Observation #55959

← Research Observations / #55959

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-27 00:00 UTC

T — snapshot anchor

Last closed 1h candle

23:00–00:00

features known as of T*

Outcome entry

00:05 UTC

T + 5 minutes

Record created

01:15 UTC

Historical computation

Price

$0.373070

Universe

Eligible

Vol 24h: $1,501,964

Synced: 10-27 01:01 +1h

← Prev (10-26 23:00) Next (10-27 01:00) →

* 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: 2.5d

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00000817

Settled at: 2026-10-27 00:00:00

staleness: 0s

Open Interest

fresh

OI (coin)13,354,928.60

OI (USD)$4,946,666

Mark price$0.370400

Funding next0.001250%

Day vol (USD)$1,543,152

Snapshot at: 2026-10-26 23:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.239%

Change 4h -0.707%

Change 24h +0.563%

Z-score 7d -0.16

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001067%

Percentile 7d 100.0% top

Percentile 30d 83.9%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.382%

Divergence -0.04

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.034

OI / Vol z-7d

-0.16

OI momentum 4h

-1.224%

Funding +ratio 24h

96.0%

Sign streak

+17 crowded

Time: 2026-10-26 23:00:00 OI observed: 22:55:04 (5min ago) Funding at: 23:00 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 #428245	fresh	4h	↔ neutral	range	range	moderate	grind	0.534	compression	bear_high	50%	noisy_chop 36%	late 52b -0.1ATR	—	—	1.06	59%	↔ +0.06	value	+2.37	—	#205126	0.72	bull_high	+3.19%	-0.44	25/10 20:00 upd 26/10 20:21	↗
4h #429500	fresh	0s	↔ neutral	range	range	moderate	grind	0.658	expansion	range_high	43%	noisy_chop 39%	early 15b 0.7ATR	—	near 0.1ATR	0.87	55%	↑ +0.19	value	+2.21	—	#205673	0.63	bear_high	-2.47%	+0.47	26/10 20:00 upd 27/10 00:13	↗
1h anchor #429499	fresh	0s	↑ up	range	range	moderate	balanced	0.552	normal	bull_high	62%	noisy_chop 37%	early 3b 0.3ATR	near -1.2ATR	—	0.15	11%	↓ -0.67	value	+2.21	—	#205673	0.62	bear_medium	-1.10%	+0.28	26/10 23:00 upd 27/10 00:13	↗
15m #429404	fresh	0s	↓ down	transition	bearish_transition	moderate	balanced	0.427	normal	range_medium	43%	noisy_chop 40%	late 14b -1.2ATR	near -1.3ATR	—	0.01	1%	↓ -0.96	value	+2.19	—	#205555	0.52	range_low	-0.40%	+0.03	26/10 23:45 upd 27/10 00:02	↗
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 #227830	fresh	2026-10-26 23:00	0s	0.548	0.599	6/58	2026-10-27 00:00
4h #227888	fresh	2026-10-26 20:00	0s	0.571	0.572	4/58	2026-10-27 00:00
1d #227594	fresh	2026-10-25 20:00	4h	0.391	0.404	23/64	2026-10-26 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 #205614	fresh	2026-10-26 23:45	0s	$0.375794	$0.380897	$0.368359	hvn	-1.16	5.32
7d #205673	fresh	2026-10-26 23:00	0s	$0.359097	$0.375979	$0.350228	value	2.21	4.65
30d #205732	fresh	2026-10-26 20:00	0s	$0.359520	$0.408660	$0.334140	hvn	0.96	6.51

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	$0.354654 → $0.360194	1.55%	2.35	0.91	continuation_down	✓	↑ $0.012876	+5.46
below	$0.384979 → $0.387020	0.53%	0.87	0.83	continuation_up	✓	↓ $0.011909	-5.05

Prix observé : $0.373070. 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%	1.14	0.72	continuation_down	✓	↑ $0.033715	+6.08
above	$0.341072 → $0.344505	1.00%	0.62	0.75	continuation_down	✓	↑ $0.028565	+5.15
below	$0.394291 → $0.401730	1.87%	1.34	0.86	continuation_up	✓	↓ $0.021221	-3.83

Prix observé : $0.373070. 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 → $0.342780	2.88%	0.85	0.67	continuation_down	✓	↑ $0.030290	+2.64
below	$0.389220 → $0.407580	4.61%	1.60	0.66	continuation_up	✓	↓ $0.016150	-1.41

Prix observé : $0.373070. 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": 215912,
        "resolution": "stale"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-27T04:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-27T03:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-27T03:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}