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VIX6M (6-Month) Close

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VIX6M (6-Month) Close

What it is

VIX6M (6-Month) Close β€” registry key vix6m_close.

CBOE 6-Month Volatility Index close (free CBOE CDN VIX6M_History.csv) β€” the back of the VIX term curve. Pairs with VIX9D (front) and VIX3M (intermediate) for a full term-structure read. Drawdown-risk / state-description research carrier; ingested + persisted, not yet scored / banded / aligned.

Data-pyramid tier

T0 β€” Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs β†’ T5 actionable read). The tier reflects how far the value is from a raw measurement β€” 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 β€” read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: cboe
Data source: back_fillable

Fetched directly from app/sources/cboe.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Fetched directly from the cboe source; see app/sources/cboe.py for the upstream API call.

Where it surfaces

Health-score / alignment role

Data carrier β€” 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

CBOE VIX6M daily price history CSV; latest close.

See also