Observation #58537

← Research Observations / #58537

🪙 SPX page 📊 Market Context

🪙 SPX

Market snapshot at

2026-10-28 17:00 UTC

T — snapshot anchor

Last closed 1h candle

16:00–17:00

features known as of T*

Outcome entry

17:05 UTC

T + 5 minutes

Record created

18:16 UTC

Historical computation

Price

$0.396340

Universe

Eligible

Vol 24h: $1,721,882

Synced: 10-28 18:03 +1.1h

← Prev (10-28 16:00) Next (10-28 18:00) →

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

Chart · SPX — marker à observed_at

Market Regime

fresh

Primary biasrange

Phaserange_bound

Environmentrange_bound

Participationalt_rotation

Leadershipalts

BTC bias 1Drange

Breadth score0.7778

evaluated_at: 2026-10-28 16:46:31 · staleness: 13min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium0.00000765

Settled at: 2026-10-28 17:00:00

staleness: 0s

Open Interest

fresh

OI (coin)13,570,658.80

OI (USD)$5,367,196

Mark price$0.395500

Funding next0.001250%

Day vol (USD)$1,628,048

Snapshot at: 2026-10-28 16:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.043%

Change 4h +2.811%

Change 24h +0.179%

Z-score 7d 0.10

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.001250%

Percentile 7d 100.0% top

Percentile 30d 85.8%

Δ 4h 0.000000%

🔀 Price × OI

↑↑ Price ↑ · OI ↑

Price Δ 4h +4.100%

Divergence 0.96

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

3.663

OI / Vol z-7d

0.23

OI momentum 4h

+5.674%

Funding +ratio 24h

100.0%

Sign streak

+58 crowded

Time: 2026-10-28 16:00:00 OI observed: 15:55:04 (5min ago) Funding at: 16:00 Coverage 30d: 100% (720 samples) OI samples 7d: 156 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 #436386	fresh	21h	↔ neutral	range	range	moderate	grind	0.551	compression	bear_high	54%	noisy_chop 36%	late 53b 0.3ATR	—	—	0.58	25%	↔ +0.06	above_value	+4.76	—	#208463	0.72	bull_high	+4.10%	+0.13	26/10 20:00 upd 27/10 20:23	↗
4h #443127	fresh	1h	↔ neutral	range	range	moderate	grind	0.659	normal	bull_high	64%	noisy_chop 42%	late 25b 2.1ATR	—	near -1.1ATR	1.36	77%	↓ -0.15	above_value	+7.89	inside	#211278	0.63	range_high	-0.06%	+0.60	28/10 12:00 upd 28/10 16:14	↗
1h anchor #443502	fresh	0s	↑ up	range	range	moderate	balanced	0.648	expansion	bull_high_confirmed	63%	noisy_chop 43%	late 7b 2.2ATR	—	near -0.2ATR	1.98	87%	↑ +0.64	above_value	+6.79	inside	#211470	0.53	range_medium	+0.74%	+0.16	28/10 16:00 upd 28/10 17:10	↗
15m #443433	fresh	0s	↑ up	transition	bullish_transition	strong	explosive	0.704	volatile_reversal	bull_medium_confirmed	57%	noisy_chop 49%	late 3b 2.2ATR	—	—	0.57	78%	↑ +0.66	above_value	+7.89	—	#211278	0.50	range_low	+0.57%	+0.32	28/10 16:45 upd 28/10 17:03	↗
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 #231110	fresh	2026-10-28 16:00	0s	0.716	0.680	17/66	2026-10-28 17:00
4h #231034	fresh	2026-10-28 12:00	1h	0.708	0.805	6/66	2026-10-28 16:00
1d #229486	fresh	2026-10-26 20:00	21h	0.375	0.435	26/62	2026-10-27 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 #211403	fresh	2026-10-28 16:45	0s	$0.384957	$0.388895	$0.378395	between	3.52	3.25
7d #211470	fresh	2026-10-28 16:00	0s	$0.360673	$0.378245	$0.347564	lvn LVN	6.80	5.85
30d #211339	fresh	2026-10-28 12:00	1h	$0.359520	$0.394620	$0.338460	value	2.85	5.66

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	$0.396971 → $0.400000	0.76%	0.94	0.50	continuation_up	—	↓ $0.000631	-0.20

Prix observé : $0.396340. 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 → $0.338638	1.66%	1.06	0.71	continuation_down	✓	↑ $0.057702	+10.99
above	$0.340870 → $0.344217	0.98%	0.64	0.74	continuation_down	✓	↑ $0.052123	+9.93
inside	$0.389401 → $0.400000	2.69%	2.02	0.79	continuation_up	✓	inside	+0.00

Prix observé : $0.396340. 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%	0.98	0.66	continuation_down	✓	↑ $0.053560	+5.40
inside	$0.391380 → $0.408660	4.32%	1.74	0.65	continuation_up	✓	inside	+0.00
below	$0.457260 → $0.462660	1.17%	0.54	0.68	continuation_up	✓	↓ $0.060920	-6.14

Prix observé : $0.396340. 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	pending	17:05	17:20	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	0%
1h	pending	17:05	18:05	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	0%
4h	pending	17:05	21:05	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	0%
12h	pending	17:05	05:05	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	0%
1d	pending	17:05	17:05	—	—	—	—	—	—	—	—	—	—	—	—	—	— / —	— / —	—	0%

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": "2026-10-28T20:46:31+00:00",
        "staleness_seconds": 809,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-28T21:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-28T20:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-28T20:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}