Observation #5324

← Research Observations / #5324

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-09-28 15:00 UTC

T — snapshot anchor

Last closed 1h candle

14:00–15:00

features known as of T*

Outcome entry

15:05 UTC

T + 5 minutes

Record created

16:15 UTC

Historical computation

Price

$0.423230

Universe

Eligible

Vol 24h: $1,612,779

Synced: 09-28 16:02 +1h

← Prev (09-28 14:00) Next (09-28 16:00) →

* 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

Participationbroad_risk_on

Leadershipalts

BTC bias 1Dbull

Breadth score0.6618

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

Funding (settled)

fresh

Rate0.004287%

Annualized37.55%

Premium0.00084294

Settled at: 2026-09-28 15:00:00

staleness: 0s

Open Interest

fresh

OI (coin)18,840,412.20

OI (USD)$7,969,683

Mark price$0.423010

Funding next0.004186%

Day vol (USD)$1,628,402

Snapshot at: 2026-09-28 14:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.026%

Change 4h -0.219%

Change 24h -0.441%

Z-score 7d -0.03

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001587%

Percentile 7d 45.8%

Percentile 30d 74.7%

Δ 4h -0.000407%

🔀 Price × OI

↑↓ Price ↑ · OI ↓

Price Δ 4h +2.828%

Divergence 1.52

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

4.765

OI / Vol z-7d

0.59

OI momentum 4h

-0.496%

Funding +ratio 24h

100.0%

Sign streak

+1037 crowded

Time: 2026-09-28 14:00:00 OI observed: 13:55:03 (5min ago) Funding at: 14:00 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	19h	↔ 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 #163181	fresh	3h	↓ down	transition	bearish_transition	moderate	fading	0.631	normal	bear_high	56%	noisy_chop 41%	mid 13b -1.5ATR	near -0.1ATR	—	1.14	52%	↑ +0.18	above_value	-2.77	—	#91039	0.63	bull_high	+1.73%	-0.46	28/09 08:00 upd 28/09 12:20	↗
1h anchor #164483	fresh	0s	↓ down	range	range	moderate	explosive	0.311	expansion	bear_high	58%	noisy_chop 40%	early 4b -0.4ATR	—	near -0.3ATR	0.19	7%	↔ -0.00	above_value	-2.12	inside	#91662	0.55	range_medium	+0.07%	-0.37	28/09 14:00 upd 28/09 15:12	↗
15m #164399	fresh	0s	↓ down	range	range	moderate	grind	0.375	normal	bear_high	60%	noisy_chop 38%	early 6b 0.2ATR	—	—	0.19	28%	↓ -0.88	above_value	-1.95	—	#91482	0.74	range_low	+0.48%	-0.02	28/09 14:45 upd 28/09 15:03	↗
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 #162765	fresh	2026-09-28 14:00	0s	0.437	0.358	71/89	2026-09-28 15:00	2026-09-28 15:37
4h #162495	fresh	2026-09-28 08:00	3h	0.351	0.260	87/89	2026-09-28 12:00	2026-09-28 12:39
1d #160851	fresh	2026-09-26 20:00	19h	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 #91572	fresh	2026-09-28 14:45	0s	$0.424938	$0.428937	$0.411038	hvn	-0.41	4.25
7d #91662	fresh	2026-09-28 14:00	0s	$0.441994	$0.500051	$0.417756	lvn LVN	-2.12	9.29
30d #91126	fresh	2026-09-28 08:00	3h	$0.493443	$0.543604	$0.434363	between	-4.46	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	$0.431222 → $0.436553	1.23%	1.27	0.78	continuation_up	✓	↓ $0.007992	-1.90
below	$0.447217 → $0.453310	1.35%	1.45	0.80	continuation_up	✓	↓ $0.023987	-5.70

Prix observé : $0.423230. 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
inside	$0.407610 → $0.424520	4.06%	1.91	0.73	continuation_down	✓	inside	+0.00
below	$0.462849 → $0.476377	2.88%	1.53	0.56	continuation_up	✓	↓ $0.039619	-4.47

Prix observé : $0.423230. 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	$0.617175 → $0.675140	8.97%	3.19	0.89	continuation_up	✓	↓ $0.193945	-10.68

Prix observé : $0.423230. 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": "2026-09-28T18:46:17+00:00",
        "staleness_seconds": 823,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-28T19:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-28T18:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-28T18:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}