Observation #38458

← Research Observations / #38458

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-16 10:00 UTC

T — snapshot anchor

Last closed 1h candle

09:00–10:00

features known as of T*

Outcome entry

10:05 UTC

T + 5 minutes

Record created

11:15 UTC

Historical computation

Price

$0.346110

Universe

Eligible

Vol 24h: $1,134,645

Synced: 10-16 11:01 +1h

← Prev (10-16 09:00) Next (10-17 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

Participationbtc_led_risk_on

Leadershipbtc

BTC bias 1Dbull

Breadth score0.3567

evaluated_at: 2026-10-16 09:46:11 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00001379

Settled at: 2026-10-16 10:00:00

staleness: 0s

Open Interest

fresh

OI (coin)13,796,212.20

OI (USD)$4,781,905

Mark price$0.346610

Funding next0.001250%

Day vol (USD)$1,478,603

Snapshot at: 2026-10-16 09:55:03

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.304%

Change 4h +0.294%

Change 24h -3.337%

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 -1.351%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.075

OI / Vol z-7d

—

OI momentum 4h

+0.220%

Funding +ratio 24h

100.0%

Sign streak

+1464 crowded

Time: 2026-10-16 09:00:00 OI observed: 08:55:04 (5min ago) Funding at: 09:00 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 #329558	fresh	14h	↔ neutral	range	range	moderate	fading	0.414	compression	bear_high	46%	noisy_chop 42%	late 41b -1.9ATR	near -0.3ATR	—	1.28	69%	↔ -0.03	below_value	-3.54	—	#163525	0.72	bull_high	+7.23%	-0.99	14/10 20:00 upd 15/10 20:29	↗
4h #334669	fresh	2h	↓ down	transition	bearish_transition	moderate	grind	0.536	normal	bear_high	57%	noisy_chop 40%	early 5b -0.6ATR	—	—	0.13	2%	↓ -0.28	below_value	-3.03	—	#165831	0.64	range_high	-0.58%	-0.45	16/10 04:00 upd 16/10 08:20	↗
1h anchor #335480	fresh	0s	↔ neutral	range	range	strong	balanced	0.494	compression	bear_high	59%	noisy_chop 42%	early 8b -0.7ATR	—	—	0.48	20%	↓ -0.50	below_value	-4.35	—	#166251	0.71	range_medium	-0.45%	-0.13	16/10 09:00 upd 16/10 10:12	↗
15m #335319	fresh	15min	↓ down	early_expansion	bearish_transition	strong	balanced	0.524	expansion	range_medium	40%	noisy_chop 46%	early 4b -0.8ATR	—	—	0.32	8%	↑ +0.79	below_value	-4.03	—	#166084	0.76	range_low	-0.17%	-0.10	16/10 09:30 upd 16/10 09:47	↗
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 #205332	fresh	2026-10-16 09:00	0s	0.435	0.444	76/82	2026-10-16 10:00	2026-10-16 10:36
4h #205166	fresh	2026-10-16 04:00	2h	0.446	0.312	66/84	2026-10-16 08:00	2026-10-16 08:39
1d #203899	fresh	2026-10-14 20:00	14h	0.268	0.158	84/85	2026-10-15 20:00	2026-10-15 20:22

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 #166168	fresh	2026-10-16 09:45	0s	$0.355175	$0.357036	$0.347973	between	-4.27	4.27
7d #166251	fresh	2026-10-16 09:00	0s	$0.366784	$0.378199	$0.353912	between	-4.35	5.11
30d #165915	fresh	2026-10-16 04:00	2h	$0.444307	$0.521952	$0.408538	lvn LVN	-8.76	10.42

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	$0.341500 → $0.343442	0.57%	0.91	0.87	continuation_down	✓	↑ $0.002668	+1.26
below	$0.358978 → $0.360920	0.54%	0.91	0.81	continuation_up	✓	↓ $0.012868	-6.06

Prix observé : $0.346110. 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 → $0.340310	2.02%	1.43	0.70	continuation_down	✓	↑ $0.005800	+1.22
below	$0.385485 → $0.391800	1.62%	1.33	0.90	continuation_up	✓	↓ $0.039375	-8.29

Prix observé : $0.346110. 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 → $0.349213	4.60%	1.44	0.70	continuation_down	✓	inside	+0.00
below	$0.385855 → $0.408538	5.71%	2.08	0.62	reversion	✓	↓ $0.039745	-3.65
below	$0.528931 → $0.542890	2.60%	1.28	0.59	continuation_up	✓	↓ $0.182821	-16.80

Prix observé : $0.346110. 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": "2026-10-16T13:46:11+00:00",
        "staleness_seconds": 829,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-16T14:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-16T13:55:03+00:00",
        "staleness_seconds": 297,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-16T13:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}