Observation #4535

← Research Observations / #4535

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-09-28 06:00 UTC

T — snapshot anchor

Last closed 1h candle

05:00–06:00

features known as of T*

Outcome entry

06:05 UTC

T + 5 minutes

Record created

07:15 UTC

Historical computation

Price

$0.415870

Universe

Eligible

Vol 24h: $2,020,267

Synced: 09-28 07:01 +1h

← Prev (09-28 05:00) Next (09-28 07:00) →

* 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

Participationalt_capitulation

Leadershipbtc

BTC bias 1Dbull

Breadth score0.1304

evaluated_at: 2026-09-28 05:46:17 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00037984

Settled at: 2026-09-28 06:00:00

staleness: 0s

Open Interest

fresh

OI (coin)18,826,743.40

OI (USD)$7,806,697

Mark price$0.414660

Funding next0.001250%

Day vol (USD)$2,012,868

Snapshot at: 2026-09-28 05:55:05

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.325%

Change 4h +0.692%

Change 24h +0.548%

Z-score 7d 0.10

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.002163%

Percentile 7d 45.8%

Percentile 30d 74.2%

Δ 4h 0.000000%

🔀 Price × OI

↓↑ Price ↓ · OI ↑

Price Δ 4h -2.650%

Divergence -1.00

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

4.554

OI / Vol z-7d

0.54

OI momentum 4h

+0.033%

Funding +ratio 24h

100.0%

Sign streak

+1028 crowded

Time: 2026-09-28 05:00:00 OI observed: 04:55:03 (5min ago) Funding at: 05:00 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 #156490	fresh	10h	↔ neutral	range	range	moderate	grind	0.554	compression	bull_high	46%	noisy_chop 40%	mid 23b -0.7ATR	—	—	0.76	69%	↑ +0.34	above_value	-0.10	—	#88077	0.73	bull_high	+14.58%	-0.99	26/09 20:00 upd 27/09 20:25	↗
4h #159762	fresh	2h	↓ down	transition	bearish_transition	moderate	fading	0.635	compression	bear_high	57%	noisy_chop 38%	late 11b -1.7ATR	near 0.2ATR	—	0.43	14%	↑ +0.15	above_value	-2.29	—	#89528	0.63	bull_high	+1.25%	-0.17	28/09 00:00 upd 28/09 04:18	↗
1h anchor #160546	fresh	0s	↓ down	transition	bearish_transition	moderate	grind	0.512	volatile_reversal	bear_high_confirmed	49%	noisy_chop 43%	late 3b -2.0ATR	—	—	3.15	81%	↔ -0.14	below_value	-2.77	inside	#89939	0.55	bear_medium_confirmed	-1.72%	-0.47	28/09 05:00 upd 28/09 06:13	↗
15m #160465	fresh	0s	↓ down	transition	bearish_transition	moderate	explosive	0.431	normal	bear_high_confirmed	58%	noisy_chop 44%	late 2b -2.3ATR	—	—	11.75	98%	↑ +0.75	above_value	-2.25	—	#89774	0.68	bear_low	-1.40%	-0.23	28/09 05:45 upd 28/09 06:04	↗
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 #161819	fresh	2026-09-28 05:00	0s	0.517	0.215	33/82	2026-09-28 06:00	2026-09-28 06:37
4h #161657	fresh	2026-09-28 00:00	2h	0.328	0.262	80/81	2026-09-28 04:00	2026-09-28 04:39
1d #160851	fresh	2026-09-26 20:00	10h	0.311	0.328	78/78	2026-09-27 20:00	2026-09-27 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 #89856	fresh	2026-09-28 05:45	0s	$0.440328	$0.453354	$0.426913	between	-5.73	6.19
7d #89939	fresh	2026-09-28 05:00	0s	$0.442602	$0.506516	$0.421298	lvn LVN	-2.77	10.91
30d #89610	fresh	2026-09-28 00:00	2h	$0.489915	$0.544519	$0.437452	between	-3.64	6.02

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	$0.419525 → $0.422247	0.65%	0.64	0.62	continuation_down	✓	↓ $0.003655	-0.86
below	$0.451021 → $0.458020	1.54%	1.64	0.70	continuation_up	✓	↓ $0.035151	-8.23

Prix observé : $0.415870. 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
below	$0.418180 → $0.427533	2.21%	1.20	0.76	continuation_down	✓	↓ $0.002310	-0.30
below	$0.462868 → $0.481574	3.96%	2.40	0.61	reversion	✓	↓ $0.046998	-6.02
below	$0.537694 → $0.542890	0.96%	0.67	0.66	continuation_up	✓	↓ $0.121824	-15.60

Prix observé : $0.415870. 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	$0.610900 → $0.675140	9.99%	3.61	0.88	continuation_up	✓	↓ $0.195030	-10.96

Prix observé : $0.415870. 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": "2026-09-28T09:46:17+00:00",
        "staleness_seconds": 823,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-28T10:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-28T09:55:05+00:00",
        "staleness_seconds": 295,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-28T09:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}