06-09 16:00:00
[1] => 721.93
[2] => L
)
[4] => Array
(
[0] => 2026-06-10 14:00:00
[1] => 738.24
[2] => H
)
[5] => Array
(
[0] => 2026-06-10 23:00:00
[1] => 721.04
[2] => L
)
[6] => Array
(
[0] => 2026-06-11 09:00:00
[1] => 731.88
[2] => H
)
[7] => Array
(
[0] => 2026-06-11 15:00:00
[1] => 724.2
[2] => L
)
[8] => Array
(
[0] => 2026-06-12 00:00:00
[1] => 739.64
[2] => H
)
[9] => Array
(
[0] => 2026-06-12 06:00:00
[1] => 736.54
[2] => L
)
)
[detected_trend] => uptrend
[features] => Array
(
[ms_trend_state] => 1
[ms_dist_from_last_high_pct] => -0.3988426802228
[ms_dist_from_last_low_pct] => 0.020365492709166
[ms_bars_since_swing_high] => 6
[ms_bars_since_swing_low] => 0
[ms_last_swing_amplitude_pct] => 0.42088684932251
[ms_bos_up] => 1
[ms_bos_down] => 0
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-06-11 13:45:00
[1] => 731.55
[2] => H
)
[1] => Array
(
[0] => 2026-06-11 15:00:00
[1] => 724.2
[2] => L
)
[2] => Array
(
[0] => 2026-06-11 17:15:00
[1] => 725.03
[2] => L
)
[3] => Array
(
[0] => 2026-06-11 19:30:00
[1] => 739.43
[2] => H
)
[4] => Array
(
[0] => 2026-06-12 00:30:00
[1] => 739.64
[2] => H
)
[5] => Array
(
[0] => 2026-06-12 01:30:00
[1] => 737.29
[2] => L
)
[6] => Array
(
[0] => 2026-06-12 02:45:00
[1] => 739.09
[2] => H
)
[7] => Array
(
[0] => 2026-06-12 03:15:00
[1] => 737.69
[2] => L
)
[8] => Array
(
[0] => 2026-06-12 04:45:00
[1] => 738.91
[2] => H
)
[9] => Array
(
[0] => 2026-06-12 06:30:00
[1] => 736.54
[2] => L
)
)
[detected_trend] => downtrend
[features] => Array
(
[ms_trend_state] => -1
[ms_dist_from_last_high_pct] => -0.30179588853853
[ms_dist_from_last_low_pct] => 0.019007793195208
[ms_bars_since_swing_high] => 8
[ms_bars_since_swing_low] => 1
[ms_last_swing_amplitude_pct] => 0.32177478480463
[ms_bos_up] => 0
[ms_bos_down] => 1
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-06-12 02:10:00
[1] => 739.09
[2] => H
)
[1] => Array
(
[0] => 2026-06-12 02:35:00
[1] => 738.08
[2] => L
)
[2] => Array
(
[0] => 2026-06-12 02:50:00
[1] => 739.09
[2] => H
)
[3] => Array
(
[0] => 2026-06-12 03:20:00
[1] => 737.69
[2] => L
)
[4] => Array
(
[0] => 2026-06-12 03:55:00
[1] => 738.58
[2] => H
)
[5] => Array
(
[0] => 2026-06-12 04:05:00
[1] => 737.89
[2] => L
)
[6] => Array
(
[0] => 2026-06-12 04:50:00
[1] => 738.91
[2] => H
)
[7] => Array
(
[0] => 2026-06-12 05:05:00
[1] => 738.23
[2] => L
)
[8] => Array
(
[0] => 2026-06-12 05:50:00
[1] => 736.71
[2] => L
)
[9] => Array
(
[0] => 2026-06-12 06:40:00
[1] => 736.54
[2] => L
)
)
[detected_trend] => range
[features] => Array
(
[ms_trend_state] => 0
[ms_dist_from_last_high_pct] => -0.30044254374686
[ms_dist_from_last_low_pct] => 0.020365492709166
[ms_bars_since_swing_high] => 25
[ms_bars_since_swing_low] => 3
[ms_last_swing_amplitude_pct] => 0.023080891737051
[ms_bos_up] => 1
[ms_bos_down] => 1
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
724.2
184
0.5968
0.55
0.2384
0.1784
0.2875
0.7085
0.4936
0.4656
0.3763
0.3257
0.5545
0.6283
0.1377
0.0864
1
0.5019
1.3588
0.5
0.5
-1
31
1
0.6432
0.3111
5.7135
0.6
0.7085
3.2082
1.3588
0.7768
0.2559
0.08
0.1166
0.4017
0.5842
0.8816
0.6283
-4.469
7.553
1
0
1
Market Structure Score: 1
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-06-12 02:10:00 | 739.09 | ↑ High |
| 2026-06-12 02:35:00 | 738.08 | ↓ Low |
| 2026-06-12 02:50:00 | 739.09 | ↑ High |
| 2026-06-12 03:20:00 | 737.69 | ↓ Low |
| 2026-06-12 03:55:00 | 738.58 | ↑ High |
| 2026-06-12 04:05:00 | 737.89 | ↓ Low |
| 2026-06-12 04:50:00 | 738.91 | ↑ High |
| 2026-06-12 05:05:00 | 738.23 | ↓ Low |
| 2026-06-12 05:50:00 | 736.71 | ↓ Low |
| 2026-06-12 06:40:00 | 736.54 | ↓ Low |
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-06-11 13:45:00 | 731.55 | ↑ High |
| 2026-06-11 15:00:00 | 724.2 | ↓ Low |
| 2026-06-11 17:15:00 | 725.03 | ↓ Low |
| 2026-06-11 19:30:00 | 739.43 | ↑ High |
