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KB/signal

CTA SMA 200

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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.

CTA SMA 200

What it is

CTA SMA 200 — registry key cta_sma_200.

200-day simple moving average of SPY close. The primary long-term CTA trigger level — price above/below 200DMA drives the largest systematic allocations. Captured alongside sma_20/sma_50/sma_100 from market.py:_analyze_cta_proxy; previously computed then discarded. Series starts at the 2026-06-05 deploy and FILLS FORWARD – the sparse history is intentional, not a defect (REFACTOR inventory Cat-1B); no backfill planned.

Data-pyramid tier

T1 — Signal. This metric sits at the signal 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: market
Data source: back_fillable

Fetched directly from app/sources/market.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

200-day simple moving average of SPY close, computed in market.py:_analyze_cta_proxy from the same 1-year market-data fallback/brokerage data session history fetch used by the CTA stack-score. Extracted via engine.py _build_sig_input from data[‘cta_proxy’][‘sma_200’].

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