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.

Realized vol 20d (per-ticker)

What it is

Realized vol 20d (per-ticker) — registry key screener_realized_vol_20d.

Per-ticker annualised 20-day realised volatility from log returns (std * sqrt(252)). Stored in screener_features_daily. Feeds archetype scorers (A4 coiling, A6 vol mispricing).

Source

Source module: screener
Data source: computed

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

std(log_returns, 20-day rolling window) * sqrt(252). NULL when fewer than 21 rows.

Where it surfaces

• API field: screener.features.realized_vol_20d on GET /api/v1/signals/latest

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: daily