Observation #8509

← Research Observations / #8509

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-09-30 05:00 UTC

T — snapshot anchor

Last closed 1h candle

04:00–05:00

features known as of T*

Outcome entry

05:05 UTC

T + 5 minutes

Record created

06:15 UTC

Historical computation

Price

$83,023.00

Universe

Eligible

Vol 24h: $2,104,289,369

Synced: 09-30 06:15 +1.3h

← Prev (09-30 04:00) Next (09-30 06:00) →

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

Chart · BTC — marker à observed_at

Market Regime

fresh

Primary biasbull

Phasebull_consolidation

Environmenttrend_consolidation

Participationmixed_dispersion

Leadershipmixed

BTC bias 1Dbull

Breadth score0.3576

evaluated_at: 2026-09-30 04:46:09 · staleness: 14min

Funding (settled)

fresh

Rate-0.000134%

Annualized-1.17%

Premium-0.00051069

Settled at: 2026-09-30 05:00:00

staleness: 0s

Open Interest

fresh

OI (coin)35,530.98

OI (USD)$2,949,284,287

Mark price$83,006.00

Funding next-0.000203%

Day vol (USD)$2,051,810,636

Snapshot at: 2026-09-30 04:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h +0.641%

Change 4h -0.539%

Change 24h +6.630%

Z-score 7d 0.61

💰 Funding Context settled

Current 0.000388%

Avg 24h 0.000798%

Percentile 7d 16.1%

Percentile 30d 12.1%

Δ 4h -0.000359%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.172%

Divergence -0.15

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.403

OI / Vol z-7d

-0.20

OI momentum 4h

-0.423%

Funding +ratio 24h

100.0%

Sign streak

+29 crowded

Time: 2026-09-30 04:00:00 OI observed: 03:55:04 (5min ago) Funding at: 04:00 Coverage 30d: 100% (720 samples) OI samples 7d: 168 Funding interval: 1h

Market Contexts (5) ⓘ

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 #177409	fresh	9h	↑ up	transition	bullish_transition	moderate	grind	0.605	normal	bull_high	61%	noisy_chop 38%	early 14b 0.9ATR	—	—	0.78	48%	↔ +0.01	above_value	-1.13	—	#97227	—	—	—	—	28/09 20:00 upd 29/09 20:15	↗
4h #180783	fresh	1h	↓ down	range	range	moderate	grind	0.504	normal	bull_high	58%	noisy_chop 37%	early 10b -0.7ATR	near 0.1ATR	—	0.74	34%	↑ +0.25	below_value	-2.74	—	#98548	—	—	—	—	30/09 00:00 upd 30/09 04:05	↗
1h anchor #181273	fresh	0s	↔ neutral	range	range	moderate	grind	0.531	compression	bear_medium	58%	noisy_chop 39%	mid 9b -1.1ATR	near -0.6ATR	—	0.65	36%	↓ -0.52	below_value	-2.15	—	#98712	—	—	—	—	30/09 04:00 upd 30/09 05:05	↗
15m #181199	fresh	0s	↓ down	early_expansion	bearish_transition	moderate	grind	0.365	expansion	range_low	40%	noisy_chop 42%	early 4b -0.9ATR	near 0.1ATR	—	0.58	29%	↔ +0.07	below_value	-2.15	—	#98712	—	—	—	—	30/09 04:45 upd 30/09 05:00	↗
5m #181198	fresh	0s	↔ neutral	range	range	moderate	grind	0.518	compression	range_low	38%	noisy_chop 43%	mid 13b -1.1ATR	near -0.3ATR	—	0.55	41%	↑ +0.16	below_value	-2.15	—	#98712	—	—	—	—	30/09 04:55 upd 30/09 05:00	↗

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	Created at
1h #166955	fresh	2026-09-30 04:00	0s	0.463	0.466	49/81	2026-09-30 05:00	2026-09-30 05:35
4h #166873	fresh	2026-09-30 00:00	1h	0.483	0.486	42/82	2026-09-30 04:00	2026-09-30 04:37
1d #166050	fresh	2026-09-28 20:00	9h	0.607	0.669	34/83	2026-09-29 20:00	2026-09-29 20:20

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 #98876	fresh	2026-09-30 04:45	0s	$83,128.40	$83,953.47	$82,871.87	hvn	-0.61	6.30
7d #98958	fresh	2026-09-30 04:00	0s	$84,091.35	$84,566.42	$83,299.58	between	-2.80	3.32
30d #98794	fresh	2026-09-30 00:00	1h	$77,154.77	$83,176.93	$74,903.00	value	7.06	10.00

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	$83,648.40 → $83,925.73	0.33%	1.62	0.57	reversion	✓	↓ $625.40	-3.64

Prix observé : $83,023.00. 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	$82,551.00 → $82,781.33	0.28%	0.60	0.85	continuation_down	✓	↑ $241.67	+0.63
below	$85,084.67 → $85,487.75	0.47%	1.06	0.80	continuation_up	✓	↓ $2,061.67	-5.40
below	$85,775.67 → $86,006.00	0.27%	0.60	0.77	continuation_up	✓	↓ $2,752.67	-7.21

Prix observé : $83,023.00. 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	$74,903.00 → $75,426.67	0.70%	0.63	0.64	continuation_down	✓	↑ $7,596.33	+9.18
above	$81,605.93 → $82,862.73	1.53%	1.52	0.70	reversion	✓	↑ $160.27	+0.19
below	$86,633.13 → $87,471.00	0.96%	1.01	0.76	continuation_up	✓	↓ $3,610.13	-4.36

Prix observé : $83,023.00. 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	computed	05:05	05:20	+0.13%	+0.27×	+0.30×	0.00×	15m	5m	High first	1.00	0.00%	+0.13%	10.46%	0.15%	$13.34M	— / —	— / —	—	100%
1h	computed	05:05	06:05	+0.70%	+1.42×	+1.50×	0.00×	30m	5m	High first	0.73	0.00%	+0.70%	37.07%	0.74%	$130.43M	05:30 / —	— / —	—	100%
4h	computed	05:05	09:05	+2.49%	+5.06×	+5.74×	0.00×	3h55m	5m	High first	0.48	0.00%	+2.49%	52.30%	2.82%	$862.43M	05:30 / 08:30	— / —	—	100%
12h	computed	05:05	17:05	+0.72%	+1.47×	+6.09×	0.00×	4h5m	5m	High first	0.04	0.00%	+0.72%	56.14%	2.99%	$2.24B	05:30 / 08:30	— / —	—	100%
1d	computed	05:05	05:05	+0.49%	+1.00×	+6.09×	-0.06×	4h5m	23h30m	High first	0.02	0.00%	+0.49%	45.27%	3.02%	$2.98B	05:30 / 08:30	— / —	—	100%

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": "2026-09-30T08:46:09+00:00",
        "staleness_seconds": 831,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-09-30T09:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-09-30T08:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-09-30T08:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}