Observation #11320

← Research Observations / #11320

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-10-01 17:00 UTC

T — snapshot anchor

Last closed 1h candle

16:00–17:00

features known as of T*

Outcome entry

17:05 UTC

T + 5 minutes

Record created

18:15 UTC

Historical computation

Price

$84,587.00

Universe

Eligible

Vol 24h: $2,175,776,872

Synced: 10-01 18:15 +1.3h

← Prev (10-01 16:00) Next (10-01 18:00) →

* Subject to the verification of feature availability timestamps. Exchange: hyperliquid · Sampling: 1h

Chart · BTC — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationbroad_risk_on

Leadershipalts

BTC bias 1Dbull

Breadth score0.7458

evaluated_at: 2026-10-01 16:46:10 · staleness: 14min

Funding (settled)

fresh

Rate0.000366%

Annualized3.21%

Premium-0.00047072

Settled at: 2026-10-01 17:00:00

staleness: 0s

Open Interest

fresh

OI (coin)34,855.48

OI (USD)$2,948,965,667

Mark price$84,605.50

Funding next0.000408%

Day vol (USD)$2,176,906,816

Snapshot at: 2026-10-01 16:55:04

⚠️ funding_next = taux qui settlera à la prochaine heure, pas déjà appliqué.

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.354%

Change 4h +3.246%

Change 24h -1.859%

Z-score 7d 0.42

💰 Funding Context settled

Current 0.001067%

Avg 24h 0.001231%

Percentile 7d 33.3%

Percentile 30d 28.1%

Δ 4h -0.000071%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +0.495%

Divergence -0.96

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.352

OI / Vol z-7d

-0.32

OI momentum 4h

+4.391%

Funding +ratio 24h

100.0%

Sign streak

+35 crowded

Time: 2026-10-01 16:00:00 OI observed: 15:55:05 (5min ago) Funding at: 16:00 Coverage 30d: 100% (720 samples) OI samples 7d: 168 Funding interval: 1h

Market Contexts (5) ⓘ

TF	Status	Staleness	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 #187496	fresh	21h	↑ up	transition	bullish_transition	moderate	grind	0.604	normal	bull_high	61%	noisy_chop 36%	early 15b 0.7ATR	—	—	1.06	75%	↔ +0.04	above_value	-0.97	—	#101556	—	—	—	—	29/09 20:00 upd 30/09 20:15	↗
4h #195754	fresh	1h	↑ up	range	range	moderate	balanced	0.529	expansion	bull_high	58%	noisy_chop 36%	mid 2b 1.1ATR	—	near -0.3ATR	1.30	78%	↔ -0.01	above_value	+1.45	—	#104909	—	—	—	—	01/10 12:00 upd 01/10 16:05	↗
1h anchor #196222	fresh	0s	↔ neutral	range	range	strong	balanced	0.658	expansion_after_compression	bull_medium	60%	noisy_chop 42%	mid 12b 0.8ATR	—	near -0.4ATR	0.59	40%	↑ +0.63	above_value	+1.21	—	#105065	—	—	—	—	01/10 16:00 upd 01/10 17:05	↗
15m #196147	fresh	0s	↑ up	transition	bullish_transition	moderate	grind	0.703	compression	range_low	42%	noisy_chop 38%	early 9b 0.2ATR	—	—	0.35	37%	↓ -0.42	above_value	+1.21	—	#105065	—	—	—	—	01/10 16:45 upd 01/10 17:00	↗
5m #196146	fresh	0s	↔ neutral	range	range	strong	balanced	0.545	compression	range_low	41%	noisy_chop 41%	early 11b -1.0ATR	near 0.4ATR	—	0.16	5%	↓ -0.66	above_value	+1.21	—	#105065	—	—	—	—	01/10 16:55 upd 01/10 17:00	↗

evaluated_at = ouverture de la dernière candle fermée. Data cutoff réel = evaluated_at + timeframe — c'est ce que Staleness mesure par rapport à observed_at.

Quality Scores (3) ⓘ

Base TF	Status	Evaluated at	Staleness	Score	Momentum	Rank	Scored bucket	Created at
1h #170514	fresh	2026-10-01 16:00	0s	0.529	0.538	30/77	2026-10-01 17:00	2026-10-01 17:35
4h #170437	fresh	2026-10-01 12:00	1h	0.566	0.551	17/77	2026-10-01 16:00	2026-10-01 16:37
1d #168509	fresh	2026-09-29 20:00	21h	0.618	0.658	31/76	2026-09-30 20:00	2026-09-30 20:20

scored_at = bucket Laravel pour ranking cross-coin ; evaluated_at = timestamp de la dernière candle Python (canonique).

