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VIX/MOVE signal

What it is

VIX/MOVE signal — registry key vix_move_signal.

Computed classification label string surfaced in the report; underlying numeric metric carries the band semantics. Tracked for marker-flip detection between report cycles.

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

Categorical label from vix_move_ratio + vix level — ‘Equity Vol Elevated vs Rates’ (ratio>0.25 & vix>15) / ‘Rate Vol Elevated vs Equity’ (ratio<0.12 & move>80) / ‘Normal Relationship’ otherwise. See app/sources/vol_structure.py:57-62.

Where it surfaces

• API field: signals.vix_move_signal on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: change markers in the rendered report

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.