KB / signal
A6 vol mispricing state
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A6 vol mispricing state
What it is
A6 vol mispricing state — registry key a6_vol_state.
State label from the A6 vol mispricing scorer. ‘partial’ = hist_earnings_move computed + dated catalyst ahead + quality pass. ‘primed’ is reserved for Phase 3 when implied_move is available and vol_edge > 1. ‘none’ = insufficient earnings history or no catalyst or quality fail.
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
State machine in evaluate_vol_mispricing. See app/screener/archetypes.py. Max state without options is ‘partial’.
Where it surfaces
- API field:
screener.candidates.a6.stateonGET /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