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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

Bands / thresholds

Classifier direction: lower_is_better.

RangeLabelDotImplicationPoints
Equity vol cheapfavorableNEUTRAL
NormalneutralNEUTRAL
Equity vol elevatedcautionaryNEUTRAL
Equity vol richadverseNEUTRAL

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

See also