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VIX/SKEW divergence

What it is

VIX/SKEW divergence — registry key vix_skew_divergence.

Composite divergence indicator combining VIX level + SKEW elevation.

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: 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 triggered when SKEW is elevated while VIX is muted: ‘EXTREME’ (SKEW>150), ‘ELEVATED’ (SKEW>140 & VIX<20), ‘MODERATE’ (SKEW>130 & VIX<18), else ‘NONE’. Moved from macro_indicators to vol_structure (refactor C3) so it refreshes on the hot profile. See app/sources/vol_structure.py:_collect_move_vix.

Where it surfaces

• API field: signals.vix_skew_divergence on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)

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.