Observation #17465

← Research Observations / #17465

🪙 SPX page 📊 Market Context

🪙 SPX

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

$0.454700

Universe

Eligible

Vol 24h: $1,814,569

Synced: 10-05 05:01 +1h

← Prev (10-05 03:00) Next (10-05 05:00) →

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

Chart · SPX — 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

Rate0.010008%

Annualized87.67%

Premium0.00130067

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

staleness: 0s

Open Interest

fresh

OI (coin)19,249,717.60

OI (USD)$8,694,520

Mark price$0.451670

Funding next0.009574%

Day vol (USD)$1,371,684

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 -0.066%

Change 4h —

Change 24h —

Z-score 7d —

💰 Funding Context settled

Current 0.006991%

Avg 24h 0.006257%

Percentile 7d 95.2% top

Percentile 30d 93.6%

Δ 4h -0.004587%

🔀 Price × OI

— undetermined

Price Δ 4h +2.010%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

6.288

OI / Vol z-7d

—

OI momentum 4h

—

Funding +ratio 24h

100.0%

Sign streak

+1194 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: 129 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 #227708	fresh	8h	↔ neutral	range	range	moderate	grind	0.555	compression	bull_high	45%	noisy_chop 38%	mid 30b -0.3ATR	—	—	0.31	21%	↓ -0.38	above_value	+0.96	—	#118755	0.73	bull_high	+15.18%	-0.98	03/10 20:00 upd 05/10 02:19	↗
4h #228348	fresh	0s	↔ neutral	range	range	moderate	grind	0.541	compression	range_high	38%	noisy_chop 37%	mid 15b 1.2ATR	—	near -1.8ATR	3.47	83%	↑ +0.46	above_value	+1.01	—	#119020	0.63	bull_high	+3.36%	+0.13	05/10 00:00 upd 05/10 04:14	↗
1h anchor #228347	fresh	0s	↑ up	transition	bullish_transition	strong	grind	0.748	expansion_after_compression	bull_high_confirmed	62%	noisy_chop 36%	late 3b 1.5ATR	—	near -1.3ATR	5.67	99%	↑ +0.82	above_value	+1.01	—	#119020	0.63	bull_low_confirmed	+1.39%	+0.17	05/10 03:00 upd 05/10 04:14	↗
15m #228172	fresh	15min	↑ up	range	range	strong	explosive	0.717	expansion	bull_medium	61%	noisy_chop 41%	early 4b 0.4ATR	—	near -0.2ATR	0.06	36%	↓ -0.83	above_value	+0.67	—	#118889	0.27	range_low	+0.74%	-0.06	05/10 03:30 upd 05/10 03:47	↗
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 #178432	fresh	2026-10-05 03:00	0s	0.756	0.668	8/65	2026-10-05 04:00	2026-10-05 04:36
4h #178497	fresh	2026-10-05 00:00	0s	0.643	0.584	11/65	2026-10-05 04:00	2026-10-05 04:38
1d	stale	2026-10-01 20:00	2.3d	—	—	—	—	—

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 #118954	fresh	2026-10-05 03:45	0s	$0.445621	$0.453937	$0.438636	between	2.33	3.93
7d #119020	fresh	2026-10-05 03:00	0s	$0.442239	$0.454213	$0.415663	hvn	1.01	6.76
30d #119086	fresh	2026-10-05 00:00	0s	$0.490103	$0.532832	$0.441676	hvn	-3.19	6.99

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	$0.435310 → $0.438636	0.76%	0.86	0.72	continuation_down	✓	↑ $0.016064	+4.13
below	$0.459037 → $0.461920	0.63%	0.74	0.43	continuation_up	—	↓ $0.004337	-1.12

Prix observé : $0.454700. 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	$0.392300 → $0.400477	2.06%	1.43	0.52	continuation_down	✓	↑ $0.054223	+9.50
below	$0.455381 → $0.462390	1.53%	1.23	0.71	continuation_up	✓	↓ $0.000681	-0.12

Prix observé : $0.454700. 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	$0.392300 → $0.407493	3.80%	1.17	0.82	continuation_down	✓	↑ $0.047207	+3.62
below	$0.548025 → $0.561318	2.40%	1.02	0.77	continuation_up	✓	↓ $0.093325	-7.16
below	$0.578410 → $0.593603	2.59%	1.17	0.83	continuation_up	✓	↓ $0.123710	-9.49
below	$0.606896 → $0.620190	2.17%	1.02	0.86	continuation_up	✓	↓ $0.152196	-11.67

Prix observé : $0.454700. 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": "2026-10-05T07:46:03+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"
    }
}