Observation #52531

← Research Observations / #52531

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-24 17:00 UTC

T — snapshot anchor

Last closed 1h candle

16:00–17:00

features known as of T*

Outcome entry

17:05 UTC

T + 5 minutes

Record created

18:16 UTC

Historical computation

Price

$0.349380

Universe

Eligible

Vol 24h: $1,467,732

Synced: 10-24 18:01 +1h

← Prev (10-24 16:00) Next (10-24 18:00) →

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

Chart · SPX — marker à observed_at

Market Regime

stale

Snapshot found but staler than max_age — FK cleared.

evaluated_at: 2026-10-24 12:01:28 · staleness: 5h

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00034892

Settled at: 2026-10-24 17:00:00

staleness: 0s

Open Interest

fresh

OI (coin)12,941,798.20

OI (USD)$4,523,158

Mark price$0.349500

Funding next0.001250%

Day vol (USD)$1,550,872

Snapshot at: 2026-10-24 16:55:06

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -1.299%

Change 4h -1.222%

Change 24h -3.240%

Z-score 7d -0.94

💰 Funding Context settled

Current -0.000118%

Avg 24h 0.001045%

Percentile 7d 1.2% bottom

Percentile 30d 0.3%

Δ 4h -0.001368%

🔀 Price × OI

↑↓ Price ↑ · OI ↓

Price Δ 4h +2.608%

Divergence 1.79

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

2.963

OI / Vol z-7d

0.06

OI momentum 4h

+1.132%

Funding +ratio 24h

88.0%

Sign streak

-1

Time: 2026-10-24 16:00:00 OI observed: 15:55:05 (5min ago) Funding at: 16:00 Coverage 30d: 100% (720 samples) OI samples 7d: 157 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 #402433	fresh	21h	↔ neutral	range	range	moderate	grind	0.538	compression	bear_high	46%	noisy_chop 40%	late 49b -1.0ATR	near 0.0ATR	—	0.68	33%	↔ -0.00	above_value	-1.26	—	#194535	0.72	bull_high	+4.80%	-0.95	22/10 20:00 upd 23/10 20:22	↗
4h #410087	fresh	1h	↔ neutral	transition	bullish_transition	moderate	grind	0.635	normal	bear_high	55%	noisy_chop 47%	late 24b -1.1ATR	near -0.4ATR	—	1.30	65%	↔ -0.14	below_value	-2.71	—	#197743	0.63	bear_high_confirmed	-2.26%	-0.51	24/10 12:00 upd 24/10 16:15	↗
1h anchor #410491	fresh	0s	↓ down	transition	bearish_transition	moderate	grind	0.375	compression	bear_high	62%	noisy_chop 43%	mid 6b -0.1ATR	—	near 0.1ATR	0.81	63%	↑ +0.77	below_value	-2.69	—	#197965	0.65	bear_medium	-1.34%	-0.09	24/10 16:00 upd 24/10 17:10	↗
15m #410416	fresh	0s	↔ neutral	range	range	strong	explosive	0.635	compression	range_medium	41%	noisy_chop 50%	late 17b 2.0ATR	—	near -0.2ATR	0.04	11%	↑ +0.51	below_value	-2.71	—	#197743	0.68	range_low	-0.21%	+0.22	24/10 16:45 upd 24/10 17:02	↗
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 #223391	fresh	2026-10-24 16:00	0s	0.552	0.453	20/74	2026-10-24 17:00	2026-10-24 17:36
4h #223317	fresh	2026-10-24 12:00	1h	0.489	0.393	29/74	2026-10-24 16:00	2026-10-24 16:38
1d #221536	fresh	2026-10-22 20:00	21h	0.286	0.266	55/67	2026-10-23 20:00	2026-10-23 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 #197891	fresh	2026-10-24 16:45	0s	$0.347064	$0.359235	$0.339866	hvn	1.07	8.92
7d #197965	fresh	2026-10-24 16:00	0s	$0.361959	$0.373118	$0.353089	between	-2.69	4.28
30d #197817	fresh	2026-10-24 12:00	1h	$0.367408	$0.421549	$0.335389	value	-1.99	8.06

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	$0.341698 → $0.344315	0.76%	1.21	0.74	reversion	✓	↑ $0.005065	+2.33
below	$0.359235 → $0.364470	1.45%	2.41	0.91	continuation_up	✓	↓ $0.009855	-4.54

Prix observé : $0.349380. 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	$0.333060 → $0.339355	1.87%	1.35	0.79	continuation_down	✓	↑ $0.010025	+2.14
below	$0.394291 → $0.401730	1.87%	1.59	0.89	continuation_up	✓	↓ $0.044911	-9.60

Prix observé : $0.349380. 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	$0.333060 → $0.342375	2.76%	0.87	0.68	continuation_down	✓	↑ $0.007005	+0.66
below	$0.392441 → $0.406413	3.50%	1.31	0.66	continuation_up	✓	↓ $0.043061	-4.03
below	$0.461137 → $0.472780	2.49%	1.09	0.82	continuation_up	✓	↓ $0.111757	-10.45

Prix observé : $0.349380. 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": "2026-10-24T16:01:28+00:00",
        "staleness_seconds": 17912,
        "resolution": "stale"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-24T21:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-24T20:55:06+00:00",
        "staleness_seconds": 294,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-24T20:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}