Observation #53340

← Research Observations / #53340

🪙 AAVE page 📊 Market Context

🪙 AAVE

Market snapshot at

2026-10-25 05:00 UTC

T — snapshot anchor

Last closed 1h candle

04:00–05:00

features known as of T*

Outcome entry

05:05 UTC

T + 5 minutes

Record created

06:15 UTC

Historical computation

Price

$135.56

Universe

Eligible

Vol 24h: $7,738,534

Synced: 10-25 06:15 +1.3h

← Prev (10-25 04:00) Next (10-25 06:00) →

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

Chart · AAVE — 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: 17h

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00023874

Settled at: 2026-10-25 05:00:00

staleness: 0s

Open Interest

fresh

OI (coin)384,016.10

OI (USD)$51,961,218

Mark price$135.31

Funding next0.001250%

Day vol (USD)$8,437,567

Snapshot at: 2026-10-25 04:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.011%

Change 4h -0.040%

Change 24h -3.918%

Z-score 7d 0.05

💰 Funding Context settled

Current 0.000652%

Avg 24h 0.000913%

Percentile 7d 42.9%

Percentile 30d 21.3%

Δ 4h -0.000598%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -1.490%

Divergence -0.80

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

5.914

OI / Vol z-7d

-0.64

OI momentum 4h

-0.265%

Funding +ratio 24h

92.0%

Sign streak

+18 crowded

Time: 2026-10-25 04:00:00 OI observed: 03:55:03 (5min ago) Funding at: 04:00 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 #411739	fresh	9h	↔ neutral	range	range	moderate	grind	0.659	normal	bull_high	49%	noisy_chop 42%	mid 22b -1.6ATR	—	—	0.91	48%	↓ -0.31	below_value	-6.57	inside	#198368	0.69	bull_high	+4.29%	-0.96	23/10 20:00 upd 24/10 20:19	↗
4h #414708	fresh	1h	↓ down	range	range	moderate	grind	0.486	compression	bear_high	54%	noisy_chop 51%	late 21b -2.1ATR	near -0.5ATR	—	0.21	1%	↓ -0.32	below_value	-8.62	—	#199625	0.68	bear_high	-1.92%	-0.68	25/10 00:00 upd 25/10 04:12	↗
1h anchor #415110	fresh	0s	↓ down	transition	bearish_transition	moderate	grind	0.500	compression	bear_high	59%	noisy_chop 38%	late 9b -2.1ATR	near 0.4ATR	—	0.49	44%	↓ -0.88	below_value	-9.38	—	#199829	0.80	bear_low	-1.25%	-0.26	25/10 04:00 upd 25/10 05:08	↗
15m #415041	fresh	0s	↓ down	transition	bearish_transition	strong	fading	0.588	expansion	bear_low	51%	noisy_chop 46%	late 4b -2.1ATR	—	—	1.56	61%	↑ +0.57	below_value	-8.62	—	#199625	0.76	range_low	-0.37%	-0.12	25/10 04:45 upd 25/10 05:01	↗
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
1h #224489	fresh	2026-10-25 04:00	0s	0.414	0.309	51/67	2026-10-25 05:00
4h #224419	fresh	2026-10-25 00:00	1h	0.385	0.236	54/70	2026-10-25 04:00
1d #223717	fresh	2026-10-23 20:00	9h	0.297	0.262	47/69	2026-10-24 20:00

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 #199761	fresh	2026-10-25 04:45	0s	$135.58	$137.75	$134.42	hvn	-0.05	6.63
7d #199829	fresh	2026-10-25 04:00	0s	$147.34	$157.00	$145.45	between	-9.38	9.21
30d #199693	fresh	2026-10-25 00:00	1h	$165.97	$173.82	$146.90	lvn LVN	-8.67	7.89

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	$138.05 → $139.12	0.77%	2.13	0.75	reversion	✓	↓ $2.4892	-4.96
below	$139.24 → $139.53	0.21%	0.59	0.62	reversion	✓	↓ $3.6775	-7.33
below	$140.60 → $141.02	0.30%	0.83	0.88	continuation_up	✓	↓ $5.0441	-10.05

Prix observé : $135.56. 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	$137.45 → $139.89	1.76%	1.95	0.66	continuation_down	✓	↓ $1.8860	-1.50
below	$140.78 → $144.34	2.49%	2.83	0.71	continuation_down	✓	↓ $5.2198	-4.16
below	$159.89 → $160.56	0.42%	0.53	0.79	continuation_up	✓	↓ $24.3333	-19.38

Prix observé : $135.56. 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
inside	$133.89 → $145.11	8.04%	3.29	0.87	continuation_down	✓	inside	+0.00
below	$185.49 → $187.73	1.20%	0.66	0.65	continuation_up	✓	↓ $49.9267	-14.63

Prix observé : $135.56. 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": 61112,
        "resolution": "stale"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-25T09:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-25T08:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-25T08:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}