Observation #9917

← Research Observations / #9917

🪙 BTC page 📊 Market Context

🪙 BTC

Market snapshot at

2026-09-30 23:00 UTC

T — snapshot anchor

Last closed 1h candle

22:00–23:00

features known as of T*

Outcome entry

23:05 UTC

T + 5 minutes

Record created

00:15 UTC

Historical computation

Price

$83,467.00

Universe

Eligible

Vol 24h: $2,929,755,565

Synced: 10-01 00:15 +1.3h

← Prev (09-30 22:00) Next (10-01 00:00) →

* 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

Leadershipalts

BTC bias 1Dbull

Breadth score0.6021

evaluated_at: 2026-09-30 22:46:09 · staleness: 14min

Funding (settled)

fresh

Rate0.001250%

Annualized10.95%

Premium-0.00019587

Settled at: 2026-09-30 23:00:00

staleness: 0s

Open Interest

fresh

OI (coin)34,942.49

OI (USD)$2,916,649,702

Mark price$83,470.00

Funding next0.001250%

Day vol (USD)$2,919,426,178

Snapshot at: 2026-09-30 22:55:04

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

staleness: 5min

Derivatives Features v1 ⓘ

fresh

📊 OI Dynamics quantity-space

Change 1h -0.307%

Change 4h -1.347%

Change 24h -1.551%

Z-score 7d -0.21

💰 Funding Context settled

Current 0.001250%

Avg 24h 0.000887%

Percentile 7d 100.0% top

Percentile 30d 97.2%

Δ 4h 0.000000%

🔀 Price × OI

↓↓ Price ↓ · OI ↓

Price Δ 4h -0.258%

Divergence 0.10

🧮 Participation / Crowding P1 primitives

OI / Vol 24h

1.002

OI / Vol z-7d

-0.64

OI momentum 4h

-0.001%

Funding +ratio 24h

96.0%

Sign streak

+17 crowded

Time: 2026-09-30 22:00:00 OI observed: 21:55:04 (5min ago) Funding at: 22:00 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 #187496	fresh	3h	↑ up	transition	bullish_transition	moderate	grind	0.604	normal	bull_high	61%	noisy_chop 36%	early 15b 0.7ATR	—	—	1.06	75%	↔ +0.04	above_value	-0.97	—	#101556	—	—	—	—	29/09 20:00 upd 30/09 20:15	↗
4h #187412	fresh	3h	↔ neutral	range	range	moderate	grind	0.630	volatile_reversal	bull_high	47%	noisy_chop 36%	early 2b -0.1ATR	near -0.2ATR	—	0.39	20%	↔ +0.02	value	-0.80	—	#101402	—	—	—	—	30/09 16:00 upd 30/09 20:05	↗
1h anchor #188791	fresh	0s	↔ neutral	range	range	moderate	balanced	0.507	normal	range_medium	39%	noisy_chop 38%	early 10b -0.5ATR	near 0.5ATR	—	0.17	9%	↓ -0.52	value	-1.11	—	#101942	—	—	—	—	30/09 22:00 upd 30/09 23:05	↗
15m #188716	fresh	0s	↓ down	transition	bearish_transition	moderate	grind	0.498	compression	range_low	39%	noisy_chop 37%	early 6b -0.9ATR	—	—	0.49	16%	↓ -0.52	value	-1.11	—	#101942	—	—	—	—	30/09 22:45 upd 30/09 23:00	↗
5m #188715	fresh	0s	↓ down	range	range	strong	explosive	0.389	compression	range_low	42%	noisy_chop 40%	early 5b -0.5ATR	near -6.9ATR	—	0.17	2%	↓ -0.26	value	-1.11	—	#101942	—	—	—	—	30/09 22:55 upd 30/09 23:00	↗

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 #168739	fresh	2026-09-30 22:00	0s	0.488	0.496	50/77	2026-09-30 23:00	2026-09-30 23:35
4h #168433	fresh	2026-09-30 16:00	3h	0.500	0.500	40/76	2026-09-30 20:00	2026-09-30 20:37
1d #168509	fresh	2026-09-29 20:00	3h	0.618	0.658	31/76	2026-09-30 20:00	2026-09-30 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 #102020	fresh	2026-09-30 22:45	0s	$83,721.92	$84,507.08	$83,118.83	value	-1.66	9.06
7d #102098	fresh	2026-09-30 22:00	0s	$84,007.76	$84,536.32	$83,324.50	value	-1.23	2.75
30d #101633	fresh	2026-09-30 16:00	3h	$77,154.77	$83,491.13	$74,903.00	between	7.17	9.50

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	$82,914.00 → $83,005.03	0.11%	0.59	0.63	continuation_down	✓	↑ $461.97	+3.02
below	$84,529.84 → $84,689.15	0.19%	1.04	0.40	continuation_up	—	↓ $1,062.84	-6.94
below	$84,757.43 → $85,098.80	0.40%	2.23	0.38	continuation_up	—	↓ $1,290.43	-8.42
below	$85,485.69 → $85,645.00	0.19%	1.04	0.69	continuation_up	✓	↓ $2,018.69	-13.18

Prix observé : $83,467.00. 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
below	$85,077.77 → $85,645.00	0.66%	1.29	0.88	continuation_up	✓	↓ $1,610.77	-3.65

Prix observé : $83,467.00. 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 → $75,531.40	0.84%	0.70	0.61	continuation_down	✓	↑ $7,935.60	+8.78
above	$81,605.93 → $82,862.73	1.53%	1.39	0.71	reversion	✓	↑ $604.27	+0.67
below	$86,633.13 → $87,471.00	0.96%	0.93	0.76	continuation_up	✓	↓ $3,166.13	-3.50

Prix observé : $83,467.00. 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	23:05	23:20	+0.03%	+0.05×	+0.16×	-0.08×	15m	5m	Low first	1.00	0.00%	+0.03%	0.55%	0.13%	$22.51M	— / —	— / —	—	100%
1h	computed	23:05	00:05	+0.40%	+0.77×	+0.77×	-0.08×	1h	5m	Low first	0.66	0.00%	+0.40%	21.96%	0.44%	$36.90M	— / —	— / —	—	100%
4h	computed	23:05	03:05	+0.80%	+1.53×	+2.18×	-0.08×	3h10m	5m	Low first	0.27	0.00%	+0.80%	26.32%	1.18%	$204.01M	00:10 / 01:20	— / —	—	100%
12h	computed	23:05	11:05	+0.83%	+1.58×	+2.18×	-0.69×	3h10m	5h30m	High first	0.06	0.00%	+0.83%	42.47%	1.50%	$1.07B	00:10 / 01:20	— / —	—	100%
1d	computed	23:05	23:05	+2.31%	+4.43×	+4.73×	-0.69×	1d	5h30m	Low first	0.09	0.00%	+2.31%	41.01%	2.83%	$2.21B	00:10 / 01:20	— / —	—	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": "2026-10-01T02:46:09+00:00",
        "staleness_seconds": 831,
        "resolution": "fresh"
    },
    "funding_rate": {
        "evaluated_at": "2026-10-01T03:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    },
    "open_interest": {
        "evaluated_at": "2026-10-01T02:55:04+00:00",
        "staleness_seconds": 296,
        "resolution": "fresh"
    },
    "derivatives_features": {
        "evaluated_at": "2026-10-01T02:00:00+00:00",
        "staleness_seconds": 0,
        "resolution": "fresh"
    }
}