Strong Chain Skew Threshold

Setting key
strong_chain_skew_threshold
Default
2.0

What it does

A higher bar than the chain skew threshold. When the put/call mark ratio clears this level, the bias is labeled STRONG, and only a strong bias can unlock directional structures when require-strong-bias-for-directional is on. A non-strong inference logs direction but does not change structure selection. Must be greater than the chain skew threshold.

When to change it

Lower it to make it easier for chain skew alone to reach STRONG and unlock directional structures. Raise it to require a more extreme skew before directional spreads become eligible.

Safe range

1.8 (easier to reach strong) to 3.0 (only extreme skews qualify). Must stay above the chain skew threshold.

Example

Set to 2.0 → a 2x ratio triggers a strong bearish label and allows a bear put spread. At 1.7x the signal is directional but not strong, so an iron condor is still selected.

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