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VIX 5d avg

What it is

VIX 5d avg — registry key vix_5d_avg.

5-day rolling VIX average.

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

Rolling 5-day arithmetic mean of vix_close over the last 5 daily_signals rows. See app/signals/capture.py:avg_col(rows, 'vix_close').

Where it surfaces

• API field: signals.vix_5d_avg on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)

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

See also

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