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VIX Term Structure

What it is

VIX Term Structure — registry key vix_regime.

No description in registry.

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

Categorical regime label from VIX level — CALM (<15) / NORMAL (15–20) / ELEVATED (20–30) / STRESS (30–40) / CRISIS (>40). See app/signals/regime.py.

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.