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 1y percentile (per-ticker)

What it is

Realized vol 1y percentile (per-ticker) — registry key screener_realized_vol_pct_1y.

Per-ticker percentile of the current 20-day realised vol vs its trailing 252-day distribution (0-100 scale). Stored in screener_features_daily. Feeds archetype scorers — low percentile = vol compressed (A4 coiling candidate).

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: 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

Rank of today’s realized_vol_20d within its trailing 252-row window * 100. NULL when fewer than 272 rows (252 lookback + 20 vol window).

Where it surfaces

• API field: screener.features.realized_vol_pct_1y 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