Observation #30437

← Research Observations / #30437

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-10-12 09:00 UTC

T — snapshot anchor

Last closed 1h candle

08:00–09:00

features known as of T*

Outcome entry

09:05 UTC

T + 5 minutes

Record created

10:15 UTC

Historical computation

Price

$82,733.00

Universe

Eligible

Vol 24h: $2,288,351,913

Synced: 10-12 10:15 +1.3h

← Prev (10-12 08:00) Next (10-12 10:00) →

* 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

Participationbtc_led_risk_on

Leadershipbtc

BTC bias 1Dbull

Breadth score0.1406

evaluated_at: 2026-10-12 08:46:10 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00036430

Settled at: 2026-10-12 09:00:00

staleness: 0s

Open Interest

fresh

OI (coin)38,047.93

OI (USD)$3,148,086,087

Mark price$82,740.00

Funding next0.001250%

Day vol (USD)$2,044,245,120

Snapshot at: 2026-10-12 08:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.273%

Change 4h +0.907%

Change 24h +1.302%

Z-score 7d 0.35

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.000625%

Percentile 7d 100.0% top

Percentile 30d 97.2%

Δ 4h +0.000095%

🔀 Price × OI

↓↑ Price ↓ · OI ↑

Price Δ 4h -0.895%

Divergence -2.06 fort

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.766

OI / Vol z-7d

-0.19

OI momentum 4h

+0.441%

Funding +ratio 24h

84.0%

Sign streak

+21 crowded

Time: 2026-10-12 08:00:00 OI observed: 07:55:04 (5min ago) Funding at: 08:00 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	13h	↑ 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 #294691	fresh	1h	↔ neutral	transition	bearish_transition	moderate	balanced	0.598	compression	range_high	40%	noisy_chop 38%	late 22b 0.2ATR	—	—	1.26	49%	↔ +0.03	above_value	+1.54	—	#147894	—	—	—	—	12/10 04:00 upd 12/10 08:05	↗
1h anchor #295165	fresh	0s	↔ neutral	transition	bullish_transition	moderate	grind	0.641	volatile_reversal	range_low	28%	noisy_chop 38%	late 5b -1.9ATR	—	—	3.17	97%	↑ +0.20	above_value	+1.25	—	#148058	—	—	—	—	12/10 08:00 upd 12/10 09:05	↗
15m #295100	fresh	0s	↓ down	early_expansion	bearish_transition	strong	balanced	0.651	expansion	bear_low_confirmed	48%	noisy_chop 45%	late 1b -3.6ATR	near 0.0ATR	—	2.29	98%	↑ +0.23	above_value	+1.25	—	#148058	—	—	—	—	12/10 08:45 upd 12/10 09:00	↗
5m #295099	fresh	0s	↓ down	transition	bearish_transition	strong	grind	0.489	volatile_reversal	bear_low_confirmed	39%	noisy_chop 50%	late 2b -2.7ATR	near 0.0ATR	—	1.49	94%	↑ +0.93	above_value	+1.25	—	#148058	—	—	—	—	12/10 08:55 upd 12/10 09:00	↗

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 #195107	fresh	2026-10-12 08:00	0s	0.661	0.455	8/81	2026-10-12 09:00	2026-10-12 09:35
4h #195026	fresh	2026-10-12 04:00	1h	0.523	0.487	43/81	2026-10-12 08:00	2026-10-12 08:37
1d #193882	fresh	2026-10-10 20:00	13h	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 #148222	fresh	2026-10-12 08:45	0s	$83,839.30	$84,016.80	$83,321.00	lvn LVN	-5.78	3.64
7d #148304	fresh	2026-10-12 08:00	0s	$82,964.60	$84,363.80	$81,459.80	hvn	-0.66	8.21
30d #148140	fresh	2026-10-12 04:00	1h	$84,067.17	$87,052.07	$81,291.73	hvn	-1.08	9.37

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
inside	$82,611.00 → $83,065.40	0.55%	2.37	0.64	continuation_down	✓	inside	+0.00
below	$84,215.60 → $84,315.00	0.12%	0.52	0.74	continuation_up	✓	↓ $1,482.60	-7.75

Prix observé : $82,733.00. 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%	1.19	0.71	continuation_down	✓	↑ $1,959.60	+5.54
below	$84,363.80 → $85,208.60	1.00%	2.39	0.80	continuation_up	✓	↓ $1,630.80	-4.61
below	$86,423.00 → $86,687.00	0.31%	0.75	0.68	continuation_up	✓	↓ $3,690.00	-10.43

Prix observé : $82,733.00. 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%	0.68	0.63	continuation_down	✓	↑ $7,411.07	+12.05
above	$78,359.20 → $80,453.87	2.64%	3.41	0.76	continuation_down	✓	↑ $2,279.13	+3.71
below	$86,947.33 → $87,471.00	0.60%	0.85	0.75	continuation_up	✓	↓ $4,214.33	-6.85

Prix observé : $82,733.00. 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	09:05	09:20	-0.21%	-0.46×	+0.13×	-0.48×	5m	15m	High first	1.00	0.00%	-0.21%	35.22%	0.27%	$49.11M	— / —	— / —	—	100%
1h	computed	09:05	10:05	+0.23%	+0.51×	+0.86×	-0.74×	1h	25m	Low first	0.25	0.00%	+0.23%	36.32%	0.72%	$196.36M	— / —	— / —	—	100%
4h	computed	09:05	13:05	-0.26%	-0.58×	+1.04×	-0.90×	1h10m	1h50m	High first	0.06	0.00%	-0.26%	37.97%	0.87%	$457.94M	10:10 / —	— / —	—	100%
12h	computed	09:05	21:05	-1.40%	-3.13×	+1.13×	-4.58×	7h50m	11h50m	High first	0.13	0.00%	-1.40%	34.36%	2.56%	$1.63B	10:10 / —	14:45 / 19:00	—	100%
1d	computed	09:05	09:05	+0.55%	+1.23×	+3.88×	-4.58×	19h10m	11h50m	Low first	0.02	0.00%	+0.55%	37.74%	3.79%	$3.10B	10:10 / 23:35	14:45 / 19:00	—	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": "2026-10-12T12:46:10+00:00",
        "staleness_seconds": 830,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-12T13:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-12T12:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-12T12:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}