{
    "schema_version": "dudelytics.dvix.v1",
    "index_id": "DVIX",
    "name": "Dudelytics Volatility & Stress Index",
    "display_name": "Dude-VIX",
    "methodology_version": "DVIX-0.1",
    "purpose": "Mechanischer Marktstress im produktiven Kryptomarkt; kein Options-Implied-Volatility-Index.",
    "source_policy": "Nur gespeicherte observed DPMI- und DPMI-Sektorindexpunkte; keine neuen Provider-Calls, kein Preis-Backfill, keine Interpolation.",
    "sampling": {
        "scheduler_cadence": "5m",
        "hourly_anchor_max_age_minutes": 15,
        "initial_history_cadence": "1h from earliest fully supported target, then live scheduler cadence"
    },
    "components": {
        "realized_volatility": {
            "weight_percent": 35,
            "window_hours": 24,
            "formula": "100*sqrt(sum(log_return_hourly^2)); score=100*(RV/4)^1.5, capped 0..100"
        },
        "downside_shock": {
            "weight_percent": 25,
            "window_hours": 24,
            "formula": "max(0,-simple_return_24h_percent); score=100*downside/8, capped 0..100"
        },
        "correlation_stress": {
            "weight_percent": 20,
            "window_hours": 48,
            "formula": "mean of 21 pairwise Pearson correlations across seven sector hourly log-return series; 0 at <=0.55, 100 at >=0.90"
        },
        "drawdown_pressure": {
            "weight_percent": 20,
            "window_days": 7,
            "formula": "0.5*DPMI drawdown + 0.5*median(seven sector drawdowns); score=100*pressure/10, capped 0..100"
        }
    },
    "score_formula": "0.35*volatility + 0.25*downside + 0.20*correlation + 0.20*drawdown",
    "labels": [
        {
            "min": 0,
            "max_exclusive": 20,
            "id": "calm",
            "de": "Ruhig",
            "en": "Calm"
        },
        {
            "min": 20,
            "max_exclusive": 40,
            "id": "normal",
            "de": "Normal",
            "en": "Normal"
        },
        {
            "min": 40,
            "max_exclusive": 60,
            "id": "elevated",
            "de": "Erhöhte Spannung",
            "en": "Elevated tension"
        },
        {
            "min": 60,
            "max_exclusive": 80,
            "id": "high_stress",
            "de": "Hoher Stress",
            "en": "High stress"
        },
        {
            "min": 80,
            "max_exclusive": 101,
            "id": "extreme_stress",
            "de": "Extremstress",
            "en": "Extreme stress"
        }
    ],
    "rebalance_policy": "Rollierende Fenster laufen über continuity-safe DPMI-/Sektor-Rebalances weiter. rebalance_window markiert nur die Diagnose, verändert den Score nicht."
}