| 2026-06-12 00:30:00 | 739.64 | ↑ High |
| 2026-06-12 01:30:00 | 737.29 | ↓ Low |
| 2026-06-12 02:45:00 | 739.09 | ↑ High |
| 2026-06-12 03:15:00 | 737.69 | ↓ Low |
| 2026-06-12 04:45:00 | 738.91 | ↑ High |
| 2026-06-12 06:30:00 | 736.54 | ↓ Low |
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-06-08 15:00:00 | 744.86 | ↑ High |
| 2026-06-08 22:00:00 | 736.32 | ↓ Low |
| 2026-06-09 13:00:00 | 745.95 | ↑ High |
| 2026-06-09 16:00:00 | 721.93 | ↓ Low |
| 2026-06-10 14:00:00 | 738.24 | ↑ High |
| 2026-06-10 23:00:00 | 721.04 | ↓ Low |
| 2026-06-11 09:00:00 | 731.88 | ↑ High |
| 2026-06-11 15:00:00 | 724.2 | ↓ Low |
| 2026-06-12 00:00:00 | 739.64 | ↑ High |
| 2026-06-12 06:00:00 | 736.54 | ↓ Low |
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
↓ Ask Wall (Resistance)
| Start at | Closed at | Duration |
|---|---|---|
| 12 Jun 2026 02:57:54 |
12 Jun 2026 03:00:00 |
2 minutes |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 736.69 | 736.1348 | 737.8005 | 2 | 747.39 |
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:
Calcul:
Risque (distance jusqu'au stop loss) :
SL - E = 736.1348 - 736.69 = -0.55520000000001
Récompense (distance jusqu'au take profit):
E - TP = 736.69 - 737.8005 = -1.1105
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -1.1105 / -0.55520000000001 = 2.0002
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 10614.3533 | 100 | 14.4082 | 106.14 |
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
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:
Taille de position = 8 / -0.55520000000001 = -14.41
Taille de position USD = -14.41 x 736.69 = -10615.7
Donc, tu peux acheter -14.41 avec un stoploss a 736.1348
Avec un position size USD de -10615.7$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -14.41 x -0.55520000000001 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -14.41 x -1.1105 = 16
Si Take Profit atteint, tu gagneras 16$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 0.15 % | 16 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.075 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -0.08 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.1045 % | 138.59 % | 1 |
Array
(
)
Array
(
[1.1] => Array
(
[take_profit] => 737.8005
[entry_price] => 736.69
[stop_loss] => 736.07928
[rr_ratio] => 1.82
[sl_change_percentage] => 1.1
[closed_at] => 2026-06-12 07:00:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 737.8005
[entry_price] => 736.69
[stop_loss] => 736.02376
[rr_ratio] => 1.67
[sl_change_percentage] => 1.2
[closed_at] => 2026-06-12 07:00:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 737.8005
[entry_price] => 736.69
[stop_loss] => 735.96824
[rr_ratio] => 1.54
[sl_change_percentage] => 1.3
[closed_at] => 2026-06-12 07:00:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 737.8005
[entry_price] => 736.69
[stop_loss] => 735.8572
[rr_ratio] => 1.33
[sl_change_percentage] => 1.5
[closed_at] => 2026-06-12 07:05:00+00
[result] => loss
)
)
Array
(
[short_term] => Array
(
[max_gain] => 4.54
[max_drawdown] => 1.3200000000001
[rr_ratio] => 3.44
[high] => 741.23000000
[low] => 735.37000000
[mfe_pct] => 0.62
[mae_pct] => 0.18
[mfe_mae_ratio] => 3.44
[candles_analyzed] => 24
[start_at] => 2026-06-12T02:57:54-04:00
[end_at] => 2026-06-12T04:57:54-04:00
)
[long_term] => Array
(
[max_gain] => 6.54
[max_drawdown] => 1.85
[rr_ratio] => 3.54
[high] => 743.23000000
[low] => 734.84000000
[mfe_pct] => 0.89
[mae_pct] => 0.25
[mfe_mae_ratio] => 3.54
[candles_analyzed] => 84
[start_at] => 2026-06-12T02:57:54-04:00
[end_at] => 2026-06-12T09:57:54-04:00
)
[breakout] => Array
(
[high_before] => 739.07000000
[high_after] => 743.23000000
[low_before] => 736.54000000
[low_after] => 735.37000000
[is_new_high] => 1
[is_new_low] =>
)
)
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?