Observation #28399

← Research Observations / #28399

🪙 ARB page 📊 Market Context

🪙 ARB

Market snapshot at

2026-10-11 05:00 UTC

T — snapshot anchor

Last closed 1h candle

04:00–05:00

features known as of T*

Outcome entry

05:05 UTC

T + 5 minutes

Record created

06:15 UTC

Historical computation

Price

$0.194430

Universe

Eligible

Vol 24h: $7,430,305

Synced: 10-11 06:15 +1.3h

← Prev (10-11 04:00) Next (10-11 06:00) →

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

Chart · ARB — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationmixed_dispersion

Leadershipmixed

BTC bias 1Dbull

Breadth score0.4222

evaluated_at: 2026-10-11 04:46:01 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00039082

Settled at: 2026-10-11 05:00:00

staleness: 0s

Open Interest

fresh

OI (coin)102,383,036.00

OI (USD)$19,942,168

Mark price$0.194780

Funding next0.001250%

Day vol (USD)$6,460,882

Snapshot at: 2026-10-11 04:55:05

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +1.257%

Change 4h +1.801%

Change 24h +2.184%

Z-score 7d 1.41

💰 Funding Context settled

Current 0.000297%

Avg 24h 0.000386%

Percentile 7d 42.3%

Percentile 30d 12.1%

Δ 4h -0.000953%

🔀 Price × OI

↓↑ Price ↓ · OI ↑

Price Δ 4h -0.359%

Divergence -1.22

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.148

OI / Vol z-7d

0.87

OI momentum 4h

+1.991%

Funding +ratio 24h

72.0%

Sign streak

+18 crowded

Time: 2026-10-11 04:00:00 OI observed: 03:55:05 (5min ago) Funding at: 04:00 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 #281855	fresh	9h	↑ up	transition	bullish_transition	moderate	fading	0.463	compression	bull_high	51%	noisy_chop 39%	early 17b -0.2ATR	—	—	0.29	74%	↓ -0.74	value	+1.69	—	#142311	0.58	bull_high	+9.07%	-0.92	09/10 20:00 upd 10/10 20:17	↗
4h #284574	fresh	1h	↔ neutral	transition	bearish_transition	moderate	balanced	0.616	normal	range_high	44%	noisy_chop 44%	late 16b 1.7ATR	—	—	0.82	21%	↓ -0.28	value	+2.66	—	#143536	0.38	range_high	-0.58%	+0.47	11/10 00:00 upd 11/10 04:11	↗
1h anchor #284953	fresh	0s	↑ up	early_expansion	bullish_transition	moderate	grind	0.714	expansion_after_compression	bull_high	67%	noisy_chop 42%	mid 4b 1.1ATR	—	near 0.2ATR	0.63	34%	↑ +0.29	value	+2.73	—	#143734	0.70	range_low	-0.14%	+0.44	11/10 04:00 upd 11/10 05:08	↗
15m #284893	fresh	0s	↑ up	transition	bullish_transition	strong	explosive	0.720	compression	bull_high	66%	noisy_chop 48%	early 8b 0.3ATR	—	—	0.30	26%	↓ -0.32	value	+2.66	—	#143536	0.43	range_low	+0.08%	+0.17	11/10 04:45 upd 11/10 05:00	↗
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 #192507	fresh	2026-10-11 04:00	0s	0.626	0.663	11/65	2026-10-11 05:00	2026-10-11 05:35
4h #192441	fresh	2026-10-11 00:00	1h	0.581	0.565	13/66	2026-10-11 04:00	2026-10-11 04:37
1d #191761	fresh	2026-10-09 20:00	9h	0.472	0.601	38/68	2026-10-10 20:00	2026-10-10 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 #143668	fresh	2026-10-11 04:45	0s	$0.186610	$0.194158	$0.185176	between	4.94	5.67
7d #143734	fresh	2026-10-11 04:00	0s	$0.186039	$0.203161	$0.176343	value	2.73	8.73
30d #143602	fresh	2026-10-11 00:00	1h	$0.218049	$0.254960	$0.185297	value	-3.89	12.39

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	$0.182930 → $0.185051	1.15%	1.34	0.79	continuation_down	✓	↑ $0.009379	+5.92
below	$0.196403 → $0.197900	0.76%	0.95	0.58	continuation_up	✓	↓ $0.001973	-1.25

Prix observé : $0.194430. 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	$0.161490 → $0.164791	2.02%	1.07	0.70	continuation_down	✓	↑ $0.029639	+9.65
above	$0.169329 → $0.171392	1.21%	0.67	0.67	continuation_down	✓	↑ $0.023038	+7.50
above	$0.173868 → $0.176756	1.65%	0.94	0.72	continuation_down	✓	↑ $0.017674	+5.75
below	$0.196147 → $0.198622	1.25%	0.81	0.66	reversion	✓	↓ $0.001717	-0.56
below	$0.209350 → $0.211000	0.79%	0.54	0.69	continuation_up	✓	↓ $0.014920	-4.86

Prix observé : $0.194430. 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	$0.131230 → $0.134349	2.35%	0.55	0.62	continuation_down	✓	↑ $0.060081	+10.68
above	$0.172820 → $0.176979	2.38%	0.74	0.56	continuation_down	✓	↑ $0.017451	+3.10
inside	$0.186337 → $0.195694	4.90%	1.66	0.67	continuation_down	✓	inside	+0.00
below	$0.242483 → $0.256000	5.42%	2.40	0.62	continuation_up	✓	↓ $0.048053	-8.54

Prix observé : $0.194430. 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": "2026-10-11T08:46:01+00:00",
        "staleness_seconds": 839,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-11T09:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-11T08:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-11T08:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}