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SPY/VIX corr signal

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Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

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.

Data-pyramid tier

T2 — Indicator. This metric sits at the indicator 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: 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

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

See also