Chart · SPX — marker à observed_at
Market Regime
freshFunding (settled)
freshOpen Interest
fresh
⚠️ funding_next = taux qui settlera à la prochaine heure, pas déjà appliqué.
Derivatives Features v1 ⓘ
freshMarket 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 | stale | 2.5d | Pas de snapshot | |||||||||||||||||||||||||
| 4h | stale | 2.1d | Pas de snapshot | |||||||||||||||||||||||||
|
1h
anchor #294371
|
fresh | 0s | ↔ neutral | transition | bullish_transition | moderate | balanced | 0.622 | expansion | range_high |
39%
|
noisy_chop 40% | early 6b -0.1ATR | — | — | 0.16 | 11% | ↓ -0.80 | above_value | +1.60 | — | #147953 | 0.64 | range_low | +0.19% | +0.14 |
12/10 06:00
upd 12/10 07:11
|
↗ |
|
15m
#294295
|
fresh | 0s | ↓ down | range | range | moderate | grind | 0.385 | compression | range_medium |
39%
|
noisy_chop 44% | early 4b -0.5ATR | near -0.6ATR | near 0.4ATR | 1.00 | 73% | ↓ -0.36 | above_value | +1.20 | — | #147789 | 0.59 | range_low | -0.11% | -0.06 |
12/10 06:45
upd 12/10 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
#194923
|
fresh | 2026-10-12 06:00 | 0s | 0.506 | 0.533 | 62/81 | 2026-10-12 07:00 | 2026-10-12 07:36 |
| 4h | stale | 2026-10-10 00:00 | 2.1d | — | — | — | — | — |
| 1d | stale | 2026-10-08 20:00 | 2.5d | — | — | — | — | — |
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
#147871
|
fresh | 2026-10-12 06:45 | 0s | $0.383870 | $0.385577 | $0.379354 | value | -1.77 | 3.14 |
|
7d
#147953
|
fresh | 2026-10-12 06:00 | 0s | $0.373043 | $0.421525 | $0.358842 | hvn | 1.60 | 13.70 |
| 30d | stale | 2026-10-10 00:00 | 2.1d | — | — | — | — | — | — |
evaluated_at = ouverture de la dernière candle fermée du rolling window. Data cutoff réel = evaluated_at + source TF.
LVN zones (window 24h — source TF 15m) ⓘ
| Status | Range | Width % | Width ATR | Depth | Setup | Tradable | Distance ($) | Dist ATR |
|---|---|---|---|---|---|---|---|---|
| above | $0.367710 → $0.369517 | 0.49% | 0.91 | 0.92 | continuation_down | ✓ | ↑ $0.010853 | +5.47 |
| above | $0.370922 → $0.373933 | 0.81% | 1.52 | 0.90 | continuation_down | ✓ | ↑ $0.006437 | +3.25 |
| below | $0.387383 → $0.389391 | 0.52% | 1.01 | 0.77 | continuation_up | ✓ | ↓ $0.007013 | -3.54 |
Prix observé : $0.380370.
Les zones viennent du payload_json.lvn_zones[] du snapshot 24h
(toutes les zones, incluant non-tradable). Setup à titre indicatif
— ne pas filtrer dessus (labels peu fiables).
LVN zones (window 7d — source TF 1h) ⓘ
| Status | Range | Width % | Width ATR | Depth | Setup | Tradable | Distance ($) | Dist ATR |
|---|---|---|---|---|---|---|---|---|
| above | $0.345130 → $0.349048 | 1.13% | 0.86 | 0.78 | continuation_down | ✓ | ↑ $0.031322 | +6.85 |
| above | $0.354924 → $0.362760 | 2.18% | 1.71 | 0.64 | continuation_down | ✓ | ↑ $0.017610 | +3.85 |
| below | $0.397039 → $0.399977 | 0.74% | 0.64 | 0.63 | reversion | ✓ | ↓ $0.016669 | -3.64 |
| below | $0.437195 → $0.445030 | 1.78% | 1.71 | 0.69 | continuation_up | ✓ | ↓ $0.056825 | -12.42 |
| below | $0.457763 → $0.462660 | 1.06% | 1.07 | 0.70 | continuation_up | ✓ | ↓ $0.077393 | -16.92 |
Prix observé : $0.380370.
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) ⓘ
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": "2026-10-12T10:46:09+00:00",
"staleness_seconds": 831,
"resolution": "fresh"
},
"funding_rate": {
"evaluated_at": "2026-10-12T11:00:00+00:00",
"staleness_seconds": 0,
"resolution": "fresh"
},
"open_interest": {
"evaluated_at": "2026-10-12T10:55:06+00:00",
"staleness_seconds": 294,
"resolution": "fresh"
},
"derivatives_features": {
"evaluated_at": "2026-10-12T10:00:00+00:00",
"staleness_seconds": 0,
"resolution": "fresh"
}
}