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VIX Term Structure

What it is

VIX Term Structure — registry key vix_regime.

No description in registry.

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

VIX term-structure classifier, not a VIX-level classifier — compares front-month VIX to VIX3M and labels the slope: Backwardation (Panic) when front trades above deferred (the stress structure), Contango (Normal) otherwise. Computed in app/sources/market.py:_analyze_volatility (Term_Structure field). Note: the producer only ever emits those two outcomes — the flat band configured below has no producer path today and is currently unreachable; kept for forward compatibility, not removed.

Where it surfaces

• API field: volatility.regime on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: intraday_signals row (per-cycle snapshot)
• Surface: change markers in the rendered report

Health-score / alignment role

• Health score component: vix_regime (weight + math in app/signals/config/score_weights.json and app/signals/score.py).
• Alignment category: volatility, default weight 1.0 (see /kb/alignment for the 11-category framework).
• Contributes to: health_score.Vol Term, implication.volatility

Release cadence

• Publishes: intraday

Computed from VIX term structure; refreshes with ‘hot’ profile cycles.

See also

• /kb/health-score — Health score — 0-100 composite.
• /kb/regimes — Regime classification — market state buckets.
• /kb/api/get-signals-latest — API endpoint that serves this field.