Observation #17972

← Research Observations / #17972

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-10-05 12:00 UTC

T — snapshot anchor

Last closed 1h candle

11:00–12:00

features known as of T*

Outcome entry

12:05 UTC

T + 5 minutes

Record created

13:15 UTC

Historical computation

Price

$85,233.00

Universe

Eligible

Vol 24h: $2,668,024,192

Synced: 10-05 13:15 +1.3h

← Prev (10-05 11:00) Next (10-05 13:00) →

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

Chart · BTC — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_expansion

Environmenttrend_expansion

Participationbtc_led_risk_on

Leadershipbtc

BTC bias 1Dbull

Breadth score0.2614

evaluated_at: 2026-10-05 11:45:59 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00030034

Settled at: 2026-10-05 12:00:00

staleness: 0s

Open Interest

fresh

OI (coin)38,021.41

OI (USD)$3,242,846,066

Mark price$85,290.00

Funding next0.001250%

Day vol (USD)$2,569,733,575

Snapshot at: 2026-10-05 11:55:03

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.147%

Change 4h -0.031%

Change 24h -0.377%

Z-score 7d 0.13

💰 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 -1.117%

Divergence -1.74

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.298

OI / Vol z-7d

-0.44

OI momentum 4h

+0.637%

Funding +ratio 24h

100.0%

Sign streak

+88 crowded

Time: 2026-10-05 11:00:00 OI observed: 10:55:04 (5min ago) Funding at: 11:00 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	16h	↑ 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 #231098	fresh	0s	↑ up	range	range	moderate	grind	0.607	compression	bull_high	60%	noisy_chop 38%	early 3b 0.5ATR	—	near -0.6ATR	1.75	76%	↑ +0.18	value	+4.29	—	#120075	—	—	—	—	05/10 08:00 upd 05/10 12:05	↗
1h anchor #231097	fresh	0s	↔ neutral	transition	bullish_transition	moderate	grind	0.630	volatile_reversal	range_medium	29%	noisy_chop 43%	mid 1b -1.2ATR	near -0.5ATR	—	0.58	55%	↓ -0.20	value	+4.29	—	#120075	—	—	—	—	05/10 11:00 upd 05/10 12:05	↗
15m #231034	fresh	0s	↔ neutral	range	range	moderate	balanced	0.604	expansion_after_compression	range_low	40%	noisy_chop 44%	late 6b -1.8ATR	near -0.1ATR	—	0.92	86%	↑ +0.76	value	+4.29	—	#120075	—	—	—	—	05/10 11:45 upd 05/10 12:00	↗
5m #231033	fresh	0s	↔ neutral	range	range	moderate	grind	0.637	compression	bear_low	47%	noisy_chop 44%	late 20b -2.1ATR	—	—	1.22	87%	↓ -0.38	value	+4.29	—	#120075	—	—	—	—	05/10 11:55 upd 05/10 12:00	↗

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 #179057	fresh	2026-10-05 11:00	0s	0.566	0.463	29/71	2026-10-05 12:00	2026-10-05 12:35
4h #179128	fresh	2026-10-05 08:00	0s	0.595	0.508	19/71	2026-10-05 12:00	2026-10-05 12:37
1d #177793	fresh	2026-10-03 20:00	16h	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 #120146	fresh	2026-10-05 11:45	0s	$86,021.10	$86,684.83	$85,784.59	lvn LVN	-2.74	3.13
7d #120218	fresh	2026-10-05 11:00	0s	$83,651.36	$85,621.43	$83,032.20	value	3.44	5.63
30d #120290	fresh	2026-10-05 08:00	0s	$84,067.17	$87,471.00	$78,359.20	value	2.02	11.95

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
inside	$85,159.00 → $85,311.58	0.18%	0.53	0.66	continuation_down	✓	inside	+0.00
below	$86,715.35 → $86,990.00	0.32%	0.96	0.79	continuation_up	✓	↓ $1,482.35	-5.16

Prix observé : $85,233.00. 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	$82,732.00 → $83,069.73	0.41%	0.73	0.63	continuation_down	✓	↑ $2,163.27	+4.71
below	$86,672.13 → $87,235.00	0.65%	1.22	0.65	continuation_up	✓	↓ $1,439.13	-3.13

Prix observé : $85,233.00. 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%	0.69	0.62	continuation_down	✓	↑ $9,806.33	+12.86
above	$79,930.20 → $80,768.07	1.04%	1.10	0.59	reversion	✓	↑ $4,464.93	+5.86
above	$81,501.20 → $82,758.00	1.53%	1.65	0.76	reversion	✓	↑ $2,475.00	+3.25
below	$86,947.33 → $87,471.00	0.60%	0.69	0.76	continuation_up	✓	↓ $1,714.33	-2.25

Prix observé : $85,233.00. 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	12:05	12:20	-0.09%	-0.16×	+0.26×	-0.18×	10m	15m	High first	0.46	0.00%	-0.09%	19.92%	0.23%	$26.38M	— / —	— / —	—	100%
1h	computed	12:05	13:05	+0.04%	+0.07×	+0.27×	-0.51×	55m	20m	Low first	0.05	0.00%	+0.04%	27.57%	0.41%	$101.94M	— / —	— / —	—	100%
4h	computed	12:05	16:05	+0.59%	+1.11×	+1.35×	-0.51×	3h15m	20m	Low first	0.25	0.00%	+0.59%	20.25%	0.99%	$310.12M	14:35 / —	— / —	—	100%
12h	computed	12:05	00:05	+0.44%	+0.82×	+2.09×	-0.51×	9h5m	20m	Low first	0.05	0.00%	+0.44%	24.50%	1.38%	$738.03M	14:35 / 21:00	— / —	—	100%
1d	computed	12:05	12:05	+0.67%	+1.26×	+3.29×	-0.51×	23h	20m	Low first	0.04	0.00%	+0.67%	28.61%	2.02%	$1.83B	14:35 / 21:00	— / —	—	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": "2026-10-05T15:45:59+00:00",
        "staleness_seconds": 841,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-05T16:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-05T15:55:03+00:00",
        "staleness_seconds": 297,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-05T15:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}