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A7 earnings dealer-unwind score

What it is

A7 earnings dealer-unwind score — registry key a7_dealer_unwind_score.

Composite score for A7 earnings dealer-unwind (SA-1/R10): the name’s own dex_net percentile lifted by optional confirmers (net_gex_rank bottom-quintile, price below the per-name gamma flip), gated on a confirmed next-session earnings print + min trailing history (sparse-by-design ABSTAIN). Candidate-GENERATOR evidence read — paper-tracking, never advice. Evidence: R10 OOS IC -0.267 (perm p=0.000), 59.3% sign hit-rate, single-session. Registered 2026-06-12 (coherence audit PR-5 / L5-15) mirroring the A1-A6 + N1-N3 trios.

Data-pyramid tier

T3 — Lens. This metric sits at the lens 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: 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

score = dex_quantile * (1 + confirmer_boost * confirmers_fired) when state != ‘none’, else 0. dex_quantile = percentile of the latest co_options_daily.dex_net in the name’s own trailing history (min_periods gate, ~2y cap). See app/screener/archetypes.py:evaluate_earnings_dealer_unwind (pure evaluator) + score_a7_for_ticker (async deep-path caller).

Where it surfaces

• API field: screener.candidates.a7.score on GET /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