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.

HYG Volume Ratio

What it is

HYG Volume Ratio — registry key hyg_vol.

Classifier metric. See the bands table below for the band-by-band reading.

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: macro_indicators
Data source: computed

Derived metric — produced inside the platform (app/sources/macro_indicators.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

Annualized 21-day realized volatility of HYG daily returns: stdev(returns_21d) × sqrt(252) × 100, in percent. Mirrors the market.py realized-vol method used for SPY.

Where it surfaces

• API field: signals.hyg_volume_ratio on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/history time series
• Surface: /signals/sparklines (UI sparklines)

Bands / thresholds

Classifier direction: lower_is_better.

Health-score / alignment role

• Health score component: hyg_confirmation (weight + math in app/signals/config/score_weights.json and app/signals/score.py).
• Contributes to: health_score.HYG

Release cadence

• Publishes: intraday

See also

• /kb/health-score — Health score — 0-100 composite.
• /kb/api/get-signals-latest — API endpoint that serves this field.