Question

Perpetual technicals use COMPLETED UTC daily bars only (Hyperliquid 1d candles). "The session" below means the last closed UTC session — its date is the row attribute last_closed_bar — never the bar still forming at snapshot time. RSI = 14-day Wilder RSI on daily closes, as of the session; trend alignment = the session's close > EMA20 > EMA50 (EMAs of daily closes). Open interest (USD) is taken at snapshot time, not at the session close. Find Hyperliquid perpetual markets with open interest greater than $20M, perp rsi 14 between 55 and 70, perp trend alignment. Scope: only entities with a known value for perp rsi 14, perp trend alignment in the snapshot; entities lacking any of them are out of scope and must not be returned. For the set of ALL entities that match the conditions above, report three numbers: count = how many match; mean = the arithmetic mean of Perp RSI14 (14-day Wilder RSI on daily closes.) across them; median = its median (middle value, or the mean of the two middle values for an even count). Give mean and median as a plain number in the metric's unit (index). Every matching entity's value must be rebuilt exactly — one wrong value moves the mean. Rebuild policy: metrics that are not served as fields (fundamental ratios, growth rates, valuation, technical signals) must be recomputed by you from the raw facts and daily bars the tools serve, following the definitions in list_metrics.compute_yourself to the letter (period selection, latest-filing copy, quarter arithmetic); do the arithmetic with run_calculation over the fetched data. The reference answer was computed from the same facts by the same definitions.