Observation #14211

← Research Observations / #14211

🪙 ARB page 📊 Market Context

🪙 ARB

Market snapshot at

2026-10-03 05:00 UTC

T — snapshot anchor

Last closed 1h candle

04:00–05:00

features known as of T*

Outcome entry

05:05 UTC

T + 5 minutes

Record created

06:15 UTC

Historical computation

Price

$0.197380

Universe

Eligible

Vol 24h: $15,140,963

Synced: 10-03 06:15 +1.3h

← Prev (10-03 04:00) Next (10-03 06:00) →

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

Chart · ARB — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_expansion

Environmenttrend_expansion

Participationmixed_dispersion

Leadershipmixed

BTC bias 1Dbull

Breadth score0.4124

evaluated_at: 2026-10-03 04:46:08 · staleness: 14min

Funding (settled)

fresh

Rate0.001240%

Annualized10.86%

Premium-0.00040081

Settled at: 2026-10-03 05:00:00

staleness: 0s

Open Interest

fresh

OI (coin)121,336,083.00

OI (USD)$23,979,650

Mark price$0.197630

Funding next0.001250%

Day vol (USD)$14,100,088

Snapshot at: 2026-10-03 04:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.311%

Change 4h +0.833%

Change 24h -9.929%

Z-score 7d 0.33

💰 Funding Context settled

Current 0.001021%

Avg 24h 0.000977%

Percentile 7d 4.2% bottom

Percentile 30d 4.9%

Δ 4h -0.000229%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +0.648%

Divergence -0.06

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.658

OI / Vol z-7d

-0.16

OI momentum 4h

+2.001%

Funding +ratio 24h

88.0%

Sign streak

+8 crowded

Time: 2026-10-03 04:00:00 OI observed: 03:55:03 (5min ago) Funding at: 04:00 Coverage 30d: 100% (720 samples) OI samples 7d: 168 Funding interval: 1h

Market Contexts (4) ⓘ

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 #207499	fresh	9h	↑ up	early_expansion	bullish_transition	moderate	grind	0.616	expansion	bull_high	70%	noisy_chop 40%	early 9b 0.1ATR	—	—	0.50	87%	↓ -0.34	value	-2.67	—	#110050	0.58	bull_high	+13.14%	+0.98	01/10 20:00 upd 02/10 20:17	↗
4h #210950	fresh	1h	↓ down	transition	bearish_transition	moderate	grind	0.472	compression	bear_high	57%	noisy_chop 35%	early 22b -0.9ATR	—	—	0.42	7%	↔ +0.04	value	-3.06	—	#111538	0.34	bull_high	+1.93%	-0.43	03/10 00:00 upd 03/10 04:12	↗
1h anchor #211430	fresh	0s	↓ down	transition	bearish_transition	strong	balanced	0.402	compression	bear_high	62%	noisy_chop 40%	mid 13b -0.2ATR	—	—	0.49	25%	↓ -0.70	value	-2.74	inside	#111784	0.46	range_medium	+0.09%	-0.24	03/10 04:00 upd 03/10 05:09	↗
15m #211353	fresh	0s	↔ neutral	range	range	moderate	balanced	0.482	compression	range_medium	38%	noisy_chop 41%	early 5b 0.6ATR	—	near -0.5ATR	0.66	25%	↑ +0.26	value	-3.06	—	#111538	0.69	range_low	-0.25%	+0.01	03/10 04:45 upd 03/10 05:00	↗
5m	—	—	Pas de snapshot

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 #174261	fresh	2026-10-03 04:00	0s	0.458	0.426	37/80	2026-10-03 05:00	2026-10-03 05:35
4h #174179	fresh	2026-10-03 00:00	1h	0.372	0.385	68/81	2026-10-03 04:00	2026-10-03 04:37
1d #173359	fresh	2026-10-01 20:00	9h	0.436	0.553	73/84	2026-10-02 20:00	2026-10-02 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 #111702	fresh	2026-10-03 04:45	0s	$0.197413	$0.203430	$0.188430	hvn	-0.04	15.83
7d #111784	fresh	2026-10-03 04:00	0s	$0.205272	$0.216433	$0.192894	value	-2.74	8.17
30d #111620	fresh	2026-10-03 00:00	1h	$0.221355	$0.231482	$0.155796	value	-3.45	10.77

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	$0.188430 → $0.190243	0.96%	1.91	0.55	continuation_down	✓	↑ $0.007137	+7.53
above	$0.194858 → $0.195518	0.34%	0.70	0.49	reversion	—	↑ $0.001862	+1.96
below	$0.199144 → $0.201122	0.99%	2.09	0.59	reversion	✓	↓ $0.001764	-1.86
below	$0.202935 → $0.203430	0.24%	0.52	0.42	reversion	—	↓ $0.005555	-5.86

Prix observé : $0.197380. 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
above	$0.188430 → $0.191677	1.71%	1.13	0.84	continuation_down	✓	↑ $0.005703	+1.98
below	$0.216027 → $0.218868	1.31%	0.99	0.76	continuation_up	✓	↓ $0.018647	-6.47
below	$0.231448 → $0.237130	2.43%	1.97	0.78	continuation_up	✓	↓ $0.034068	-11.83

Prix observé : $0.197380. 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	$0.184578 → $0.188842	2.28%	0.61	0.39	reversion	—	↑ $0.008538	+1.22
below	$0.235746 → $0.256000	8.24%	2.88	0.64	continuation_up	✓	↓ $0.038366	-5.46

Prix observé : $0.197380. 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	missing	—	—	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	—
1h	missing	—	—	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	—
4h	missing	—	—	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	—
12h	missing	—	—	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	—
1d	missing	—	—	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	—

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": "2026-10-03T08:46:08+00:00",
        "staleness_seconds": 832,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-03T09:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-03T08:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-03T08:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}