Observation #37100

← Research Observations / #37100

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-15 18:00 UTC

T — snapshot anchor

Last closed 1h candle

17:00–18:00

features known as of T*

Outcome entry

18:05 UTC

T + 5 minutes

Record created

19:15 UTC

Historical computation

Price

$0.349710

Universe

Eligible

Vol 24h: $2,382,280

Synced: 10-15 19:01 +1h

← Prev (10-15 17:00) Next (10-15 19:00) →

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

Chart · SPX — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_pullback

Environmenttrend_pullback

Participationmixed_dispersion

Leadershipalts

BTC bias 1Dbull

Breadth score0.7255

evaluated_at: 2026-10-15 17:46:13 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00001091

Settled at: 2026-10-15 18:00:00

staleness: 0s

Open Interest

fresh

OI (coin)13,870,087.20

OI (USD)$4,849,399

Mark price$0.349630

Funding next0.001250%

Day vol (USD)$2,403,870

Snapshot at: 2026-10-15 17:55:03

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -1.002%

Change 4h -3.793%

Change 24h -4.466%

Z-score 7d —

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001250%

Percentile 7d 98.2% top

Percentile 30d 67.4%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.794%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

2.005

OI / Vol z-7d

—

OI momentum 4h

-4.998%

Funding +ratio 24h

100.0%

Sign streak

+1448 crowded

Time: 2026-10-15 17:00:00 OI observed: 16:55:03 (5min ago) Funding at: 17:00 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 #319454	fresh	22h	↔ neutral	range	range	moderate	fading	0.409	compression	bear_high	47%	noisy_chop 41%	late 40b -1.6ATR	near 0.1ATR	—	0.72	32%	↔ -0.10	below_value	-1.88	—	#158999	0.72	bull_high	+6.66%	-0.93	13/10 20:00 upd 14/10 20:26	↗
4h #327667	fresh	2h	↓ down	transition	bearish_transition	moderate	grind	0.531	volatile_reversal	bear_high	46%	noisy_chop 40%	early 1b -0.9ATR	—	—	0.49	53%	↓ -0.25	below_value	-2.48	—	#162752	0.63	bear_high	-0.96%	-0.54	15/10 12:00 upd 15/10 16:18	↗
1h anchor #328487	fresh	0s	↓ down	range	range	moderate	balanced	0.399	expansion_after_compression	bear_high	60%	noisy_chop 43%	early 5b -0.2ATR	—	—	0.14	32%	↔ -0.14	below_value	-2.61	—	#163181	0.70	range_medium	-0.06%	-0.21	15/10 17:00 upd 15/10 18:13	↗
15m #328324	fresh	15min	↓ down	transition	bearish_transition	moderate	balanced	0.434	compression	range_high	40%	noisy_chop 41%	early 3b -0.2ATR	—	near 0.0ATR	0.02	1%	↓ -0.67	below_value	-3.01	—	#163009	0.75	range_low	+0.54%	-0.14	15/10 17:30 upd 15/10 17:47	↗
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 #203559	fresh	2026-10-15 17:00	0s	0.456	0.400	72/85	2026-10-15 18:00	2026-10-15 18:37
4h #203389	fresh	2026-10-15 12:00	2h	0.428	0.264	71/85	2026-10-15 16:00	2026-10-15 16:39
1d #201314	fresh	2026-10-13 20:00	22h	0.238	0.141	78/79	2026-10-14 20:00	2026-10-14 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 #163095	fresh	2026-10-15 17:45	0s	$0.355517	$0.357133	$0.343457	value	-2.22	5.23
7d #163181	fresh	2026-10-15 17:00	0s	$0.366784	$0.378199	$0.355369	between	-2.61	3.49
30d #162837	fresh	2026-10-15 12:00	2h	$0.444307	$0.520207	$0.408538	between	-7.63	9.18

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	$0.333510 → $0.335997	0.74%	0.95	0.67	continuation_down	✓	↑ $0.013713	+5.25
below	$0.358874 → $0.363350	1.24%	1.71	0.87	continuation_up	✓	↓ $0.009164	-3.51

Prix observé : $0.349710. 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	$0.333510 → $0.339825	1.88%	0.96	0.72	continuation_down	✓	↑ $0.009885	+1.51
below	$0.385485 → $0.391800	1.62%	0.96	0.90	continuation_up	✓	↓ $0.035775	-5.47

Prix observé : $0.349710. 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	$0.333510 → $0.350958	5.10%	1.43	0.70	continuation_down	✓	inside	+0.00
below	$0.385855 → $0.408538	5.71%	1.87	0.62	reversion	✓	↓ $0.036145	-2.97
below	$0.530676 → $0.542890	2.28%	1.00	0.62	continuation_up	✓	↓ $0.180966	-14.88

Prix observé : $0.349710. 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": "2026-10-15T21:46:13+00:00",
        "staleness_seconds": 827,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-15T22:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-15T21:55:03+00:00",
        "staleness_seconds": 297,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-15T21:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}