Skip to content

KB/signal

SPY 1d fwd max-run-up

Last verified

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 1d fwd max-run-up

What it is

SPY 1d fwd max-run-up — registry key spy_fwd_maxup_1d.

Forward 1-trading-day max run-up: the path substrate for the AI-2 SHADOW payoff direction grade (research/planning/prereg_ai2_path_payoff_2026-07-29.md). Always >= 0; floored at 0 when SPY never closes above the reference. No bands, no scoring contribution; substrate for a shadow grade that licenses nothing. (The COLUMN itself does ship on the un-gated /signals/latest like every other persisted carrier; it is the shadow GRADE that stays internal.)

Data-pyramid tier

T0 — Raw input. This metric sits at the raw input 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

(max(close[T+1..T+1]) - close[T]) / close[T], floored at 0: forward 1td max run-up (always >= 0). Backfilled by capture.backfill_realized_maxdd.

Where it surfaces

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

Backfilled onto row T once the T+1..T+1 window closes. FORWARD-ONLY from AI2_PATH_PAYOFF_SHADOW_START_DATE: pre-epoch rows stay NULL by design.

See also