Observation #44838

← Research Observations / #44838

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-20 07:00 UTC

T — snapshot anchor

Last closed 1h candle

06:00–07:00

features known as of T*

Outcome entry

07:05 UTC

T + 5 minutes

Record created

08:16 UTC

Historical computation

Price

$0.356500

Universe

Eligible

Vol 24h: $1,540,899

Synced: 10-20 08:02 +1h

← Prev (10-20 06:00) Next (10-20 08:00) →

* 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 score0.2418

evaluated_at: 2026-10-20 06:46:03 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00011003

Settled at: 2026-10-20 07:00:00

staleness: 0s

Open Interest

fresh

OI (coin)14,570,738.00

OI (USD)$5,193,011

Mark price$0.356400

Funding next0.001250%

Day vol (USD)$1,530,851

Snapshot at: 2026-10-20 06:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.057%

Change 4h -0.616%

Change 24h -2.066%

Z-score 7d —

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001250%

Percentile 7d 100.0% top

Percentile 30d 70.7%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -2.372%

Divergence —

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.698

OI / Vol z-7d

—

OI momentum 4h

-0.329%

Funding +ratio 24h

100.0%

Sign streak

+1557 crowded

Time: 2026-10-20 06:00:00 OI observed: 05:55:04 (5min ago) Funding at: 06:00 Coverage 30d: 100% (720 samples) OI samples 7d: 130 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 #365205	fresh	11h	↔ neutral	range	range	moderate	grind	0.532	compression	bear_high	47%	noisy_chop 39%	late 45b -1.1ATR	near 0.1ATR	—	1.12	64%	↑ +0.21	above_value	+0.54	—	#178989	0.72	bull_high	+6.31%	-0.86	18/10 20:00 upd 19/10 20:23	↗
4h #367882	fresh	3h	↔ neutral	range	range	moderate	balanced	0.582	normal	bear_high	60%	noisy_chop 38%	early 14b 0.2ATR	—	—	0.15	12%	↑ +0.32	above_value	+0.98	—	#180177	0.65	bear_high	-1.29%	+0.13	20/10 00:00 upd 20/10 04:14	↗
1h anchor #368873	fresh	0s	↔ neutral	range	range	moderate	grind	0.666	normal	range_high	41%	noisy_chop 39%	early 4b -0.5ATR	near -0.8ATR	—	5.03	95%	↓ -0.40	above_value	+0.37	—	#180638	0.77	range_medium	-0.47%	+0.21	20/10 06:00 upd 20/10 07:11	↗
15m #368811	fresh	0s	↔ neutral	transition	bullish_transition	strong	explosive	0.766	normal	bear_medium_confirmed	57%	noisy_chop 40%	late 19b -1.8ATR	near -1.2ATR	—	3.55	88%	↑ +0.37	above_value	+0.20	—	#180506	0.59	range_low	-0.39%	-0.21	20/10 06:45 upd 20/10 07:02	↗
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 #213528	fresh	2026-10-20 06:00	0s	0.575	0.456	10/65	2026-10-20 07:00	2026-10-20 07:36
4h #213335	fresh	2026-10-20 00:00	3h	0.476	0.441	22/65	2026-10-20 04:00	2026-10-20 04:38
1d #212685	fresh	2026-10-18 20:00	11h	0.322	0.229	56/65	2026-10-19 20:00	2026-10-19 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 #180572	fresh	2026-10-20 06:45	0s	$0.355980	$0.358134	$0.353347	hvn	0.23	2.16
7d #180638	fresh	2026-10-20 06:00	0s	$0.356345	$0.368250	$0.348343	hvn	0.37	4.27
30d #180243	fresh	2026-10-20 00:00	3h	$0.367534	$0.459138	$0.338745	hvn	-0.10	10.33

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
below	$0.360687 → $0.362762	0.57%	0.94	0.89	continuation_up	✓	↓ $0.004187	-1.89
below	$0.365794 → $0.367390	0.44%	0.72	0.90	continuation_up	✓	↓ $0.009294	-4.19

Prix observé : $0.356500. 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 → $0.340146	1.97%	1.42	0.77	continuation_down	✓	↑ $0.016354	+3.51
below	$0.375276 → $0.380350	1.34%	1.09	0.82	continuation_up	✓	↓ $0.018776	-4.03

Prix observé : $0.356500. 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	$0.333510 → $0.343979	3.09%	0.90	0.71	continuation_down	✓	↑ $0.012521	+1.07
below	$0.387600 → $0.406793	4.83%	1.65	0.67	reversion	✓	↓ $0.031100	-2.67
below	$0.478331 → $0.485310	1.45%	0.60	0.53	continuation_up	✓	↓ $0.121831	-10.45
below	$0.530676 → $0.542890	2.28%	1.05	0.63	continuation_up	✓	↓ $0.174176	-14.94

Prix observé : $0.356500. 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": "2026-10-20T10:46:03+00:00",
        "staleness_seconds": 837,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-20T11:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-20T10:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-20T10:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}