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5-day log return

What it is

5-day log return — registry key screener_ret_5d.

Per-ticker log return over 5 trading days (rolling sum of daily log returns). 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

Sum of daily log returns over 5 trading days: sum(ln(close_t/close_{t-1}) for t in last 5 days). NULL when fewer than 6 rows.

Where it surfaces

• API field: screener.features.ret_5d 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