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.

GEX band (5-level)

What it is

GEX band (5-level) — registry key gex_sign.

5-band gamma-regime label of gex persisted per intraday cycle (column name is historical — it predates the 5-band upgrade). Replay/grouping carrier; the daily-side band classification lives on gex’s own registry bands. Registered 2026-06-12 (coherence audit PR-5 / L1-13) — column existed since P12 (2026-04) with no registry entry.

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: 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

gex_sign = app/signals/transitions.py:_classify_gex_sign(gex): deep_positive (>= 3.0B) / positive ([0, 3.0)) / neutral ([-0.5, 0)) / negative ((-3.0, -0.5)) / deep_negative (<= -3.0B); NULL when gex is missing. Thresholds align with the gex registry bands; boundaries chosen so a single bp move past 0 doesn’t flip neutral -> positive every 5-min snapshot.

Where it surfaces

• API field: intraday.bars.gex_sign on GET /api/v1/signals/intraday-replay
• Surface: intraday_signals row (per-cycle snapshot)

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: daily
• Approximate time (ET): 16:30
• Lag days: 0

Band label of gex — inherits the parent’s EOD CSV publish cadence (PR-4 inheritance rule; the label can only change when the parent value changes).

See also

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