Observation #17415

← Research Observations / #17415

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-10-05 04:00 UTC

T — snapshot anchor

Last closed 1h candle

03:00–04:00

features known as of T*

Outcome entry

04:05 UTC

T + 5 minutes

Record created

05:15 UTC

Historical computation

Price

$86,240.00

Universe

Eligible

Vol 24h: $2,054,800,188

Synced: 10-05 05:15 +1.3h

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

Chart · BTC — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_expansion

Environmenttrend_expansion

Participationbroad_risk_on

Leadershipalts

BTC bias 1Dbull

Breadth score0.7803

evaluated_at: 2026-10-05 03:46:03 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00016843

Settled at: 2026-10-05 04:00:00

staleness: 0s

Open Interest

fresh

OI (coin)38,134.75

OI (USD)$3,290,464,660

Mark price$86,285.20

Funding next0.001250%

Day vol (USD)$2,000,097,722

Snapshot at: 2026-10-05 03:55:02

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +1.487%

Change 4h +1.134%

Change 24h +2.759%

Z-score 7d 1.47

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001250%

Percentile 7d 100.0% top

Percentile 30d 97.2%

Δ 4h 0.000000%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +0.213%

Divergence -0.33

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.677

OI / Vol z-7d

-0.23

OI momentum 4h

+1.622%

Funding +ratio 24h

100.0%

Sign streak

+80 crowded

Time: 2026-10-05 03:00:00 OI observed: 02:55:04 (5min ago) Funding at: 03:00 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 #225587	fresh	8h	↑ up	range	range	moderate	grind	0.604	compression	bull_high	60%	noisy_chop 41%	mid 19b 1.5ATR	—	—	0.40	14%	↓ -0.44	above_value	+10.87	—	#117806	—	—	—	—	03/10 20:00 upd 04/10 20:15	↗
4h #228251	fresh	0s	↑ up	range	range	moderate	grind	0.616	compression	bull_high	60%	noisy_chop 40%	late 1b 2.4ATR	—	near -1.7ATR	1.68	75%	↓ -0.29	above_value	+7.23	—	#118839	—	—	—	—	05/10 00:00 upd 05/10 04:05	↗
1h anchor #228250	fresh	0s	↑ up	range	range	moderate	grind	0.581	volatile_reversal	bull_low_confirmed	33%	noisy_chop 44%	early 2b 0.9ATR	—	near 0.0ATR	0.55	43%	↑ +0.76	above_value	+7.23	—	#118839	—	—	—	—	05/10 03:00 upd 05/10 04:05	↗
15m #228193	fresh	0s	↑ up	range	range	moderate	balanced	0.647	expansion_after_compression	range_low	40%	noisy_chop 41%	mid 10b 0.7ATR	—	—	0.49	75%	↓ -0.35	above_value	+7.23	—	#118839	—	—	—	—	05/10 03:45 upd 05/10 04:00	↗
5m #228192	fresh	0s	↑ up	transition	bullish_transition	strong	explosive	0.856	volatile_reversal	range_low	38%	noisy_chop 41%	early 7b 0.5ATR	—	—	0.91	66%	↓ -0.47	above_value	+7.23	—	#118839	—	—	—	—	05/10 03:55 upd 05/10 04:00	↗

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 #178384	fresh	2026-10-05 03:00	0s	0.593	0.543	32/65	2026-10-05 04:00	2026-10-05 04:35
4h #178449	fresh	2026-10-05 00:00	0s	0.596	0.550	21/65	2026-10-05 04:00	2026-10-05 04:37
1d #177793	fresh	2026-10-03 20:00	8h	0.576	0.737	24/66	2026-10-04 20:00	2026-10-04 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 #118906	fresh	2026-10-05 03:45	0s	$86,475.24	$86,761.22	$85,519.25	value	-0.95	5.04
7d #118972	fresh	2026-10-05 03:00	0s	$83,585.38	$85,322.37	$82,902.30	between	7.19	6.55
30d #119038	fresh	2026-10-05 00:00	0s	$84,067.17	$87,471.00	$78,359.20	value	3.15	12.78

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
below	$86,728.53 → $86,990.00	0.30%	1.06	0.72	continuation_up	✓	↓ $488.53	-1.98

Prix observé : $86,240.00. 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
above	$82,551.00 → $82,902.30	0.42%	0.95	0.72	continuation_down	✓	↑ $3,337.70	+9.04
above	$85,595.60 → $85,868.83	0.32%	0.74	0.38	continuation_up	—	↑ $371.17	+1.00
below	$86,688.53 → $87,235.00	0.63%	1.48	0.66	continuation_up	✓	↓ $448.53	-1.21

Prix observé : $86,240.00. 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 → $75,426.67	0.70%	0.73	0.61	continuation_down	✓	↑ $10,813.33	+15.16
above	$79,930.20 → $80,768.07	1.04%	1.17	0.59	reversion	✓	↑ $5,471.93	+7.67
above	$81,501.20 → $82,758.00	1.53%	1.76	0.75	reversion	✓	↑ $3,482.00	+4.88
below	$86,947.33 → $87,471.00	0.60%	0.73	0.76	continuation_up	✓	↓ $707.33	-0.99

Prix observé : $86,240.00. 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	04:05	04:20	-0.02%	-0.06×	+0.38×	-0.12×	5m	15m	High first	0.13	0.00%	-0.02%	4.79%	0.22%	$9.02M	— / —	— / —	—	100%
1h	computed	04:05	05:05	-0.27%	-0.63×	+0.38×	-0.84×	5m	45m	High first	0.38	0.00%	-0.27%	20.34%	0.53%	$106.92M	— / —	— / —	—	100%
4h	computed	04:05	08:05	-0.24%	-0.56×	+0.38×	-1.57×	5m	1h15m	High first	0.09	0.00%	-0.24%	25.84%	0.85%	$259.99M	— / —	05:10 / —	—	100%
12h	computed	04:05	16:05	-0.76%	-1.75×	+0.92×	-3.70×	6h15m	8h20m	High first	0.07	0.00%	-0.76%	39.02%	2.01%	$1.23B	— / —	05:10 / 10:30	—	100%
1d	computed	04:05	04:05	-0.85%	-1.96×	+0.92×	-3.70×	6h15m	8h20m	High first	0.05	0.00%	-0.85%	32.65%	2.01%	$1.83B	— / —	05:10 / 10:30	—	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": "2026-10-05T07:46:03+00:00",
        "staleness_seconds": 837,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-05T08:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-05T07:55:02+00:00",
        "staleness_seconds": 298,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-05T07:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}