Observation #25437

← Research Observations / #25437

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-09 11:00 UTC

T — snapshot anchor

Last closed 1h candle

10:00–11:00

features known as of T*

Outcome entry

11:05 UTC

T + 5 minutes

Record created

12:16 UTC

Historical computation

Price

$0.374920

Universe

Eligible

Vol 24h: $1,369,638

Synced: 10-09 12:02 +1h

← Prev (10-09 10:00) Next (10-09 12:00) →

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

Chart · SPX — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_pullback

Environmenttrend_pullback

Participationbtc_led_risk_on

Leadershipbtc

BTC bias 1Dbull

Breadth score0.4734

evaluated_at: 2026-10-09 10:46:12 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00000199

Settled at: 2026-10-09 11:00:00

staleness: 0s

Open Interest

fresh

OI (coin)17,601,188.00

OI (USD)$6,606,782

Mark price$0.375360

Funding next0.001250%

Day vol (USD)$1,903,551

Snapshot at: 2026-10-09 10:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.300%

Change 4h +1.286%

Change 24h -4.218%

Z-score 7d —

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001250%

Percentile 7d 50.6%

Percentile 30d 67.1%

Δ 4h 0.000000%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +3.065%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.378

OI / Vol z-7d

—

OI momentum 4h

+1.975%

Funding +ratio 24h

100.0%

Sign streak

+1297 crowded

Time: 2026-10-09 10:00:00 OI observed: 09:55:03 (5min ago) Funding at: 10:00 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 #263157	fresh	15h	↔ neutral	range	range	moderate	grind	0.537	compression	bear_high	47%	noisy_chop 44%	late 34b -2.1ATR	near 0.2ATR	—	1.37	89%	↓ -0.33	below_value	-7.39	—	#134071	0.72	bull_high	+7.83%	-1.00	07/10 20:00 upd 08/10 20:27	↗
4h #268301	fresh	3h	↓ down	range	range	moderate	grind	0.397	compression	bear_high	56%	noisy_chop 47%	mid 4b -1.5ATR	—	—	0.64	60%	↓ -0.28	below_value	-8.24	inside	#136342	0.64	range_high	-0.47%	-0.76	09/10 04:00 upd 09/10 08:20	↗
1h anchor #269536	fresh	0s	↓ down	range	range	strong	balanced	0.499	compression	bear_high	62%	noisy_chop 38%	early 4b 0.8ATR	—	near 0.1ATR	2.63	82%	↑ +0.47	below_value	-7.84	—	#136941	0.66	range_medium	-0.55%	+0.23	09/10 10:00 upd 09/10 11:11	↗
15m #269370	fresh	15min	↑ up	range	range	moderate	fading	0.436	volatile_reversal	bull_medium_confirmed	52%	noisy_chop 49%	late 2b 1.9ATR	—	—	0.21	40%	↑ +0.21	below_value	-8.80	—	#136769	0.72	range_low	+0.69%	+0.24	09/10 10:30 upd 09/10 10:47	↗
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 #188618	fresh	2026-10-09 10:00	0s	0.563	0.471	14/85	2026-10-09 11:00	2026-10-09 11:36
4h #188361	fresh	2026-10-09 04:00	3h	0.409	0.240	57/85	2026-10-09 08:00	2026-10-09 08:39
1d #187114	fresh	2026-10-07 20:00	15h	0.201	0.040	83/83	2026-10-08 20:00	2026-10-08 20:22

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 #136855	fresh	2026-10-09 10:45	0s	$0.367475	$0.376775	$0.355678	value	2.72	7.70
7d #136941	fresh	2026-10-09 10:00	0s	$0.421035	$0.462660	$0.383327	hvn	-7.84	13.49
30d #136427	fresh	2026-10-09 04:00	3h	$0.443186	$0.508282	$0.417642	lvn LVN	-6.07	7.02

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	$0.345130 → $0.348739	1.04%	1.32	0.74	continuation_down	✓	↑ $0.026181	+9.56
above	$0.359009 → $0.361507	0.69%	0.91	0.41	reversion	—	↑ $0.013413	+4.90
below	$0.376219 → $0.378440	0.59%	0.81	0.69	continuation_up	✓	↓ $0.001299	-0.47

Prix observé : $0.374920. 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	$0.345130 → $0.363739	5.25%	3.16	0.67	continuation_down	✓	↑ $0.011181	+1.90
below	$0.396060 → $0.403895	1.96%	1.33	0.62	reversion	✓	↓ $0.021140	-3.59

Prix observé : $0.374920. 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	$0.345130 → $0.374794	8.24%	2.30	0.79	continuation_down	✓	↑ $0.000126	+0.01
below	$0.387978 → $0.402810	3.75%	1.15	0.72	continuation_down	✓	↓ $0.013058	-1.01

Prix observé : $0.374920. 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": "2026-10-09T14:46:12+00:00",
        "staleness_seconds": 828,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-09T15:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-09T14:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-09T14:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}