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60-day beta vs SPY

What it is

60-day beta vs SPY — registry key screener_beta_60d.

Per-ticker rolling 60-day OLS beta vs SPY log returns. Stored in screener_features_daily. Feeds archetype scorers (A5 mechanical-selling reversion: beta-residual drop on forced-flow days).

Data-pyramid tier

T1 — Signal. This metric sits at the signal 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

OLS slope of ticker log-returns on SPY log-returns over trailing 60 days: cov(ret_t, ret_spy) / var(ret_spy). NULL when fewer than 61 aligned rows.

Where it surfaces

• API field: screener.features.beta_60d 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