Observation #56430

← Research Observations / #56430

🪙 AAVE page 📊 Market Context

🪙 AAVE

Market snapshot at

2026-10-27 08:00 UTC

T — snapshot anchor

Last closed 1h candle

07:00–08:00

features known as of T*

Outcome entry

08:05 UTC

T + 5 minutes

Record created

09:15 UTC

Historical computation

Price

$131.23

Universe

Eligible

Vol 24h: $5,965,947

Synced: 10-27 09:00 +1h

← Prev (10-27 07:00) Next (10-27 09:00) →

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

Chart · AAVE — marker à observed_at

Market Regime

fresh

Primary biasrange

Phaserange_breakdown_risk

Environmentrange_with_pressure

Participationbtc_defensive

Leadershipbtc

BTC bias 1Drange

Breadth score0.3248

evaluated_at: 2026-10-27 07:46:21 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00025021

Settled at: 2026-10-27 08:00:00

staleness: 0s

Open Interest

fresh

OI (coin)386,065.14

OI (USD)$50,701,935

Mark price$131.33

Funding next0.001250%

Day vol (USD)$5,427,108

Snapshot at: 2026-10-27 07:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.008%

Change 4h -0.160%

Change 24h -0.116%

Z-score 7d -0.01

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001098%

Percentile 7d 100.0% top

Percentile 30d 100.0%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.372%

Divergence 0.18

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

9.905

OI / Vol z-7d

0.29

OI momentum 4h

-0.071%

Funding +ratio 24h

100.0%

Sign streak

+30 crowded

Time: 2026-10-27 07:00:00 OI observed: 06:55:04 (5min ago) Funding at: 07:00 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 #428195	fresh	12h	↔ neutral	range	range	moderate	grind	0.662	compression	bull_high	49%	noisy_chop 42%	mid 24b -1.6ATR	—	—	0.52	15%	↓ -0.42	below_value	-7.55	—	#205103	0.69	bull_high	+3.19%	-0.97	25/10 20:00 upd 26/10 20:18	↗
4h #432101	fresh	0s	↔ neutral	range	range	moderate	grind	0.505	compression	bear_high	53%	noisy_chop 45%	late 34b -2.2ATR	—	—	1.29	43%	↔ -0.14	above_value	-2.80	inside	#206745	0.67	bear_high	-2.26%	-0.67	27/10 04:00 upd 27/10 08:13	↗
1h anchor #432104	fresh	0s	↓ down	range	range	moderate	grind	0.397	compression	bear_high_confirmed	57%	noisy_chop 40%	mid 1b -1.3ATR	—	—	2.17	82%	↑ +0.46	above_value	-2.80	—	#206745	0.80	bear_medium	-0.82%	-0.33	27/10 07:00 upd 27/10 08:13	↗
15m #432022	fresh	0s	↓ down	early_expansion	bearish_transition	moderate	grind	0.375	expansion	bear_medium	61%	noisy_chop 37%	early 6b 0.1ATR	—	near 0.1ATR	1.33	88%	↑ +0.75	above_value	-3.12	—	#206621	0.73	range_low	-0.06%	-0.03	27/10 07:45 upd 27/10 08:02	↗
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 #228409	fresh	2026-10-27 07:00	0s	0.583	0.387	9/63	2026-10-27 08:00
4h #228470	fresh	2026-10-27 04:00	0s	0.422	0.243	47/63	2026-10-27 08:00
1d #227570	fresh	2026-10-25 20:00	12h	0.293	0.292	46/64	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 #206683	fresh	2026-10-27 07:45	0s	$135.42	$138.70	$131.99	hvn	-6.62	10.59
7d #206745	fresh	2026-10-27 07:00	0s	$135.28	$152.00	$129.71	lvn LVN	-2.80	15.40
30d #206807	fresh	2026-10-27 04:00	0s	$166.60	$175.59	$146.93	lvn LVN	-11.85	9.60

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	$129.45 → $129.84	0.30%	0.61	0.75	continuation_down	✓	↑ $1.3946	+2.20
below	$133.54 → $134.38	0.63%	1.34	0.70	reversion	✓	↓ $2.3054	-3.64
below	$136.93 → $137.47	0.39%	0.85	0.56	continuation_up	✓	↓ $5.6971	-8.99

Prix observé : $131.23. 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	$129.45 → $131.26	1.39%	1.25	0.73	continuation_down	✓	inside	+0.00
below	$132.04 → $133.60	1.17%	1.07	0.68	continuation_down	✓	↓ $0.812500	-0.56
below	$138.78 → $139.82	0.74%	0.72	0.67	reversion	✓	↓ $7.5530	-5.22
below	$141.12 → $143.97	2.00%	1.97	0.66	reversion	✓	↓ $9.8863	-6.83

Prix observé : $131.23. 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	$129.45 → $134.79	4.04%	1.79	0.88	continuation_down	✓	inside	+0.00
below	$136.74 → $145.48	6.20%	2.93	0.84	continuation_down	✓	↓ $5.5050	-1.84

Prix observé : $131.23. 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": "2026-10-27T11:46:21+00:00",
        "staleness_seconds": 819,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-27T12:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-27T11:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-27T11:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}