I am asking myself this question (which seems to be a natural generalization of Remark 4.4 of these lecture notes).
Question. Let $I_s, s \in \mathcal{S}$ be a collection of intervals included in $[0,1]$ such that there exists $K>0$ such that for every interval $J$ there holds $$\frac{1}{|J|} \sum_{I_s\subset J} |I_s|\leqslant K\,,$$ then is it true that the function $f:=\sum_{s\in\mathcal{S}} \mathbf1_{I_s}$ is in $\bigcap_{p \geqslant 1}L^p$? Is it also true that $|\{x \in [0,1]\,, f(x)\geqslant n\}| \lesssim e^{-cn}$ for some $c>0$?
I have the strong intuition that the assumption on the intervals implies that the function $f$ is not big on large measure sets.
A first guess would be that $f$ lies in $\mathit{BMO}$ (i.e., has bounded mean oscillation) but as pointed out by fedja it is not the case. If we take the family of intervals $[1/2,1/2+2^{-j}]$ we see that it defines a function which is roughly $x \mapsto \log (x-1/2) \mathbf{1}_{x>1/2}$ which is not in $\mathit{BMO}$ (see the averages on $[1/2-\delta, 1/2+\delta]$).
However, if we define $\alpha_n$ as the measure of the $x\in [0,1]$ such that $f(x)=n$ (i.e. $x$ lies in $n$ intervals $I_s$), I thing that we can prove an estimate of the form $\alpha_n \lesssim e^{-cn}$, and for that, it is sufficient to prove that for large $n$ there is a positive real $b<1$ such that $\alpha_{n+1} \leqslant b \alpha_n$.
In order to prove the last statement I tried to select the dyadics intervals $J$ on which $\frac{1}{|J|}\int_J f$ is large or not, and run pretty much the same argument as in the proof of the John-Nirenberg inequality [see Grafakos "Modern Fourier Analysis" page 124]. However the problem is that even if we have: $$\frac{1}{|J|}\int_J f = \frac{1}{|J|}\sum_{\cup I_s \cap J} |I_s|\,,$$ the hypothesis does not say something about this quantity ... (if $I_s$ is not included in $J$ then this interval does not appear in the hypothesis ...).
Can someone give me a hand for proving this claim? I really believe that the proof should be an adaptation of the John-Nirenberg inequality.
Edit. I edited the question after comments.