Observation #3409

← Research Observations / #3409

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-09-27 16:00 UTC

T — snapshot anchor

Last closed 1h candle

15:00–16:00

features known as of T*

Outcome entry

16:05 UTC

T + 5 minutes

Record created

17:15 UTC

Historical computation

Price

$0.449360

Universe

Eligible

Vol 24h: $2,086,710

Synced: 09-27 17:01 +1h

← Prev (09-27 15:00) Next (09-27 17:00) →

* 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 score0.7612

evaluated_at: 2026-09-27 15:46:13 · staleness: 14min

Funding (settled)

fresh

Rate0.003255%

Annualized28.51%

Premium0.00076036

Settled at: 2026-09-27 16:00:00

staleness: 0s

Open Interest

fresh

OI (coin)19,020,304.00

OI (USD)$8,536,883

Mark price$0.448830

Funding next0.003381%

Day vol (USD)$2,715,104

Snapshot at: 2026-09-27 15:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.315%

Change 4h -2.087%

Change 24h -13.135%

Z-score 7d 0.06

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.003228%

Percentile 7d 38.7%

Percentile 30d 73.5%

Δ 4h -0.003752%

🔀 Price × OI

↑↓ Price ↑ · OI ↓

Price Δ 4h +2.516%

Divergence 1.74

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.180

OI / Vol z-7d

-0.06

OI momentum 4h

-3.211%

Funding +ratio 24h

100.0%

Sign streak

+1014 crowded

Time: 2026-09-27 15:00:00 OI observed: 14:55:03 (5min ago) Funding at: 15:00 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 #146496	fresh	20h	↔ neutral	range	range	moderate	grind	0.555	compression	bull_high	46%	noisy_chop 41%	mid 22b -0.5ATR	—	—	0.48	41%	↑ +0.36	value	-7.37	—	#83776	0.73	bull_high	+14.90%	-0.99	25/09 20:00 upd 26/09 20:22	↗
4h #154700	fresh	0s	↓ down	transition	bearish_transition	moderate	fading	0.641	compression	bear_high	61%	noisy_chop 38%	early 8b -0.5ATR	—	—	0.66	33%	↔ -0.02	above_value	+1.09	—	#87391	0.63	bull_high	+3.56%	+0.18	27/09 12:00 upd 27/09 16:16	↗
1h anchor #154699	fresh	0s	↓ down	transition	bearish_transition	moderate	grind	0.360	normal	bear_high	60%	noisy_chop 38%	early 4b -0.1ATR	near 0.2ATR	near 0.2ATR	0.23	19%	↓ -0.38	above_value	+1.09	—	#87391	0.55	range_low	+0.53%	-0.19	27/09 15:00 upd 27/09 16:16	↗
15m #154488	fresh	15min	↔ neutral	transition	bearish_transition	moderate	balanced	0.601	compression	range_medium	41%	noisy_chop 47%	late 15b 1.9ATR	—	—	0.03	3%	↓ -0.67	value	+1.38	—	#87242	0.58	range_low	+0.28%	+0.14	27/09 15:30 upd 27/09 15:47	↗
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 #160311	fresh	2026-09-27 15:00	0s	0.510	0.515	50/76	2026-09-27 16:00	2026-09-27 16:36
4h #160386	fresh	2026-09-27 12:00	0s	0.411	0.440	72/76	2026-09-27 16:00	2026-09-27 16:38
1d #158379	fresh	2026-09-25 20:00	20h	0.309	0.349	82/82	2026-09-26 20:00	2026-09-26 20:21

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 #87316	fresh	2026-09-27 15:45	0s	$0.447422	$0.453163	$0.441897	hvn	0.68	3.93
7d #87391	fresh	2026-09-27 15:00	0s	$0.443527	$0.506852	$0.428597	hvn	1.09	11.95
30d #87466	fresh	2026-09-27 12:00	0s	$0.490744	$0.542972	$0.436384	value	-2.20	6.12

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	$0.432580 → $0.437563	1.15%	1.74	0.64	continuation_down	✓	↑ $0.011797	+4.12
below	$0.457063 → $0.458580	0.33%	0.53	0.88	continuation_up	✓	↓ $0.007703	-2.69

Prix observé : $0.449360. 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	$0.419330 → $0.428597	2.19%	1.41	0.83	continuation_down	✓	↑ $0.020763	+3.17
below	$0.461546 → $0.474932	2.86%	2.04	0.50	reversion	—	↓ $0.012186	-1.86
below	$0.534653 → $0.542890	1.53%	1.26	0.59	continuation_up	✓	↓ $0.085293	-13.02

Prix observé : $0.449360. 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
below	$0.613319 → $0.675140	9.60%	3.55	0.89	continuation_up	✓	↓ $0.163959	-9.42

Prix observé : $0.449360. 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": "2026-09-27T19:46:13+00:00",
        "staleness_seconds": 827,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-27T20:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-27T19:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-27T19:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}