Observation #34605

← Research Observations / #34605

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-14 12:00 UTC

T — snapshot anchor

Last closed 1h candle

11:00–12:00

features known as of T*

Outcome entry

12:05 UTC

T + 5 minutes

Record created

13:15 UTC

Historical computation

Price

$0.351530

Universe

Eligible

Vol 24h: $1,282,823

Synced: 10-14 13:01 +1h

← Prev (10-14 11:00) Next (10-14 13:00) →

* 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

Participationalt_capitulation

Leadershipbtc

BTC bias 1Dbull

Breadth score0.086

evaluated_at: 2026-10-14 11:46:08 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00001405

Settled at: 2026-10-14 12:00:00

staleness: 0s

Open Interest

fresh

OI (coin)14,819,035.40

OI (USD)$5,220,894

Mark price$0.352310

Funding next0.001250%

Day vol (USD)$1,281,541

Snapshot at: 2026-10-14 11:55:05

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.929%

Change 4h -1.691%

Change 24h -6.431%

Z-score 7d —

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001250%

Percentile 7d 98.2% top

Percentile 30d 67.2%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -3.468%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.995

OI / Vol z-7d

—

OI momentum 4h

+0.834%

Funding +ratio 24h

100.0%

Sign streak

+1418 crowded

Time: 2026-10-14 11:00:00 OI observed: 10:55:03 (5min ago) Funding at: 11:00 Coverage 30d: 100% (720 samples) OI samples 7d: 117 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 #310121	fresh	16h	↔ 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 #316058	fresh	0s	↓ down	range	range	strong	fading	0.567	volatile_reversal	bear_high	47%	noisy_chop 43%	late 8b -1.5ATR	near 0.1ATR	—	0.88	65%	↑ +0.29	below_value	-3.04	inside	#157548	0.62	bear_high_confirmed	-2.13%	-0.37	14/10 08:00 upd 14/10 12:17	↗
1h anchor #316057	fresh	0s	↓ down	range	range	moderate	grind	0.495	expansion	bear_high	58%	noisy_chop 43%	late 7b -1.9ATR	near -1.1ATR	—	0.79	66%	↑ +0.76	below_value	-3.04	—	#157548	0.65	bear_medium_confirmed	-1.89%	-0.19	14/10 11:00 upd 14/10 12:17	↗
15m #315842	fresh	15min	↓ down	transition	bearish_transition	strong	fading	0.591	expansion_after_compression	bear_high	62%	noisy_chop 48%	mid 2b -1.4ATR	near 0.3ATR	—	0.01	1%	↔ +0.15	below_value	-3.08	—	#157394	0.68	bear_low_confirmed	-1.76%	-0.08	14/10 11:30 upd 14/10 11:47	↗
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 #200360	fresh	2026-10-14 11:00	0s	0.454	0.301	41/77	2026-10-14 12:00	2026-10-14 12:36
4h #200436	fresh	2026-10-14 08:00	0s	0.424	0.181	47/77	2026-10-14 12:00	2026-10-14 12:39
1d #198967	fresh	2026-10-12 20:00	16h	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 #157471	fresh	2026-10-14 11:45	0s	$0.367148	$0.367712	$0.359143	between	-5.52	3.03
7d #157548	fresh	2026-10-14 11:00	0s	$0.367752	$0.380225	$0.361621	between	-3.04	3.49
30d #157625	fresh	2026-10-14 08:00	0s	$0.443186	$0.518170	$0.412698	lvn LVN	-8.89	9.86

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	$0.346740 → $0.349446	0.78%	0.96	0.89	continuation_down	✓	↑ $0.002084	+0.74
below	$0.352378 → $0.356436	1.15%	1.43	0.82	continuation_down	✓	↓ $0.000848	-0.30

Prix observé : $0.351530. 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 → $0.349781	1.34%	0.87	0.83	continuation_down	✓	↑ $0.001749	+0.33
below	$0.388259 → $0.395870	1.94%	1.43	0.87	continuation_up	✓	↓ $0.036729	-6.88

Prix observé : $0.351530. 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
inside	$0.345130 → $0.359962	4.21%	1.39	0.68	continuation_down	✓	inside	+0.00
below	$0.386330 → $0.407754	5.40%	2.00	0.65	continuation_down	✓	↓ $0.034800	-3.25
below	$0.529706 → $0.542890	2.46%	1.23	0.62	continuation_up	✓	↓ $0.178176	-16.66

Prix observé : $0.351530. 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": "2026-10-14T15:46:08+00:00",
        "staleness_seconds": 832,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-14T16:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-14T15:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-14T15:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}