Observation #29719

← Research Observations / #29719

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-10-12 00:00 UTC

T — snapshot anchor

Last closed 1h candle

23:00–00:00

features known as of T*

Outcome entry

00:05 UTC

T + 5 minutes

Record created

01:15 UTC

Historical computation

Price

$83,572.00

Universe

Eligible

Vol 24h: $1,468,325,953

Synced: 10-12 01:15 +1.3h

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

Chart · BTC — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationmixed_dispersion

Leadershipmixed

BTC bias 1Dbull

Breadth score0.5273

evaluated_at: 2026-10-11 23:46:12 · staleness: 14min

Funding (settled)

fresh

Rate0.000467%

Annualized4.09%

Premium-0.00046264

Settled at: 2026-10-12 00:00:00

staleness: 0s

Open Interest

fresh

OI (coin)38,247.13

OI (USD)$3,197,001,106

Mark price$83,588.00

Funding next0.000524%

Day vol (USD)$1,360,537,736

Snapshot at: 2026-10-11 23:55:05

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.142%

Change 4h +0.697%

Change 24h +0.413%

Z-score 7d -0.21

💰 Funding Context settled

Current 0.000462%

Avg 24h 0.000030%

Percentile 7d 26.2%

Percentile 30d 15.3%

Δ 4h -0.000634%

🔀 Price × OI

↓↑ Price ↓ · OI ↑

Price Δ 4h -0.188%

Divergence -0.69

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

2.326

OI / Vol z-7d

0.40

OI momentum 4h

-0.077%

Funding +ratio 24h

48.0%

Sign streak

+12 crowded

Time: 2026-10-11 23:00:00 OI observed: 22:55:03 (5min ago) Funding at: 23:00 Coverage 30d: 100% (720 samples) OI samples 7d: 168 Funding interval: 1h

Market Contexts (5) ⓘ

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 #290123	fresh	4h	↑ up	transition	bullish_transition	strong	grind	0.639	compression	bull_high	61%	noisy_chop 36%	early 20b 0.3ATR	—	—	0.54	19%	↓ -0.33	value	+3.23	—	#145984	—	—	—	—	10/10 20:00 upd 11/10 20:15	↗
4h #291576	fresh	0s	↔ neutral	transition	bearish_transition	moderate	balanced	0.620	compression	range_high	40%	noisy_chop 44%	late 20b 1.1ATR	—	—	1.14	39%	↓ -0.25	value	+3.09	—	#146494	—	—	—	—	11/10 20:00 upd 12/10 00:05	↗
1h anchor #291575	fresh	0s	↑ up	early_expansion	bullish_transition	strong	explosive	0.809	expansion_after_compression	range_low	42%	noisy_chop 38%	early 6b 0.4ATR	—	near 0.2ATR	0.23	11%	↑ +0.56	value	+3.09	—	#146494	—	—	—	—	11/10 23:00 upd 12/10 00:05	↗
15m #291512	fresh	0s	↔ neutral	range	range	strong	balanced	0.679	expansion_after_compression	range_low	40%	noisy_chop 43%	early 6b -0.7ATR	—	—	0.35	51%	↓ -0.36	value	+3.09	—	#146494	—	—	—	—	11/10 23:45 upd 12/10 00:00	↗
5m #291511	fresh	0s	↓ down	transition	bearish_transition	strong	grind	0.307	compression	range_low	41%	noisy_chop 47%	mid 20b -1.8ATR	—	—	0.59	36%	↓ -0.45	value	+3.09	—	#146494	—	—	—	—	11/10 23:55 upd 12/10 00:00	↗

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 #194175	fresh	2026-10-11 23:00	0s	0.529	0.512	55/74	2026-10-12 00:00	2026-10-12 00:35
4h #194249	fresh	2026-10-11 20:00	0s	0.521	0.503	48/74	2026-10-12 00:00	2026-10-12 00:37
1d #193882	fresh	2026-10-10 20:00	4h	0.531	0.595	40/73	2026-10-11 20:00	2026-10-11 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 #146568	fresh	2026-10-11 23:45	0s	$83,846.42	$84,169.66	$83,523.18	value	-2.02	4.75
7d #146642	fresh	2026-10-11 23:00	0s	$82,964.60	$84,363.80	$80,773.40	value	2.28	13.49
30d #146716	fresh	2026-10-11 20:00	0s	$84,067.17	$87,052.07	$81,187.00	hvn	-0.64	9.94

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	$82,820.00 → $82,933.42	0.14%	0.83	0.91	continuation_down	✓	↑ $638.58	+4.70
above	$83,194.28 → $83,341.72	0.18%	1.08	0.59	continuation_down	✓	↑ $230.28	+1.69
below	$84,022.22 → $84,181.00	0.19%	1.17	0.59	continuation_up	✓	↓ $450.22	-3.31

Prix observé : $83,572.00. 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	$80,351.00 → $80,773.40	0.52%	1.59	0.71	continuation_down	✓	↑ $2,798.60	+10.52
below	$84,258.20 → $85,208.60	1.12%	3.57	0.78	reversion	✓	↓ $686.20	-2.58
below	$86,528.60 → $86,687.00	0.18%	0.60	0.71	continuation_up	✓	↓ $2,956.60	-11.11

Prix observé : $83,572.00. 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	$74,903.00 → $75,321.93	0.56%	0.71	0.63	continuation_down	✓	↑ $8,250.07	+13.98
above	$78,359.20 → $80,453.87	2.64%	3.55	0.76	continuation_down	✓	↑ $3,118.13	+5.28
below	$86,947.33 → $87,471.00	0.60%	0.89	0.75	continuation_up	✓	↓ $3,375.33	-5.72

Prix observé : $83,572.00. 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	computed	00:05	00:20	-0.07%	-0.21×	+0.02×	-0.21×	10m	15m	High first	0.92	0.00%	-0.07%	1.64%	0.08%	$14.07M	— / —	— / —	—	100%
1h	computed	00:05	01:05	+0.82%	+2.30×	+2.40×	-0.27×	1h	20m	Low first	0.72	0.00%	+0.82%	30.20%	0.95%	$100.82M	00:35 / 00:45	— / —	—	100%
4h	computed	00:05	04:05	+0.27%	+0.77×	+2.61×	-0.27×	3h10m	20m	Low first	0.07	0.00%	+0.27%	34.71%	1.02%	$317.56M	00:35 / 00:45	— / —	—	100%
12h	computed	00:05	12:05	-0.84%	-2.37×	+2.61×	-3.97×	3h10m	10h50m	High first	0.08	0.00%	-0.84%	33.56%	2.33%	$1.27B	00:35 / 00:45	08:20 / 08:35	—	100%
1d	computed	00:05	00:05	-0.20%	-0.55×	+2.61×	-8.58×	3h10m	20h50m	High first	0.01	0.00%	-0.20%	35.49%	3.97%	$3.06B	00:35 / 00:45	08:20 / 08:35	—	100%

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": "2026-10-12T03:46:12+00:00",
        "staleness_seconds": 828,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-12T04:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-12T03:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-12T03:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}