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Sector breadth dispersion

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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 β€” do not edit this file directly.

Sector breadth dispersion

What it is

Sector breadth dispersion β€” registry key sector_breadth_dispersion.

Standard deviation of the 11 GICS sector breadth values (pct_above_50d) on a given day. High = leadership dispersed across many sectors; low = concentrated in few. Rotation/concentration index for the sector-rotation thesis. Requires the per-sector REAL columns (not the JSON blob) for history accumulation. Series starts at the 2026-06-05 deploy and FILLS FORWARD – the sparse history is intentional, not a defect (REFACTOR inventory Cat-1B); no backfill planned.

Data-pyramid tier

T0 β€” Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs β†’ T5 actionable read). The tier reflects how far the value is from a raw measurement β€” 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 β€” read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: computed
Data source: computed

Derived metric β€” produced inside the platform (app/signals/computed.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

stdev([sector_breadth_xlk, sector_breadth_xlv, sector_breadth_xlf, sector_breadth_xly, sector_breadth_xlc, sector_breadth_xli, sector_breadth_xlp, sector_breadth_xle, sector_breadth_xlu, sector_breadth_xlre, sector_breadth_xlb]) using the Python statistics.stdev population-sample formula. Requires β‰₯2 non-None sector values; else NULL. Computed in app/engine.py:_build_sig_input after all 11 sector scalars are resolved.

Where it surfaces

Health-score / alignment role

Data carrier β€” 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

See also