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VIX9D/VIX band

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Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

VIX9D/VIX band

What it is

VIX9D/VIX band — registry key vix9d_vix_band.

Band label of vix9d_vix_ratio (W1) derived at the API edge — no own column (same derived-at-edge pattern as its same-PR sibling vol_backwardation, which was registered when this was not; coherence audit PR-5 / L1-5). Also the signal_transitions event substrate for the AL-1 band-crossing alert. Amplification state read, never directional.

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: computed
Data source: computed

Derived metric — produced inside the platform (app/signals/computed.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

vix9d_vix_band = transition_band_for(‘vix9d_vix_ratio’, vix9d_vix_ratio) — classifies the persisted ratio against the vix9d_vix_ratio registry bands (1.00 / 1.05) into ‘Normal’ (< 1.00), ‘Inverted front’ ([1.00, 1.05)), ‘Stressed inversion’ (>= 1.05); NULL when the ratio is unavailable. Served on /api/v1/signals/latest volatility.vix9d_vix_band (app/signals/routes.py) and emitted as a signal_transitions event (app/signals/transitions.py).

Where it surfaces

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

Band label of vix9d_vix_ratio — inherits the parent’s cadence (PR-4 inheritance rule).

See also