Observation #31766

← Research Observations / #31766

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-13 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

$0.369440

Universe

Eligible

Vol 24h: $4,173,276

Synced: 10-13 01:01 +1h

← Prev (10-12 23:00) Next (10-13 01:00) →

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

Chart · SPX — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationbroad_risk_on

Leadershipalts

BTC bias 1Dbull

Breadth score0.5741

evaluated_at: 2026-10-12 23:46:15 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00000950

Settled at: 2026-10-13 00:00:00

staleness: 0s

Open Interest

fresh

OI (coin)15,890,617.20

OI (USD)$5,867,610

Mark price$0.369250

Funding next0.001250%

Day vol (USD)$4,217,818

Snapshot at: 2026-10-12 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 -2.383%

Change 4h -5.853%

Change 24h —

Z-score 7d —

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001300%

Percentile 7d 91.1%

Percentile 30d 67.2%

Δ 4h 0.000000%

🔀 Price × OI

↑↓ Price ↑ · OI ↓

Price Δ 4h +3.259%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.394

OI / Vol z-7d

—

OI momentum 4h

-5.909%

Funding +ratio 24h

100.0%

Sign streak

+1382 crowded

Time: 2026-10-12 23:00:00 OI observed: 22:55:04 (5min ago) Funding at: 23:00 Coverage 30d: 100% (720 samples) OI samples 7d: 123 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 #299984	fresh	4h	↔ neutral	range	range	moderate	fading	0.409	compression	bear_high	46%	noisy_chop 42%	late 38b -1.9ATR	near 0.0ATR	—	1.49	85%	↓ -0.45	value	-2.69	—	#150368	0.72	bull_high	+7.21%	-1.00	11/10 20:00 upd 12/10 20:27	↗
4h #301661	fresh	0s	↓ down	transition	bearish_transition	moderate	fading	0.639	normal	bear_high	60%	noisy_chop 38%	early 5b -0.5ATR	—	—	2.12	82%	↑ +0.84	above_value	-0.44	—	#151139	0.62	range_high	-0.14%	-0.03	12/10 20:00 upd 13/10 00:19	↗
1h anchor #301659	fresh	0s	↓ down	transition	bearish_transition	strong	grind	0.340	volatile_reversal	bear_high	51%	noisy_chop 43%	mid 3b 0.4ATR	—	near -0.8ATR	0.21	59%	↑ +0.29	above_value	-0.44	—	#151139	0.65	range_medium	+0.24%	-0.27	12/10 23:00 upd 13/10 00:19	↗
15m #301483	fresh	0s	↔ neutral	transition	bearish_transition	moderate	balanced	0.594	normal	range_high	42%	noisy_chop 48%	late 12b 2.4ATR	—	—	0.07	31%	↓ -0.19	value	-1.86	—	#150967	0.66	range_low	+0.59%	+0.11	12/10 23:45 upd 13/10 00:04	↗
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 #196755	fresh	2026-10-12 23:00	0s	0.562	0.554	26/85	2026-10-13 00:00	2026-10-13 00:37
4h #196840	fresh	2026-10-12 20:00	0s	0.575	0.408	35/85	2026-10-13 00:00	2026-10-13 00:39
1d #196416	fresh	2026-10-11 20:00	4h	0.233	0.083	82/84	2026-10-12 20:00	2026-10-12 20:22

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 #151053	fresh	2026-10-12 23:45	0s	$0.368664	$0.376247	$0.364971	hvn	0.24	3.52
7d #151139	fresh	2026-10-12 23:00	0s	$0.372412	$0.392009	$0.355889	hvn	-0.44	5.38
30d #151225	fresh	2026-10-12 20:00	0s	$0.443186	$0.513226	$0.412698	lvn LVN	-7.72	9.48

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	$0.345140 → $0.349417	1.23%	1.33	0.93	continuation_down	✓	↑ $0.020023	+6.25
above	$0.352139 → $0.355638	0.99%	1.09	0.92	continuation_down	✓	↑ $0.013802	+4.31

Prix observé : $0.369440. 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 → $0.348972	1.11%	0.57	0.83	continuation_down	✓	↑ $0.020468	+3.05
below	$0.396620 → $0.403536	1.73%	1.03	0.71	continuation_up	✓	↓ $0.027180	-4.05
below	$0.425822 → $0.431202	1.26%	0.80	0.69	continuation_up	✓	↓ $0.056382	-8.39

Prix observé : $0.369440. 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	$0.345130 → $0.361610	4.66%	1.55	0.71	continuation_down	✓	↑ $0.007830	+0.74
below	$0.386330 → $0.407754	5.40%	2.02	0.65	continuation_down	✓	↓ $0.016890	-1.59
below	$0.531354 → $0.542890	2.15%	1.09	0.64	continuation_up	✓	↓ $0.161914	-15.27

Prix observé : $0.369440. 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": "2026-10-13T03:46:15+00:00",
        "staleness_seconds": 825,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-13T04:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-13T03:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-13T03:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}