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Correlation Regime Break

Last verified

Auto-generated. This article is rebuilt from app/signals/config/alert_thresholds.json by scripts/build_alerts_kb.py. Edit the alert config and re-run the script — do not edit this file directly.

Correlation Regime Break

Alert ID: CORRELATION_BREAK
Category: correlation
Cross-detection: no

Severity

WARNING — conditions deteriorating; worth monitoring

Trigger condition

{
  "type": "computed",
  "computation": "correlation_break"
}

Computed condition (correlation_break) — the trigger logic lives in app/signals/alerts.py:_eval_computed. This alert does not decompose into a simple field threshold; consult the source for the exact semantics.

Message template

Key correlation regime break detected — normal market relationships are shifting, increased unpredictability.

Rendered with the current signals dict via Python str.format. Placeholders that fail to resolve fall back to the raw template (see _format_message in app/signals/alerts.py).

Cooldown / dedup

Notifies

See also