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Complacency-break calm-lane score

What it is

Complacency-break calm-lane score — registry key complacency_break_score.

Complacency-break calm-lane state flag (CB-1, 2026-06-10) — the calm-lane sibling of the air-pocket flag (which requires bearish dealer gamma and is structurally blind to complacency breaks). Deterministic STATE descriptor — NOT scored, NOT a predictor; no classification bands, no health-score contribution. LIVE-PRIOR grade (in-sample discovery, permutation-gated); the forward card (CB-2) is the judge.

Data-pyramid tier

T3 — Lens. This metric sits at the lens 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

Horizon: 1-3d — the window this metric’s measured skill speaks to. A horizon stamp is an evidence claim, not a trading signal.

Evidence: Calm-lane 1-3d drawdown HAZARD read (not a forecast). Two legs survived a locked circular-shift permutation gate at LIVE-PRIOR grade (research/planning/prereg_complacency_break_2026-06-10.md, run 2026-06-10): legA at-flip-into-catalyst shift_p 0.000 (n=40, 20.0% vs ~6.7% calm base, p20); legB expiring-pin shift_p 0.026 (n=28, 28.6% vs 13.3% calm base, p15, modern-era 2024+ only). In-sample discovery 2026-06-10 (research/findings/DDX_complacency_breaks_2026-06-10.md); the permutation gates temporal alignment, not discovery bias — graduation needs the forward card (60+ live calm-lane sessions). Panel evidence; live-flip re-derivation pending. Duty cycle ~14% of calm days. Amplification context, never direction.

Source

Source module: capture
Data source: computed

Derived metric — produced inside the platform (app/signals/capture.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

Number of complacency-break triggers currently firing (0–2) in the calm lane (VIX < 18; VIX >= 18 forces state out_of_lane and zero triggers): at_flip_catalyst (|pct_to_flip| <= 0.25% AND the next trading session is a registered catalyst — FOMC decision, Employment Situation, or monthly OPEX) + expiring_pin (net-GEX 252d percentile rank >= 0.8 AND <= 3 calendar days to monthly OPEX). Each leg null-safe — a missing input makes that leg abstain. CPI/PPI are excluded from the catalyst set (dilution test). See app/signals/complacency_break.py:evaluate_complacency_break.

Where it surfaces

• API field: positioning.complacency_break.score on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/history time series
• Surface: /signals/sparklines (UI sparklines)

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: intraday

See also

• /kb/api/get-signals-latest — API endpoint that serves this field.