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Sector correlation mean

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Sector correlation mean

What it is

Sector correlation mean — registry key sector_corr_mean.

SCHEMA-ONLY, NO PRODUCER: the intraday_signals column was added in P12 (2026-04) for a mean pairwise sector-correlation read, and the intraday writer persists signals.get(‘sector_corr_mean’) verbatim — but no source/engine path has ever emitted the key, so the column is NULL on every row. Registered 2026-06-12 (coherence audit PR-5 / L1-13) so registry-driven consumers see the truth instead of unknown column debt. A SIGPRED intraday feature pull MUST NOT trust this column until a producer lands.

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: computed
Data source: computed

Derived metric — 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

INTENDED (never implemented): mean pairwise correlation across the GICS sector ETFs. No producer emits sector_corr_mean; app/signals/capture.py:_upsert_intraday persists the absent key as NULL on every cycle since the P12 schema add (2026-04). The served replay column (/api/v1/signals/intraday-replay bars) is honest NULL.

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

Dormant — no producer, no publication. Re-label to intraday if/when a producer lands.

See also