Observation #53743

← Research Observations / #53743

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-25 11:00 UTC

T — snapshot anchor

Last closed 1h candle

10:00–11:00

features known as of T*

Outcome entry

11:05 UTC

T + 5 minutes

Record created

12:15 UTC

Historical computation

Price

$0.356400

Universe

Eligible

Vol 24h: $1,877,300

Synced: 10-25 12:01 +1h

← Prev (10-25 10:00) Next (10-25 12:00) →

* 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: 23h

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00012818

Settled at: 2026-10-25 11:00:00

staleness: 0s

Open Interest

fresh

OI (coin)14,090,343.40

OI (USD)$5,026,025

Mark price$0.356700

Funding next0.001250%

Day vol (USD)$1,925,279

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

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +9.222%

Change 4h +9.957%

Change 24h +6.039%

Z-score 7d 9.04 extrême

💰 Funding Context settled

Current 0.001076%

Avg 24h 0.001019%

Percentile 7d 2.4% bottom

Percentile 30d 0.6%

Δ 4h -0.000174%

🔀 Price × OI

↓↑ Price ↓ · OI ↑

Price Δ 4h -1.542%

Divergence -6.43 fort

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

2.237

OI / Vol z-7d

-0.63

OI momentum 4h

+9.143%

Funding +ratio 24h

88.0%

Sign streak

+18 crowded

Time: 2026-10-25 10:00:00 OI observed: 09:55:04 (5min ago) Funding at: 10:00 Coverage 30d: 100% (720 samples) OI samples 7d: 162 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 #411797	fresh	15h	↔ neutral	range	range	moderate	grind	0.538	compression	bear_high	46%	noisy_chop 42%	late 50b -0.9ATR	near -0.1ATR	—	0.65	31%	↔ -0.15	above_value	-1.81	—	#198395	0.72	bull_high	+4.29%	-0.92	23/10 20:00 upd 24/10 20:22	↗
4h #416194	fresh	3h	↔ neutral	range	range	moderate	grind	0.633	normal	bear_high	61%	noisy_chop 42%	early 5b 0.8ATR	—	—	0.64	40%	↔ -0.01	value	+2.38	—	#200243	0.63	bear_high	-1.99%	+0.15	25/10 04:00 upd 25/10 08:13	↗
1h anchor #417211	fresh	0s	↔ neutral	transition	bullish_transition	moderate	explosive	0.745	expansion	bear_high	61%	noisy_chop 40%	early 3b -0.2ATR	near -1.3ATR	—	0.46	54%	↑ +0.15	above_value	+0.22	—	#200691	0.61	bear_low	-0.79%	+0.29	25/10 10:00 upd 25/10 11:09	↗
15m #417146	fresh	0s	↔ neutral	range	range	moderate	balanced	0.491	normal	range_high	38%	noisy_chop 43%	early 3b -1.4ATR	near -0.8ATR	—	0.01	1%	↑ +0.16	above_value	+1.05	—	#200563	0.57	range_low	+0.10%	-0.18	25/10 10:45 upd 25/10 11:02	↗
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
1h #224968	fresh	2026-10-25 10:00	0s	0.529	0.518	24/64	2026-10-25 11:00
4h #224775	fresh	2026-10-25 04:00	3h	0.546	0.515	6/65	2026-10-25 08:00
1d #223744	fresh	2026-10-23 20:00	15h	0.266	0.232	58/69	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 #200627	fresh	2026-10-25 10:45	0s	$0.361303	$0.369597	$0.351200	value	-1.58	5.94
7d #200691	fresh	2026-10-25 10:00	0s	$0.355092	$0.369684	$0.350228	hvn	0.22	3.24
30d #200307	fresh	2026-10-25 04:00	3h	$0.359258	$0.419221	$0.334224	hvn	0.09	8.16

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	$0.334010 → $0.336724	0.81%	0.88	0.76	continuation_down	✓	↑ $0.019676	+6.36
above	$0.338835 → $0.344867	1.76%	1.95	0.83	continuation_down	✓	↑ $0.011533	+3.72

Prix observé : $0.356400. 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 → $0.338783	1.70%	0.95	0.75	continuation_down	✓	↑ $0.017617	+2.93
below	$0.394863 → $0.401730	1.72%	1.14	0.88	continuation_up	✓	↓ $0.038463	-6.39

Prix observé : $0.356400. 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 → $0.341210	2.42%	0.78	0.66	continuation_down	✓	↑ $0.015190	+1.46
below	$0.391277 → $0.406413	3.80%	1.45	0.65	continuation_up	✓	↓ $0.034877	-3.35
below	$0.461137 → $0.472780	2.49%	1.12	0.83	continuation_up	✓	↓ $0.104737	-10.06

Prix observé : $0.356400. 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": 82712,
        "resolution": "stale"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-25T15:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-25T14:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-25T14:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}