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SPY/VIX corr signal

What it is

SPY/VIX corr signal — registry key corr_spy_vix_signal.

Computed classification label string surfaced in the report; underlying numeric metric carries the band semantics. Tracked for marker-flip detection between report cycles.

Source

Source module: correlations
Data source: computed

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

Four-level classification (normal / elevated / stretched / extreme) of corr_spy_vix per app/signals/config/correlation_scoring.json pair spy_vix. See app/signals/correlations.py:classify_correlation.

Where it surfaces

• API field: signals.corr_spy_vix_signal on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: change markers in the rendered report

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.