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.

SPY distance to call wall (%)

What it is

SPY distance to call wall (%) — registry key spy_dist_to_call_pct.

Wall-proximity matcher dim (C3, 2026-05): SPY’s percentage distance below the gamma call wall. Matcher soft dim (_SOFT_NUMERIC_DIMS, trust 0.6) and an air_pocket trigger input. Registered 2026-06-12 (coherence audit PR-5 / L1-3) — previously a deliberate registry bypass injected via capture’s explicit extra-column list; the daily INSERT column now derives from this entry like every other persisted metric.

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: capture
Data source: computed

Derived metric — produced inside the platform (app/signals/capture.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

spy_dist_to_call_pct = (gamma_call_wall - spy_close) / spy_close * 100, rounded to 3 decimals; per-leg NULL when either input is missing. Single source of truth is app/signals/capture.py:_compute_wall_distances — shared by the intraday and daily upserts so the two paths cannot drift. Daily history backfilled from the persisted gamma_call_wall/spy_close columns by scripts/backfill_wall_proximity_daily.py.

Where it surfaces

• API field: signals.spy_dist_to_call_pct on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: intraday_signals row (per-cycle snapshot)

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

Computed every capture cycle from the live brokerage data session-chain gamma call wall + spy_close; same cadence as gamma_call_wall.

See also

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