KB / signal
A4 pre-catalyst coiling score
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A4 pre-catalyst coiling score
What it is
A4 pre-catalyst coiling score — registry key a4_coiling_score.
Raw dislocation score for A4 pre-catalyst coiling: coil = (1 - rvol_pctile/100) * proximity_factor. The IV leg (iv_pctile term) is added when options_legs_enabled=true. Higher = tighter vol compression closer to a dated catalyst.
Source
Source module: screener
Data source: computed
Derived metric — produced inside the platform (app/sources/screener.py or equivalent) rather than fetched as a raw upstream value. See the How it's computed section below for the formula.
How it’s computed
coil = (1 - rvol_pctile/100) * proximity_factor, where proximity_factor = max(0, 1 - days_to_catalyst/max_days). When options_legs_enabled: multiply by (1 - iv_pctile/100).
Where it surfaces
- API field:
screener.candidates.a4.scoreonGET /api/v1/signals/latest
Health-score / alignment role
Data carrier — no implication, no health-score contribution.
Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.
Release cadence
- Publishes:
daily