KB / signal
VIX/MOVE Ratio
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VIX/MOVE Ratio
What it is
VIX/MOVE Ratio — registry key vix_move_ratio.
Relative equity vs rate volatility; contextual cross-asset indicator, not directly scored.
Source
Source module: vol_structure
Data source: computed
Derived metric — produced inside the platform (app/sources/vol_structure.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
Equity-vs-rates vol ratio: vix / move. Calibrated to 0.10–0.20 normal range. See app/sources/vol_structure.py:55.
Where it surfaces
- API field:
signals.vix_move_ratioonGET /api/v1/signals/latest - Surface:
daily_signalsrow (daily-cadence persistence) - Surface:
/signals/historytime series - Surface:
/signals/sparklines(UI sparklines) - Surface: change markers in the rendered report
Bands / thresholds
Classifier direction: lower_is_better.
| Range | Label | Dot | Implication | Points |
|---|---|---|---|---|
| — | Equity vol cheap | favorable | NEUTRAL | — |
| — | Normal | neutral | NEUTRAL | — |
| — | Equity vol elevated | cautionary | NEUTRAL | — |
| — | Equity vol rich | adverse | NEUTRAL | — |
Health-score / alignment role
Display-only — has bands for surface labeling but does not contribute to the health score (scoring is handled by a companion metric).
Release cadence
- Publishes:
intraday
See also
- /kb/api/get-signals-latest — API endpoint that serves this field.