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1-day log return

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Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

1-day log return

What it is

1-day log return — registry key screener_ret_1d.

Per-ticker log return over 1 trading day: ln(close_t / close_{t-1}). Stored in screener_features_daily. Feeds archetype scorers.

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

ln(close_t / close_{t-1}). NULL when fewer than 2 rows of history.

Where it surfaces

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