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IEI

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IEI

What it is

IEI — registry key iei_close.

Raw close of the IEI 3-7y Treasury ETF, fetched from the public price backend (app/sources/macro_indicators.py). The duration-matched Treasury hedge leg of fsi_credit_nowcast: IEI’s ~4.5y effective duration brackets HYG’s ~3.5-4y, so the HYG-minus-IEI excess return isolates the credit move from the rates move. Sparkline + history carrier only, no classification semantics; not scored or aligned.

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: macro_indicators
Data source: back_fillable

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

How it’s computed

Fetched directly from the macro_indicators source; see app/sources/macro_indicators.py for the upstream API call.

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