Observation #17809

← Research Observations / #17809

🪙 PENGU page 📊 Market Context

🪙 PENGU

Market snapshot at

2026-10-05 09:00 UTC

T — snapshot anchor

Last closed 1h candle

08:00–09:00

features known as of T*

Outcome entry

09:05 UTC

T + 5 minutes

Record created

10:15 UTC

Historical computation

Price

$0.009775

Universe

Eligible

Vol 24h: $4,209,723

Synced: 10-05 10:01 +1h

← Prev (10-05 08:00) Next (10-05 10:00) →

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

Chart · PENGU — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_expansion

Environmenttrend_expansion

Participationmixed_dispersion

Leadershipalts

BTC bias 1Dbull

Breadth score0.5106

evaluated_at: 2026-10-05 08:45:58 · staleness: 14min

Funding (settled)

fresh

Rate0.001968%

Annualized17.24%

Premium0.00065747

Settled at: 2026-10-05 09:00:00

staleness: 0s

Open Interest

fresh

OI (coin)1,665,312,940.00

OI (USD)$16,346,712

Mark price$0.009816

Funding next0.002195%

Day vol (USD)$4,146,964

Snapshot at: 2026-10-05 08:55:03

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +10.941%

Change 4h +13.032%

Change 24h +11.699%

Z-score 7d 7.50 extrême

💰 Funding Context settled

Current 0.004438%

Avg 24h 0.001378%

Percentile 7d 100.0% top

Percentile 30d 94.3%

Δ 4h +0.003188%

🔀 Price × OI

↓↑ Price ↓ · OI ↑

Price Δ 4h -0.812%

Divergence -5.41 fort

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

4.061

OI / Vol z-7d

0.29

OI momentum 4h

+11.960%

Funding +ratio 24h

100.0%

Sign streak

+65 crowded

Time: 2026-10-05 08:00:00 OI observed: 07:55:04 (5min ago) Funding at: 08:00 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 #225699	fresh	13h	↑ up	transition	bullish_transition	moderate	balanced	0.557	volatile_reversal	bull_high	57%	noisy_chop 40%	early 11b 0.4ATR	—	near -0.4ATR	0.21	32%	↑ +0.41	above_value	-0.19	—	#117850	0.72	bull_high	+15.18%	+0.96	03/10 20:00 upd 04/10 20:21	↗
4h #229743	fresh	1h	↔ neutral	transition	bearish_transition	strong	balanced	0.661	compression	bull_high	60%	noisy_chop 37%	late 16b 1.9ATR	—	—	2.07	83%	↓ -0.43	above_value	+0.23	—	#119632	0.57	bull_high	+3.24%	+0.25	05/10 04:00 upd 05/10 08:15	↗
1h anchor #230105	fresh	0s	↑ up	transition	bullish_transition	moderate	balanced	0.549	volatile_reversal	bull_high	52%	noisy_chop 43%	early 2b 0.5ATR	—	near 0.0ATR	0.59	40%	↑ +0.55	value	-0.98	—	#119842	0.63	bull_medium	+0.84%	+0.41	05/10 08:00 upd 05/10 09:10	↗
15m #230037	fresh	0s	↑ up	range	range	strong	balanced	0.678	compression	bull_medium	61%	noisy_chop 43%	early 5b -0.7ATR	near -0.1ATR	—	0.55	84%	↔ +0.03	above_value	+0.23	—	#119632	0.38	range_low	+0.02%	-0.14	05/10 08:45 upd 05/10 09:02	↗
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 #178900	fresh	2026-10-05 08:00	0s	0.596	0.557	21/69	2026-10-05 09:00	2026-10-05 09:36
4h #178832	fresh	2026-10-05 04:00	1h	0.601	0.582	21/68	2026-10-05 08:00	2026-10-05 08:38
1d #177838	fresh	2026-10-03 20:00	13h	0.468	0.671	50/66	2026-10-04 20:00	2026-10-04 20:21

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 #119772	fresh	2026-10-05 08:45	0s	$0.009843	$0.009993	$0.009716	value	-1.00	4.05
7d #119842	fresh	2026-10-05 08:00	0s	$0.009917	$0.010009	$0.009238	value	-0.98	5.31
30d #119702	fresh	2026-10-05 04:00	1h	$0.009802	$0.010497	$0.008732	hvn	0.22	5.79

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	$0.009176 → $0.009227	0.55%	0.75	0.83	continuation_down	✓	↑ $0.000548	+8.02
above	$0.009264 → $0.009300	0.39%	0.53	0.77	continuation_down	✓	↑ $0.000475	+7.03
above	$0.009366 → $0.009417	0.54%	0.75	0.93	continuation_down	✓	↑ $0.000358	+5.24
below	$0.010000 → $0.010051	0.51%	0.75	0.80	continuation_up	✓	↓ $0.000225	-3.29

Prix observé : $0.009775. 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	$0.008635 → $0.008769	1.54%	0.92	0.71	continuation_down	✓	↑ $0.001006	+6.94
below	$0.010328 → $0.010646	3.04%	2.19	0.79	continuation_up	✓	↓ $0.000553	-3.82

Prix observé : $0.009775. 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	$0.006666 → $0.007117	6.54%	1.48	0.78	continuation_down	✓	↑ $0.002658	+8.72
below	$0.010647 → $0.011173	4.82%	1.73	0.70	continuation_up	✓	↓ $0.000872	-2.86

Prix observé : $0.009775. 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": "2026-10-05T12:45:58+00:00",
        "staleness_seconds": 842,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-05T13:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-05T12:55:03+00:00",
        "staleness_seconds": 297,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-05T12:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}