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Disorderly stress score

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Disorderly stress score

What it is

Disorderly stress score — registry key disorderly_stress_score.

Thread A discriminator: count of active disorderly-stress triggers (0-4). Hard AND gate on VIX term backwardation + STLFSI4 > 0 — the U6 15y re-test (2026-07-13) validated the GATE across all 8 genuine 2011-2026 panics with 0 orderly-regime false fires (vs VIX>25 firing 87x in the 2022 grind), but KILLED the amplification claim behind the original per-episode ICs (vendor-archive measure only; does not replicate on the platform’s captured gex sibling — the weight-after-confirmation path is closed). Ships as state-only, data_only — the regime separation IS the validated part. See app/signals/disorderly_stress.py and U6_DISORDERLY_GATE_15Y_2026-07-13.md.

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

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: 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

Count of active disorderly-stress triggers (0-4). Hard AND gate on two CORE legs: (1) vix_term_slope > 0 (VIX−VIX3M spread positive = front>back = backwardation/panic) AND (2) stlfsi4 > 0.0 (above-average FRED financial stress). If either core leg is missing or does not fire, score is 0 and state is ‘calm’. Corroborating legs: (3) hy_oas > 4.5% and (4) vix_close > 25. See app/signals/disorderly_stress.py:evaluate_disorderly_stress.

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