Observation #4011

← Research Observations / #4011

🪙 PENDLE page 📊 Market Context

🪙 PENDLE

Market snapshot at

2026-09-28 00:00 UTC

T — snapshot anchor

Last closed 1h candle

23:00–00:00

features known as of T*

Outcome entry

00:05 UTC

T + 5 minutes

Record created

01:15 UTC

Historical computation

Price

$2.5039

Universe

Eligible

Vol 24h: $4,370,253

Synced: 09-28 01:00 +1h

← Prev (09-27 23:00) Next (09-28 01:00) →

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

Chart · PENDLE — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationalt_capitulation

Leadershipbtc

BTC bias 1Dbull

Breadth score0.1566

evaluated_at: 2026-09-27 23:46:15 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00052115

Settled at: 2026-09-28 00:00:00

staleness: 0s

Open Interest

fresh

OI (coin)5,925,440.00

OI (USD)$14,878,187

Mark price$2.5109

Funding next0.001250%

Day vol (USD)$4,304,447

Snapshot at: 2026-09-27 23:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -1.567%

Change 4h -2.083%

Change 24h +2.827%

Z-score 7d -1.53

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.002015%

Percentile 7d 72.0%

Percentile 30d 91.8%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -5.062%

Divergence -1.02

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.650

OI / Vol z-7d

0.43

OI momentum 4h

-0.254%

Funding +ratio 24h

100.0%

Sign streak

+1037 crowded

Time: 2026-09-27 23:00:00 OI observed: 22:55:04 (5min ago) Funding at: 23:00 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 #156373	fresh	4h	↑ up	transition	bullish_transition	strong	explosive	0.724	volatile_reversal	bull_high_confirmed	58%	noisy_chop 40%	early 17b 1.1ATR	—	—	0.87	80%	↑ +0.36	above_value	+2.80	inside	#88047	0.63	bull_high	+14.58%	+0.76	26/09 20:00 upd 27/09 20:21	↗
4h #158013	fresh	0s	↔ neutral	range	range	moderate	grind	0.633	normal	bull_high	56%	noisy_chop 37%	early 2b -0.9ATR	—	—	1.34	83%	↔ -0.05	value	-0.84	—	#88762	0.46	bull_high	+1.73%	-0.29	27/09 20:00 upd 28/09 00:14	↗
1h anchor #158012	fresh	0s	↔ neutral	transition	bearish_transition	moderate	balanced	0.488	volatile_reversal	bear_high_confirmed	43%	noisy_chop 40%	late 3b -2.0ATR	near -0.6ATR	—	1.38	78%	↑ +0.22	value	-0.84	—	#88762	0.33	bear_medium_confirmed	-1.10%	-0.34	27/09 23:00 upd 28/09 00:14	↗
15m #157914	fresh	0s	↓ down	range	range	moderate	grind	0.472	expansion_after_compression	bear_high_confirmed	59%	noisy_chop 50%	late 14b -2.4ATR	near 0.0ATR	—	0.53	58%	↑ +0.82	above_value	-0.27	—	#88602	0.61	bear_low	-1.18%	-0.30	27/09 23:45 upd 28/09 00:02	↗
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 #161139	fresh	2026-09-27 23:00	0s	0.483	0.333	58/81	2026-09-28 00:00	2026-09-28 00:36
4h #161218	fresh	2026-09-27 20:00	0s	0.428	0.443	68/81	2026-09-28 00:00	2026-09-28 00:38
1d #160821	fresh	2026-09-26 20:00	4h	0.609	0.821	50/78	2026-09-27 20:00	2026-09-27 20:20

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 #88682	fresh	2026-09-27 23:45	0s	$2.6423	$2.6767	$2.5991	between	-4.84	2.72
7d #88762	fresh	2026-09-27 23:00	0s	$2.5451	$2.6464	$2.4475	value	-0.84	4.07
30d #88842	fresh	2026-09-27 20:00	0s	$2.5869	$2.7237	$2.1576	hvn	-0.63	6.19

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	$2.4861 → $2.5038	0.71%	0.62	0.84	continuation_down	✓	↑ $0.000150	+0.01
below	$2.5391 → $2.5549	0.62%	0.56	0.73	continuation_down	✓	↓ $0.035150	-1.23

Prix observé : $2.5039. 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	$2.3333 → $2.3738	1.72%	0.83	0.84	continuation_down	✓	↑ $0.130083	+2.66
below	$2.6943 → $2.7201	0.95%	0.53	0.76	continuation_up	✓	↓ $0.190367	-3.90
below	$2.7311 → $2.7753	1.61%	0.91	0.86	continuation_up	✓	↓ $0.227200	-4.65

Prix observé : $2.5039. 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
above	$1.6670 → $1.7708	6.04%	1.13	0.67	continuation_down	✓	↑ $0.733115	+8.01
above	$1.8085 → $1.9123	5.58%	1.13	0.57	continuation_down	✓	↑ $0.591590	+6.46
below	$2.7332 → $2.7992	2.39%	0.72	0.69	continuation_up	✓	↓ $0.229255	-2.50

Prix observé : $2.5039. 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": "2026-09-28T03:46:15+00:00",
        "staleness_seconds": 825,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-28T04:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-28T03:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-28T03:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}