Observation #56112

← Research Observations / #56112

🪙 ARB page 📊 Market Context

🪙 ARB

Market snapshot at

2026-10-27 03:00 UTC

T — snapshot anchor

Last closed 1h candle

02:00–03:00

features known as of T*

Outcome entry

03:05 UTC

T + 5 minutes

Record created

04:16 UTC

Historical computation

Price

$0.167050

Universe

Eligible

Vol 24h: $2,881,242

Synced: 10-27 04:00 +1h

← Prev (10-27 02:00) Next (10-27 04:00) →

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

Chart · ARB — marker à observed_at

Market Regime

fresh

Primary biasrange

Phaserange_breakdown_risk

Environmentrange_with_pressure

Participationmixed_dispersion

Leadershipmixed

BTC bias 1Drange

Breadth score0.2833

evaluated_at: 2026-10-27 02:59:47 · staleness: 13s

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00032310

Settled at: 2026-10-27 03:00:00

staleness: 0s

Open Interest

fresh

OI (coin)89,966,387.20

OI (USD)$15,033,383

Mark price$0.167100

Funding next0.001250%

Day vol (USD)$2,808,145

Snapshot at: 2026-10-27 02:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.251%

Change 4h -1.161%

Change 24h -4.389%

Z-score 7d -0.19

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.000925%

Percentile 7d 100.0% top

Percentile 30d 99.7%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.292%

Divergence 0.51

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

5.347

OI / Vol z-7d

1.23

OI momentum 4h

-1.035%

Funding +ratio 24h

88.0%

Sign streak

Time: 2026-10-27 02:00:00 OI observed: 01:55:06 (5min ago) Funding at: 02:00 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 #428163	fresh	7h	↔ neutral	range	range	moderate	grind	0.675	compression	bull_high	52%	noisy_chop 38%	mid 33b -1.0ATR	—	—	0.25	50%	↓ -0.36	below_value	-9.12	—	#205093	0.58	bull_high	+3.19%	-0.77	25/10 20:00 upd 26/10 20:17	↗
4h #429442	fresh	3h	↓ down	range	range	moderate	grind	0.520	compression	bear_high	55%	noisy_chop 36%	early 10b -1.1ATR	near -1.5ATR	—	0.35	2%	↓ -0.61	below_value	-10.84	—	#205644	0.54	bear_high	-2.47%	-0.42	26/10 20:00 upd 27/10 00:11	↗
1h anchor #430421	fresh	0s	↓ down	transition	bearish_transition	strong	explosive	0.276	compression	bear_high	61%	noisy_chop 38%	early 6b -0.6ATR	near 0.2ATR	—	0.82	21%	↓ -0.53	below_value	-11.61	inside	#206061	0.70	bear_medium	-1.22%	-0.11	27/10 02:00 upd 27/10 03:08	↗
15m #430359	fresh	0s	↓ down	transition	bearish_transition	moderate	balanced	0.449	compression	range_medium	42%	noisy_chop 39%	early 13b -0.3ATR	near -0.3ATR	—	3.10	89%	↑ +0.57	below_value	-10.74	—	#205940	0.69	range_low	-0.49%	+0.01	27/10 02:45 upd 27/10 03:01	↗
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 #228034	fresh	2026-10-27 02:00	0s	0.443	0.412	48/61	2026-10-27 03:00
4h #227859	fresh	2026-10-26 20:00	3h	0.373	0.294	47/58	2026-10-27 00:00
1d #227560	fresh	2026-10-25 20:00	7h	0.273	0.331	57/64	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 #206000	fresh	2026-10-27 02:45	0s	$0.168317	$0.170651	$0.166575	hvn	-1.63	5.23
7d #206061	fresh	2026-10-27 02:00	0s	$0.189525	$0.198622	$0.179534	between	-11.61	9.86
30d #205703	fresh	2026-10-26 20:00	3h	$0.202147	$0.207504	$0.181661	between	-7.71	5.61

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	$0.165720 → $0.166378	0.40%	0.84	0.73	continuation_down	✓	↑ $0.000672	+0.86
below	$0.172558 → $0.173610	0.61%	1.35	0.67	continuation_up	✓	↓ $0.005508	-7.07

Prix observé : $0.167050. 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	$0.163130 → $0.164621	0.91%	0.77	0.66	continuation_down	✓	↑ $0.002429	+1.26
below	$0.172077 → $0.177744	3.24%	2.93	0.80	continuation_down	✓	↓ $0.005027	-2.60
below	$0.185499 → $0.186990	0.80%	0.77	0.51	reversion	✓	↓ $0.018449	-9.53

Prix observé : $0.167050. 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	$0.161490 → $0.165902	2.70%	0.96	0.82	continuation_down	✓	↑ $0.001148	+0.25
below	$0.215699 → $0.221372	2.60%	1.23	0.83	continuation_up	✓	↓ $0.048649	-10.56
below	$0.228305 → $0.237130	3.79%	1.92	0.82	continuation_up	✓	↓ $0.061255	-13.30

Prix observé : $0.167050. 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": "2026-10-27T06:59:47+00:00",
        "staleness_seconds": 13,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-27T07:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-27T06:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-27T06:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}