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VIX

What it is

VIX — registry key vix.

Classifier metric. See the bands table below for the band-by-band reading.

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: back_fillable

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

How it’s computed

Raw VIX close from market-data fallback ^VIX, fetched by market.py’s macro board (_analyze_volatility). The CBOE VIX is a 30-day forward-looking implied volatility of SPX options, annualised and expressed in percentage points (e.g. 18 = 18% expected annualised SPY move). VIX is the equity-vol benchmark; volatility.vix on /api/v1/signals/latest is the canonical surfaced field. The brokerage data session fallback path uses volume-weighting for VIX option flow because brokerage data session reports no OI on index options (CLAUDE.md Law 4 / app/sources/market.py:154-157); the headline vix value remains the index close. See app/sources/market.py:243 (_analyze_volatility). The classifier bands (Low vol / Normal vol / Elevated / High vol / Fear / Extreme fear) are applied downstream via signal_defs.band_for('vix', value).

Where it surfaces

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

Bands / thresholds

Classifier direction: lower_is_better.

Health-score / alignment role

• Alignment category: volatility, default weight 1.0 (see /kb/alignment for the 11-category framework).
• Contributes to: implication.volatility, alignment.volatility, cascade.1

Release cadence

• Publishes: intraday

See also

• /kb/alignment — Alignment framework — 11-category implication vs. price.
• /kb/api/get-signals-latest — API endpoint that serves this field.