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MOVE 5d change

What it is

MOVE 5d change — registry key move_5d_change.

5-trading-day fractional change in the MOVE index: (close[-1] - close[0]) / close[0] over the same 5d window vol_structure.py:_fetch_move already pulls. Pairs with move (magnitude) + move_pct_1y (percentile) for a complete rate-vol direction+magnitude read. Positive = rate vol rising; negative = rate vol falling. None when < 2 rows or zero close (series-start guard). Series starts at the 2026-06-05 deploy and fills forward; historical rows are backfillable from the persisted move column via scripts/backfill_move_5d_change.py (BUG-6).

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

(MOVE_close[-1] - MOVE_close[0]) / MOVE_close[0] over the 5-trading-day market-data fallback history window. Computed in vol_structure.py:_fetch_move from the hist[‘Close’].dropna() series and emitted as ‘move_5d_change’ in the _collect_move_vix result dict. Guard: None when fewer than 2 rows or first close is zero.

Where it surfaces

• API field: volatility.move_5d_change on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)

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: intraday

See also

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