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SPY IVR

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SPY IVR

What it is

SPY IVR — registry key spy_ivr.

Daily-signals column exposed for sparkline charts; raw value, no classification bands.

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: market
Data source: live_only

Fetched directly from app/sources/market.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

SPY 21-day annualized REALIZED volatility, percentile-ranked against its own trailing 52-week range: hv = std(log(close_t/close_t-1), 21d) × sqrt(252) × 100, then (current_hv − min_hv_52w) / (max_hv_52w − min_hv_52w) × 100. NOT implied volatility — no option chain or IV is read for this field; it is a realized-vol-percentile proxy (market.py’s own docstring: “IVR Approximation — we use 52-week HV as a proxy if IV history is unavailable”). See app/sources/market.py:_analyze_single_ticker.

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

See also