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Global liquidity (formatted)

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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.

Global liquidity (formatted)

What it is

Global liquidity (formatted) — registry key global_liquidity_formatted.

Pre-formatted display string for global liquidity; underlying numeric is net_liquidity. Tracked for marker-flip detection.

Data-pyramid tier

T0 — Raw input. This metric sits at the raw input 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: computed
Data source: back_fillable

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

How it’s computed

Display string for WALCL - TGA - RRP + ECB_bs + BoJ_bs formatted as ${value:,.0f}B. Cosmetic; the numeric global_liquidity is computed in app/sources/liquidity.py. BOJ carry-forward: when JPNASSETS returns ‘.’ (monthly lag, ~71% of days), the source uses the last known BOJ within a 45-day staleness window, then falls back to a Fed+ECB partial composite scaled by 2/3. Degradation is surfaced via boj_partial_source — not silent.

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