Observation #20318

← Research Observations / #20318

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-06 20:00 UTC

T — snapshot anchor

Last closed 1h candle

19:00–20:00

features known as of T*

Outcome entry

20:05 UTC

T + 5 minutes

Record created

21:15 UTC

Historical computation

Price

$0.419090

Universe

Eligible

Vol 24h: $3,666,899

Synced: 10-06 21:01 +1h

← Prev (10-06 19:00) Next (10-06 21:00) →

* 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

Participationmixed_dispersion

Leadershipmixed

BTC bias 1Dbull

Breadth score0.3519

evaluated_at: 2026-10-06 19:46:07 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00049709

Settled at: 2026-10-06 20:00:00

staleness: 0s

Open Interest

fresh

OI (coin)19,735,214.20

OI (USD)$8,271,028

Mark price$0.419100

Funding next0.001250%

Day vol (USD)$3,700,878

Snapshot at: 2026-10-06 19:55:03

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.006%

Change 4h +3.280%

Change 24h -2.980%

Z-score 7d —

💰 Funding Context settled

Current 0.002537%

Avg 24h 0.002324%

Percentile 7d 56.0%

Percentile 30d 74.7%

Δ 4h +0.001287%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +0.201%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

2.220

OI / Vol z-7d

—

OI momentum 4h

+6.844%

Funding +ratio 24h

100.0%

Sign streak

+1234 crowded

Time: 2026-10-06 19:00:00 OI observed: 18:55:04 (5min ago) Funding at: 19:00 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 #243276	fresh	0s	↔ neutral	range	range	moderate	grind	0.530	compression	bear_high	46%	noisy_chop 39%	late 32b -0.9ATR	—	—	1.30	86%	↓ -0.31	value	-0.62	—	#125428	0.72	bull_high	+13.29%	-0.96	05/10 20:00 upd 06/10 20:24	↗
4h #243141	fresh	0s	↓ down	range	range	moderate	fading	0.656	normal	bear_high	54%	noisy_chop 38%	mid 6b -1.2ATR	near -0.1ATR	—	0.89	60%	↑ +0.70	value	-0.62	—	#125428	0.63	bull_high	+2.02%	-0.44	06/10 16:00 upd 06/10 20:16	↗
1h anchor #243139	fresh	0s	↓ down	transition	bearish_transition	strong	fading	0.588	compression	bear_high	59%	noisy_chop 35%	mid 6b -1.4ATR	—	—	0.09	20%	↓ -0.53	value	-0.62	—	#125428	0.62	range_medium	+0.12%	-0.10	06/10 19:00 upd 06/10 20:16	↗
15m #243007	fresh	0s	↓ down	range	range	strong	fading	0.596	compression	bear_medium	58%	noisy_chop 39%	early 14b -0.1ATR	—	—	0.05	2%	↓ -0.72	value	-0.74	—	#125286	0.38	range_low	-0.25%	-0.08	06/10 19:45 upd 06/10 20:03	↗
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 #182031	fresh	2026-10-06 19:00	0s	0.444	0.365	56/70	2026-10-06 20:00	2026-10-06 20:36
4h #182101	fresh	2026-10-06 16:00	0s	0.455	0.382	54/70	2026-10-06 20:00	2026-10-06 20:38
1d #182171	fresh	2026-10-05 20:00	0s	0.265	0.201	70/70	2026-10-06 20:00	2026-10-06 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 #125357	fresh	2026-10-06 19:45	0s	$0.421652	$0.430101	$0.415953	hvn	-1.20	6.64
7d #125428	fresh	2026-10-06 19:00	0s	$0.422585	$0.448004	$0.416402	value	-0.63	5.18
30d #125499	fresh	2026-10-06 16:00	0s	$0.443490	$0.505706	$0.419076	between	-1.77	6.07

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	$0.407700 → $0.413595	1.44%	2.77	0.84	continuation_down	✓	↑ $0.005495	+2.58
below	$0.448965 → $0.454860	1.30%	2.77	0.92	continuation_up	✓	↓ $0.029875	-14.03

Prix observé : $0.419090. 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	$0.407700 → $0.416402	2.11%	1.43	0.76	continuation_down	✓	↑ $0.002688	+0.44
below	$0.457622 → $0.462660	1.09%	0.83	0.56	continuation_up	✓	↓ $0.038532	-6.32

Prix observé : $0.419090. 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 → $0.406476	3.55%	0.99	0.85	continuation_down	✓	↑ $0.012614	+0.88
below	$0.548233 → $0.581310	5.86%	2.32	0.89	continuation_up	✓	↓ $0.129143	-9.04

Prix observé : $0.419090. 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": "2026-10-06T23:46:07+00:00",
        "staleness_seconds": 833,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-07T00:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-06T23:55:03+00:00",
        "staleness_seconds": 297,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-06T23:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}