Volume Profiles (3) ⓘ

Window	Status	Evaluated at	Staleness	POC	VAH	VAL	Zone	POC dist (ATR)	Value width (ATR)
24h #105221	fresh	2026-10-01 16:45	0s	$83,529.94	$84,350.28	$83,344.70	between	4.38	4.16
7d #105299	fresh	2026-10-01 16:00	0s	$84,007.76	$84,536.32	$83,247.15	between	1.17	2.60
30d #105143	fresh	2026-10-01 12:00	1h	$77,154.77	$83,700.60	$74,903.00	between	8.44	9.67

evaluated_at = ouverture de la dernière candle fermée du rolling window. Data cutoff réel = evaluated_at + source TF.

LVN zones (window 24h — source TF 15m) ⓘ

Status	Range	Width %	Width ATR	Depth	Setup	Tradable	Distance ($)	Dist ATR
above	$83,133.00 → $83,309.42	0.21%	0.73	0.83	continuation_down	✓	↑ $1,277.58	+5.29
above	$84,385.56 → $84,526.69	0.17%	0.58	0.70	continuation_up	✓	↑ $60.3083	+0.25
below	$85,038.30 → $85,250.00	0.25%	0.88	0.87	continuation_up	✓	↓ $451.30	-1.87

Prix observé : $84,587.00. Les zones viennent du payload_json.lvn_zones[] du snapshot 24h (toutes les zones, incluant non-tradable). Setup à titre indicatif — ne pas filtrer dessus (labels peu fiables).

LVN zones (window 7d — source TF 1h) ⓘ

Status	Range	Width %	Width ATR	Depth	Setup	Tradable	Distance ($)	Dist ATR
below	$85,103.55 → $85,645.00	0.63%	1.09	0.86	continuation_up	✓	↓ $516.55	-1.04

Prix observé : $84,587.00. Les zones viennent du payload_json.lvn_zones[] du snapshot 7d (toutes les zones, incluant non-tradable). Setup à titre indicatif — ne pas filtrer dessus (labels peu fiables).

LVN zones (window 30d — source TF 4h) ⓘ

Status	Range	Width %	Width ATR	Depth	Setup	Tradable	Distance ($)	Dist ATR
above	$74,903.00 → $75,531.40	0.84%	0.69	0.60	continuation_down	✓	↑ $9,055.60	+9.95
above	$81,605.93 → $82,862.73	1.53%	1.38	0.70	reversion	✓	↑ $1,724.27	+1.89
below	$86,633.13 → $87,471.00	0.96%	0.92	0.76	continuation_up	✓	↓ $2,046.13	-2.25

Prix observé : $84,587.00. Les zones viennent du payload_json.lvn_zones[] du snapshot 30d (toutes les zones, incluant non-tradable). Setup à titre indicatif — ne pas filtrer dessus (labels peu fiables).

Outcomes (5 horizons) ⓘ

Horizon	Status	Entry	Window end	Close ret	in ATR	Max up ATR	Max down ATR	Time to high	Time to low	First extreme	Dir. eff.	Excess vs BTC	BTC ret	Real. vol	Real. range	Volume	FT up 1/2 ATR	FT down 1/2 ATR	Ambig.	Coverage
15m	computed	17:05	17:20	-0.01%	-0.02×	+0.10×	-0.13×	5m	15m	High first	0.47	0.00%	-0.01%	1.35%	0.13%	$8.41M	— / —	— / —	—	100%
1h	computed	17:05	18:05	+0.13%	+0.24×	+0.24×	-0.28×	1h	40m	Low first	0.27	0.00%	+0.13%	25.49%	0.29%	$53.48M	— / —	— / —	—	100%
4h	computed	17:05	21:05	+0.13%	+0.24×	+0.70×	-0.28×	3h15m	40m	Low first	0.06	0.00%	+0.13%	22.00%	0.55%	$170.78M	— / —	— / —	—	100%
12h	computed	17:05	05:05	+1.87%	+3.33×	+4.83×	-0.28×	7h30m	40m	Low first	0.16	0.00%	+1.87%	40.02%	2.87%	$1.16B	22:05 / 23:55	— / —	—	100%
1d	computed	17:05	17:05	-0.12%	-0.21×	+5.59×	-1.54×	15h30m	21h45m	High first	0.00	0.00%	-0.12%	44.57%	4.01%	$3.54B	22:05 / 23:55	14:35 / —	—	100%

Entry = observed_at + 5min (policy next_5m_open_plus_5min, versionnée). ATR référence = atr_1h_14 (Wilder, 1h fermées) et atr_1d_14. Excess vs BTC = close_return − btc_return (benchmark non-β-ajusté).

Debug — Raw resolutions JSON

{
    "market_regime": {
        "evaluated_at": "2026-10-01T20:46:10+00:00",
        "staleness_seconds": 830,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-01T21:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-01T20:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-01T20:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}