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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.

Data-pyramid tier

T4 — Regime / state. This metric sits at the regime / state layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

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.state on GET /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