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.

MOVE Index

What it is

MOVE Index — registry key move.

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: vol_structure
Data source: back_fillable

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

How it’s computed

Raw ICE BofA MOVE Index close from market-data fallback ticker ^MOVE. MOVE is the Treasury-market analogue of VIX — a weighted average of the 1-month implied volatilities on 2Y / 5Y / 10Y / 30Y Treasury options, in basis points. Higher = more uncertainty about the path of rates. Used alongside VIX in the vix_move_ratio cross-asset stress read. Daily close from market-data fallback. See app/sources/vol_structure.py:70 (_fetch_move). The classifier bands (Calm / Moderate / Volatile / Extreme) are applied downstream via signal_defs.band_for('move', value).

Where it surfaces

• API field: volatility.move on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/history time series
• Surface: /signals/sparklines (UI sparklines)
• Surface: change markers in the rendered report

Bands / thresholds

Classifier direction: lower_is_better.

Health-score / alignment role

• Alignment category: carry_risk, default weight 1.0 (see /kb/alignment for the 11-category framework).
• Contributes to: implication.carry_risk, alignment.carry_risk, card.volatility

Release cadence

• Publishes: intraday

See also

• /kb/alignment — Alignment framework — 11-category implication vs. price.
• /kb/api/get-signals-latest — API endpoint that serves this field.