Observation #28410

← Research Observations / #28410

🪙 AAVE page 📊 Market Context

🪙 AAVE

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

$167.36

Universe

Eligible

Vol 24h: $5,272,188

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 · AAVE — 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-0.00025333

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

staleness: 0s

Open Interest

fresh

OI (coin)433,456.04

OI (USD)$72,577,879

Mark price$167.44

Funding next0.001250%

Day vol (USD)$5,323,503

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 +0.016%

Change 4h -0.134%

Change 24h +0.962%

Z-score 7d 0.17

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001155%

Percentile 7d 100.0% top

Percentile 30d 95.7%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.411%

Divergence -0.26

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

13.515

OI / Vol z-7d

2.61 extrême

OI momentum 4h

+0.452%

Funding +ratio 24h

100.0%

Sign streak

+30 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 #281887	fresh	9h	↑ up	range	range	moderate	grind	0.711	expansion_after_compression	bull_high	67%	noisy_chop 39%	early 8b 0.5ATR	—	—	0.32	40%	↓ -0.41	below_value	-9.92	—	#142324	0.68	bull_high	+9.07%	+0.95	09/10 20:00 upd 10/10 20:19	↗
4h #284598	fresh	1h	↓ down	transition	bearish_transition	moderate	grind	0.378	compression	range_high	40%	noisy_chop 43%	early 6b -0.9ATR	near -0.1ATR	—	0.29	8%	↓ -0.59	value	-4.36	—	#143548	0.54	range_high	-0.58%	-0.36	11/10 00:00 upd 11/10 04:12	↗
1h anchor #284965	fresh	0s	↓ down	range	range	strong	fading	0.557	compression	bear_high	57%	noisy_chop 47%	late 7b -1.5ATR	near -0.5ATR	—	0.79	19%	↓ -0.23	value	-4.24	—	#143746	0.56	range_low	-0.14%	-0.30	11/10 04:00 upd 11/10 05:09	↗
15m #284905	fresh	0s	↓ down	transition	bearish_transition	moderate	grind	0.509	compression	bear_low	47%	noisy_chop 37%	early 8b -0.6ATR	—	near 0.1ATR	0.29	3%	↓ -0.50	value	-4.36	—	#143548	0.49	range_low	+0.08%	-0.04	11/10 04:45 upd 11/10 05:01	↗
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 #192518	fresh	2026-10-11 04:00	0s	0.446	0.425	63/65	2026-10-11 05:00	2026-10-11 05:35
4h #192453	fresh	2026-10-11 00:00	1h	0.419	0.438	50/66	2026-10-11 04:00	2026-10-11 04:37
1d #191774	fresh	2026-10-09 20:00	9h	0.497	0.678	34/68	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 #143680	fresh	2026-10-11 04:45	0s	$172.89	$174.64	$168.80	between	-11.24	11.87
7d #143746	fresh	2026-10-11 04:00	0s	$172.88	$180.44	$160.88	value	-4.24	15.02
30d #143614	fresh	2026-10-11 00:00	1h	$166.28	$187.73	$146.69	hvn	0.34	11.02

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
below	$170.86 → $171.29	0.25%	0.87	0.67	reversion	✓	↓ $3.5013	-7.11
below	$173.78 → $175.35	0.90%	3.18	0.78	continuation_up	✓	↓ $6.4225	-13.04

Prix observé : $167.36. 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	$159.72 → $163.91	2.59%	3.22	0.83	continuation_down	✓	↑ $3.4490	+2.65
below	$176.25 → $177.18	0.53%	0.72	0.78	reversion	✓	↓ $8.8912	-6.83
below	$185.80 → $187.66	1.00%	1.43	0.75	continuation_up	✓	↓ $18.4373	-14.16

Prix observé : $167.36. 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	$113.12 → $123.69	8.93%	2.84	0.71	continuation_down	✓	↑ $43.6703	+11.73
above	$128.66 → $134.88	4.72%	1.67	0.74	continuation_down	✓	↑ $32.4788	+8.72
below	$185.86 → $187.73	1.00%	0.50	0.57	continuation_up	✓	↓ $18.5048	-4.97

Prix observé : $167.36. 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"
    }
}