Observation #31552

← Research Observations / #31552

🪙 AAVE page 📊 Market Context

🪙 AAVE

Market snapshot at

2026-10-12 22:00 UTC

T — snapshot anchor

Last closed 1h candle

21:00–22:00

features known as of T*

Outcome entry

22:05 UTC

T + 5 minutes

Record created

23:15 UTC

Historical computation

Price

$156.35

Universe

Eligible

Vol 24h: $18,756,625

Synced: 10-12 23:15 +1.3h

← Prev (10-12 21:00) Next (10-12 23:00) →

* 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

Participationalt_capitulation

Leadershipbtc

BTC bias 1Dbull

Breadth score0.0991

evaluated_at: 2026-10-12 21:46:18 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00033873

Settled at: 2026-10-12 22:00:00

staleness: 0s

Open Interest

fresh

OI (coin)412,519.44

OI (USD)$64,456,163

Mark price$156.25

Funding next0.001250%

Day vol (USD)$19,549,946

Snapshot at: 2026-10-12 21:55:05

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -1.979%

Change 4h -3.537%

Change 24h -6.109%

Z-score 7d -4.21 extrême

💰 Funding Context settled

Current -0.000802%

Avg 24h 0.000953%

Percentile 7d 1.2% bottom

Percentile 30d 2.5%

Δ 4h -0.002052%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -1.493%

Divergence 3.20 fort

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.297

OI / Vol z-7d

-1.40

OI momentum 4h

-3.249%

Funding +ratio 24h

88.0%

Sign streak

-1

Time: 2026-10-12 21:00:00 OI observed: 20:55:05 (5min ago) Funding at: 21:00 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 #299835	fresh	2h	↑ up	range	range	moderate	grind	0.682	expansion_after_compression	bull_high	65%	noisy_chop 39%	early 10b -0.5ATR	—	—	0.72	79%	↓ -0.43	below_value	-7.18	—	#150326	0.68	bull_high	+7.21%	+0.80	11/10 20:00 upd 12/10 20:20	↗
4h #299725	fresh	2h	↓ down	transition	bearish_transition	moderate	grind	0.481	compression	bear_high_confirmed	58%	noisy_chop 49%	late 16b -3.2ATR	—	—	2.38	81%	↑ +0.59	below_value	-7.18	inside	#150326	0.56	bear_high_confirmed	-1.92%	-0.59	12/10 16:00 upd 12/10 20:14	↗
1h anchor #300695	fresh	0s	↓ down	early_expansion	bearish_transition	moderate	balanced	0.543	expansion	bear_high_confirmed	61%	choppy 49%	late 1b -2.5ATR	—	—	1.29	89%	↑ +0.58	below_value	-7.79	inside	#150753	0.65	bear_medium	-0.83%	-0.55	12/10 21:00 upd 12/10 22:11	↗
15m #300621	fresh	0s	↓ down	transition	bearish_transition	strong	fading	0.583	volatile_reversal	bear_medium	53%	noisy_chop 47%	early 7b -0.6ATR	—	near -0.2ATR	0.53	80%	↑ +0.30	below_value	-9.46	—	#150581	0.68	range_low	-0.45%	-0.24	12/10 21:45 upd 12/10 22:01	↗
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 #196543	fresh	2026-10-12 21:00	0s	0.526	0.301	40/85	2026-10-12 22:00	2026-10-12 22:35
4h #196290	fresh	2026-10-12 16:00	2h	0.482	0.276	40/84	2026-10-12 20:00	2026-10-12 20:38
1d #196374	fresh	2026-10-11 20:00	2h	0.399	0.466	45/84	2026-10-12 20:00	2026-10-12 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 #150667	fresh	2026-10-12 21:45	0s	$166.43	$170.72	$157.77	between	-8.45	10.85
7d #150753	fresh	2026-10-12 21:00	0s	$172.88	$175.24	$164.42	between	-7.79	5.10
30d #150411	fresh	2026-10-12 16:00	2h	$166.90	$187.11	$147.32	value	-2.37	10.40

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	$151.94 → $153.40	0.95%	1.22	0.70	continuation_down	✓	↑ $2.9527	+2.47
below	$159.39 → $160.36	0.61%	0.81	0.48	reversion	—	↓ $3.0382	-2.55
below	$161.98 → $162.63	0.40%	0.54	0.43	reversion	—	↓ $5.6288	-4.72
below	$170.07 → $171.37	0.76%	1.09	0.70	continuation_up	✓	↓ $13.7247	-11.50

Prix observé : $156.35. 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	$151.94 → $153.60	1.09%	0.78	0.77	continuation_down	✓	↑ $2.7455	+1.29
below	$158.32 → $159.99	1.05%	0.78	0.74	continuation_down	✓	↓ $1.9706	-0.93
below	$176.35 → $179.40	1.72%	1.44	0.82	continuation_up	✓	↓ $20.0027	-9.42
below	$183.29 → $185.23	1.05%	0.91	0.83	continuation_up	✓	↓ $26.9381	-12.69

Prix observé : $156.35. 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 → $124.31	9.43%	2.93	0.73	continuation_down	✓	↑ $32.0385	+8.38
above	$128.04 → $134.26	4.74%	1.63	0.76	continuation_down	✓	↑ $22.0905	+5.78

Prix observé : $156.35. 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": "2026-10-13T01:46:18+00:00",
        "staleness_seconds": 822,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-13T02:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-13T01:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-13T01:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}