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← Research Observations / #3485
🪙 SPX page 📊 Market Context
🪙 SPX
Market snapshot at
2026-09-27 17:00 UTC
T — snapshot anchor
Last closed 1h candle
16:00–17:00
features known as of T*
Outcome entry
17:05 UTC
T + 5 minutes
Record created
18:15 UTC
Historical computation
Price
$0.446360
Universe
Eligible
Vol 24h: $2,066,545
Synced: 09-27 18:02 +1h
← Prev (09-27 16:00) Next (09-27 18:00) →
* 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 score0.6965
evaluated_at: 2026-09-27 16:46:13 · staleness: 14min

Funding (settled)

fresh
Rate0.001250%
Annualized10.95%
Premium0.00053149
Settled at: 2026-09-27 17:00:00
staleness: 0s

Open Interest

fresh
OI (coin)19,022,495.40
OI (USD)$8,493,544
Mark price$0.446500
Funding next0.001250%
Day vol (USD)$2,137,430
Snapshot at: 2026-09-27 16:55:05

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh
📊 OI Dynamics quantity-space
Change 1h +0.209%
Change 4h +0.247%
Change 24h -12.980%
Z-score 7d 0.01
💰 Funding Context settled
Current 0.003255%
Avg 24h 0.003022%
Percentile 7d 52.4%
Percentile 30d 83.9%
Δ 4h +0.002005%
🔀 Price × OI
↑↑ Price ↑ · OI ↑
Price Δ 4h +1.420%
Divergence 0.75
🧮 Participation / Crowding P1 primitives
OI / Vol 24h
3.144
OI / Vol z-7d
-0.07
OI momentum 4h
+1.499%
Funding +ratio 24h
100.0%
Sign streak
+1015 crowded
Time: 2026-09-27 16:00:00 OI observed: 15:55:04 (5min ago) Funding at: 16:00 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 21h ↔ 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 1h ↓ 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
#155078
 fresh 0s ↓ down transition bearish_transition moderate grind 0.359 normal bear_high
61%
noisy_chop 39% early 5b -0.5ATR near -0.3ATR — 0.14 7% ↓ -0.36 above_value +0.42 — #87616 0.55 range_low +0.29% -0.06
27/09 16:00
upd 27/09 17:10
 ↗
15m
#154933
 fresh 15min ↔ neutral range range moderate balanced 0.640 compression range_medium
44%
noisy_chop 49% early 7b 0.3ATR — — 0.02 1% ↓ -0.85 above_value +1.09 — #87391 0.58 range_low +0.09% +0.16
27/09 16:30
upd 27/09 16:47
 ↗
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
#160463
 fresh 2026-09-27 16:00 0s 0.508 0.511 53/76 2026-09-27 17:00 2026-09-27 17:36
4h
#160386
 fresh 2026-09-27 12:00 1h 0.411 0.440 72/76 2026-09-27 16:00 2026-09-27 16:38
1d
#158379
 fresh 2026-09-25 20:00 21h 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
#87541
 fresh 2026-09-27 16:45 0s $0.447422 $0.454247 $0.441897 hvn -0.36 4.20
7d
#87616
 fresh 2026-09-27 16:00 0s $0.443527 $0.506852 $0.428597 hvn 0.42 11.72
30d
#87466
 fresh 2026-09-27 12:00 1h $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 → $0.437347 1.10% 1.62 0.54 continuation_down ✓ ↑ $0.009013 +3.07
below $0.456847 → $0.458580 0.38% 0.59 0.81 continuation_up ✓ ↓ $0.010487 -3.57

Prix observé : $0.446360. 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% 1.39 0.83 continuation_down ✓ ↑ $0.017763 +2.66
below $0.461546 → $0.474932 2.86% 2.00 0.51 reversion ✓ ↓ $0.015186 -2.27
below $0.534653 → $0.542890 1.53% 1.23 0.59 continuation_up ✓ ↓ $0.088293 -13.22

Prix observé : $0.446360. 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 ✓ ↓ $0.166959 -9.59

Prix observé : $0.446360. 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": "2026-09-27T20:46:13+00:00",
        "staleness_seconds": 827,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-27T21:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-27T20:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-27T20:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}