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
#310121
|
fresh | 11h | ↔ neutral | range | range | moderate | grind | 0.530 | compression | bear_high |
47%
|
noisy_chop 41% | late 39b -1.5ATR | near 0.3ATR | — | 0.71 | 39% | ↓ -0.24 | above_value | -0.20 | — | #154884 | 0.72 | bull_high | +8.74% | -0.90 |
12/10 20:00
upd 13/10 20:25
|
↗ |
| 4h | stale | 11h | Pas de snapshot | |||||||||||||||||||||||||
|
1h
anchor #314110
|
fresh | 0s | ↓ down | range | range | moderate | balanced | 0.550 | compression | bear_high |
59%
|
noisy_chop 36% | mid 2b -1.0ATR | — | — | 0.47 | 44% | ↑ +0.39 | below_value | -2.24 | — | #156731 | 0.65 | range_medium | +0.22% | -0.11 |
14/10 06:00
upd 14/10 07:10
|
↗ |
|
15m
#313970
|
fresh | 15min | ↓ down | range | range | moderate | grind | 0.382 | expansion | bear_medium |
59%
|
noisy_chop 38% | late 10b -1.1ATR | — | — | 0.02 | 5% | ↓ -0.59 | below_value | -2.55 | — | #156586 | 0.65 | range_low | +0.00% | -0.16 |
14/10 06:30
upd 14/10 06:47
|
↗ |
| 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
#199916
|
fresh | 2026-10-14 06:00 | 0s | 0.480 | 0.446 | 29/71 | 2026-10-14 07:00 | 2026-10-14 07:36 |
| 4h | stale | 2026-10-13 16:00 | 11h | — | — | — | — | — |
|
1d
#198967
|
fresh | 2026-10-12 20:00 | 11h | 0.270 | 0.236 | 75/76 | 2026-10-13 20:00 | 2026-10-13 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
#156659
|
fresh | 2026-10-14 06:45 | 0s | $0.367067 | $0.367667 | $0.361000 | value | -2.32 | 3.19 |
|
7d
#156731
|
fresh | 2026-10-14 06:00 | 0s | $0.372820 | $0.382951 | $0.362690 | between | -2.24 | 4.28 |
| 30d | stale | 2026-10-13 16:00 | 11h | — | — | — | — | — | — |
evaluated_at = ouverture de la dernière candle fermée du rolling window. Data cutoff réel = evaluated_at + source TF.
LVN zones (window 24h — source TF 15m) ⓘ
| Status | Range | Width % | Width ATR | Depth | Setup | Tradable | Distance ($) | Dist ATR |
|---|---|---|---|---|---|---|---|---|
| above | $0.357800 → $0.359133 | 0.37% | 0.64 | 0.93 | continuation_down | ✓ | ↑ $0.003097 | +1.48 |
| below | $0.371667 → $0.373800 | 0.57% | 1.02 | 0.71 | continuation_up | ✓ | ↓ $0.009437 | -4.52 |
Prix observé : $0.362230.
Les zones viennent du payload_json.lvn_zones[] du snapshot 24h
(toutes les zones, incluant non-tradable). Setup à titre indicatif
— ne pas filtrer dessus (labels peu fiables).
LVN zones (window 7d — source TF 1h) ⓘ
| Status | Range | Width % | Width ATR | Depth | Setup | Tradable | Distance ($) | Dist ATR |
|---|---|---|---|---|---|---|---|---|
| above | $0.345130 → $0.349632 | 1.30% | 0.95 | 0.87 | continuation_down | ✓ | ↑ $0.012598 | +2.66 |
| below | $0.391506 → $0.399160 | 1.94% | 1.62 | 0.79 | continuation_up | ✓ | ↓ $0.029276 | -6.18 |
Prix observé : $0.362230.
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": "2026-10-14T10:46:04+00:00",
"staleness_seconds": 836,
"resolution": "fresh"
},
"funding_rate": {
"evaluated_at": "2026-10-14T11:00:00+00:00",
"staleness_seconds": 0,
"resolution": "fresh"
},
"open_interest": {
"evaluated_at": "2026-10-14T10:55:03+00:00",
"staleness_seconds": 297,
"resolution": "fresh"
},
"derivatives_features": {
"evaluated_at": "2026-10-14T10:00:00+00:00",
"staleness_seconds": 0,
"resolution": "fresh"
}
}