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VVIX/VIX Ratio

What it is

VVIX/VIX Ratio — registry key vvix_vix_ratio.

Classifier metric. See the bands table below for the band-by-band reading.

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

Ratio of VVIX to VIX: vvix / vix. Vol-of-vol against headline vol — divergences flag underlying stress. 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: volatility.vvix_vix_ratio on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/history time series
• Surface: /signals/sparklines (UI sparklines)

Bands / thresholds

Classifier direction: lower_is_better.

Health-score / alignment role

• Alignment category: volatility, default weight 1.0 (see /kb/alignment for the 11-category framework).
• Contributes to: implication.volatility, alignment.volatility

Release cadence

• Publishes: intraday

See also

• /kb/alignment — Alignment framework — 11-category implication vs. price.
• /kb/api/get-signals-latest — API endpoint that serves this field.