Observation #19918

← Research Observations / #19918

🪙 ARB page 📊 Market Context

🪙 ARB

Market snapshot at

2026-10-06 15:00 UTC

T — snapshot anchor

Last closed 1h candle

14:00–15:00

features known as of T*

Outcome entry

15:05 UTC

T + 5 minutes

Record created

16:15 UTC

Historical computation

Price

$0.204600

Universe

Eligible

Vol 24h: $9,520,404

Synced: 10-06 16:15 +1.3h

← Prev (10-06 14:00) Next (10-06 16:00) →

* 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 score0.2642

evaluated_at: 2026-10-06 14:46:02 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00026135

Settled at: 2026-10-06 15:00:00

staleness: 0s

Open Interest

fresh

OI (coin)122,467,594.40

OI (USD)$25,076,465

Mark price$0.204760

Funding next0.001250%

Day vol (USD)$10,243,174

Snapshot at: 2026-10-06 14:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.104%

Change 4h +1.547%

Change 24h +1.067%

Z-score 7d 0.13

💰 Funding Context settled

Current 0.001057%

Avg 24h 0.001145%

Percentile 7d 8.3%

Percentile 30d 6.1%

Δ 4h +0.000233%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +0.878%

Divergence -0.32

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

2.400

OI / Vol z-7d

0.15

OI momentum 4h

+0.338%

Funding +ratio 24h

100.0%

Sign streak

+52 crowded

Time: 2026-10-06 14:00:00 OI observed: 13:55:03 (5min ago) Funding at: 14:00 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 #234199	fresh	19h	↑ up	transition	bullish_transition	moderate	grind	0.621	normal	bull_high	69%	noisy_chop 37%	early 12b 0.6ATR	—	—	0.35	82%	↓ -0.78	value	+1.39	—	#121524	0.58	bull_high	+13.84%	+0.96	04/10 20:00 upd 05/10 20:17	↗
4h #240169	fresh	3h	↓ down	transition	bearish_transition	moderate	grind	0.416	compression	range_high	39%	noisy_chop 36%	early 4b -0.4ATR	—	—	1.23	30%	↔ -0.04	above_value	-0.22	—	#124120	0.34	bull_high	+2.28%	+0.11	06/10 08:00 upd 06/10 12:11	↗
1h anchor #241254	fresh	0s	↔ neutral	range	range	moderate	grind	0.652	normal	range_high	38%	noisy_chop 40%	early 1b 0.6ATR	—	near 0.3ATR	1.10	62%	↑ +0.53	above_value	+1.03	—	#124610	0.63	range_medium	+0.07%	-0.13	06/10 14:00 upd 06/10 15:08	↗
15m #241192	fresh	0s	↑ up	transition	bullish_transition	strong	balanced	0.695	volatile_reversal	bull_medium	55%	noisy_chop 46%	mid 2b 1.1ATR	—	—	0.16	22%	↓ -0.30	above_value	+0.78	—	#124469	0.60	range_low	-0.41%	+0.30	06/10 14:45 upd 06/10 15:00	↗
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 #181567	fresh	2026-10-06 14:00	0s	0.562	0.505	15/72	2026-10-06 15:00	2026-10-06 15:35
4h #181358	fresh	2026-10-06 08:00	3h	0.485	0.502	52/69	2026-10-06 12:00	2026-10-06 12:37
1d #179923	fresh	2026-10-04 20:00	19h	0.493	0.674	56/73	2026-10-05 20:00	2026-10-05 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 #124540	fresh	2026-10-06 14:45	0s	$0.201294	$0.207480	$0.199735	value	2.24	5.25
7d #124610	fresh	2026-10-06 14:00	0s	$0.201763	$0.207277	$0.199859	hvn	1.03	2.69
30d #124189	fresh	2026-10-06 08:00	3h	$0.218049	$0.254960	$0.169701	hvn	-2.90	16.26

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	$0.198930 → $0.199835	0.45%	0.61	0.88	continuation_down	✓	↑ $0.004765	+3.23
below	$0.205770 → $0.206775	0.49%	0.68	0.67	reversion	✓	↓ $0.001170	-0.79

Prix observé : $0.204600. 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 → $0.191437	1.58%	1.09	0.88	continuation_down	✓	↑ $0.013163	+4.78
below	$0.210485 → $0.212490	0.95%	0.73	0.87	continuation_up	✓	↓ $0.005885	-2.14

Prix observé : $0.204600. 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	$0.179059 → $0.183218	2.30%	0.79	0.61	continuation_down	✓	↑ $0.021382	+4.08
above	$0.184257 → $0.196734	6.55%	2.38	0.66	continuation_down	✓	↑ $0.007866	+1.50
below	$0.243523 → $0.256000	5.00%	2.38	0.67	continuation_up	✓	↓ $0.038923	-7.42

Prix observé : $0.204600. 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": "2026-10-06T18:46:02+00:00",
        "staleness_seconds": 838,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-06T19:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-06T18:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-06T18:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}