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N3 failed breakout score

What it is

N3 failed breakout score — registry key n3_failed_breakout_score.

Raw rejection score for the N3 failed-breakout (short) archetype: magnitude of the failure bar (|ret_1d|) scaled by relative volume. Higher = a cleaner trap with heavier failure volume. Comparable only within N3. Not persisted to daily_signals — lives in screener_candidates.

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

primed: |ret_1d| * rel_vol (rel_vol defaults to 1.0 when missing/<=0); partial: same * 0.7; none: 0. Score 0 when any core condition (recent push ret_5d>0 + now at/just-below a reference level + a down failure bar ret_1d<0 + quality gate) fails. See app/screener/archetypes.py::evaluate_failed_breakout.

Where it surfaces

• API field: screener.candidates.n3.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