Observation #2706

← Research Observations / #2706

🪙 MORPHO page 📊 Market Context

🪙 MORPHO

Market snapshot at

2026-09-27 07:00 UTC

T — snapshot anchor

Last closed 1h candle

06:00–07:00

features known as of T*

Outcome entry

07:05 UTC

T + 5 minutes

Record created

08:16 UTC

Historical computation

Price

$2.7474

Universe

Eligible

Vol 24h: $1,412,608

Synced: 09-27 08:02 +1h

← Prev (09-27 06:00) Next (09-27 08:00) →

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

Chart · MORPHO — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationbroad_risk_on

Leadershipalts

BTC bias 1Dbull

Breadth score0.7552

evaluated_at: 2026-09-27 06:46:11 · staleness: 14min

Funding (settled)

fresh

Rate0.005545%

Annualized48.57%

Premium0.00094356

Settled at: 2026-09-27 07:00:00

staleness: 0s

Open Interest

fresh

OI (coin)2,749,514.80

OI (USD)$7,555,117

Mark price$2.7478

Funding next0.005153%

Day vol (USD)$2,361,282

Snapshot at: 2026-09-27 06:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.070%

Change 4h +0.614%

Change 24h -3.063%

Z-score 7d -0.04

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.002329%

Percentile 7d 70.2%

Percentile 30d 92.5%

Δ 4h 0.000000%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +0.560%

Divergence 0.15

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.091

OI / Vol z-7d

2.59 extrême

OI momentum 4h

-0.052%

Funding +ratio 24h

100.0%

Sign streak

+457 crowded

Time: 2026-09-27 06:00:00 OI observed: 05:55:03 (5min ago) Funding at: 06:00 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 #146498	fresh	11h	↑ up	range	range	weak	fading	0.443	expansion	bull_high_confirmed	54%	noisy_chop 40%	mid 10b 1.0ATR	—	—	0.87	79%	↑ +0.52	above_value	-0.11	—	#83777	0.51	bull_high	+14.90%	-0.06	25/09 20:00 upd 26/09 20:22	↗
4h #149808	fresh	3h	↑ up	range	range	moderate	grind	0.707	compression	bull_high	66%	noisy_chop 39%	early 11b 0.6ATR	—	—	0.28	42%	↓ -0.56	above_value	+0.25	—	#85250	0.38	bull_high	+3.86%	+0.65	27/09 00:00 upd 27/09 04:18	↗
1h anchor #150994	fresh	0s	↑ up	range	range	moderate	grind	0.680	normal	bull_high	57%	noisy_chop 38%	early 2b 0.1ATR	—	—	0.98	33%	↔ -0.13	above_value	+0.32	—	#85814	0.33	bull_low	+0.80%	-0.11	27/09 06:00 upd 27/09 07:11	↗
15m #150916	fresh	0s	↔ neutral	range	range	strong	balanced	0.655	compression	range_medium	40%	noisy_chop 40%	early 2b -0.2ATR	near -0.1ATR	—	0.12	4%	↔ +0.13	above_value	+0.52	—	#85654	0.48	range_low	+0.56%	-0.04	27/09 06:45 upd 27/09 07:03	↗
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 #159440	fresh	2026-09-27 06:00	0s	0.496	0.534	69/80	2026-09-27 07:00	2026-09-27 07:36
4h #159201	fresh	2026-09-27 00:00	3h	0.563	0.690	63/81	2026-09-27 04:00	2026-09-27 04:39
1d #158380	fresh	2026-09-25 20:00	11h	0.574	0.781	62/82	2026-09-26 20:00	2026-09-26 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 #85734	fresh	2026-09-27 06:45	0s	$2.7625	$2.8013	$2.7191	value	-0.90	4.88
7d #85814	fresh	2026-09-27 06:00	0s	$2.7342	$2.8604	$2.6391	hvn	0.32	5.45
30d #85331	fresh	2026-09-27 00:00	3h	$2.7193	$2.8340	$2.3990	hvn	0.17	4.71

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	$2.6491 → $2.6917	1.60%	2.53	0.78	continuation_down	✓	↑ $0.055693	+3.31

Prix observé : $2.7474. 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	$2.4532 → $2.5506	3.89%	2.40	0.83	continuation_down	✓	↑ $0.196832	+4.85
below	$2.9489 → $2.9843	1.19%	0.87	0.82	continuation_up	✓	↓ $0.201493	-4.96

Prix observé : $2.7474. 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
below	$2.8736 → $2.9843	3.78%	1.20	0.71	continuation_up	✓	↓ $0.126160	-1.36

Prix observé : $2.7474. 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": "2026-09-27T10:46:11+00:00",
        "staleness_seconds": 829,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-27T11:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-27T10:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-27T10:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}