KB / signal
A2 sympathy selloff borrowed-drop score
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A2 sympathy selloff borrowed-drop score
What it is
A2 sympathy selloff borrowed-drop score — registry key a2_sympathy_score.
Raw dislocation score for A2 oversold sympathy selloff: abs(borrowed_drop_pct) = abs(own_ret_pct - beta_60d * sector_ret_pct). Larger absolute value = more of the drop is unexplained by sector beta. Computed only when state is partial or primed; 0.0 otherwise.
Source
Source module: screener
Data source: computed
Derived metric — produced inside the platform (app/sources/screener.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
borrowed_drop_pct = own_ret_pct - (beta_60d * sector_ret_pct). score = abs(borrowed_drop_pct) when core conditions pass, else 0.0.
Where it surfaces
- API field:
screener.candidates.a2.scoreonGET /api/v1/signals/latest
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
- Publishes:
daily