---
title: "Residual mean-reversion factor — active-universe cross-section"
method: GET
path: "/residual-signal/latest"
tags: ["Risk Metrics"]
---

# Residual mean-reversion factor — active-universe cross-section

`GET /residual-signal/latest`

## Request

- Base URL: `https://riskmodels.app/api`
- URL: `https://riskmodels.app/api/residual-signal/latest`
- Auth: HTTP bearer

Full active-universe residual mean-reversion cross-section at the latest trading day, sorted by `residual_z_5d` ascending (most oversold first), paginated. Combo-input factor — see `/residual-signal/{ticker}` for the framing and capacity disclosure.

**Billing:** $0.02 per request.

## Query parameters

- `limit` integer
- `offset` integer

## Response `200`

Paginated universe cross-section.

- object
  - `as_of_date` string, date
  - `count` integer
  - `total` integer
  - `rows` ResidualSignalRow[]
    - `date` string, date: Trading day (present on history items; omitted on the latest `signal`).
    - `residual_z_5d` number, nullable: 5-day cumulative L3 residual return, z-scored by 60-day residual vol. Negative = oversold.
    - `signal_strength` number, nullable: Absolute value of residual_z_5d.
    - `decile_rank` integer, nullable: 1-10 cross-sectional decile of residual_z_5d (1 = most oversold).
    - `industry_percentile` number, nullable: 0-1 percentile of residual_z_5d within the stock's EODHD industry cohort.
    - `residual_autocorr_5d` number, nullable: Trailing-252d lag-5 autocorrelation of the 5-day cumulative residual. Negative = mean-reverting.
    - `l3_subsector_er` number, nullable: Subsector variance-explained fraction — the signal-quality conditioning variable.
    - `signal_quality_quintile` integer, nullable: 1-5 quintile of l3_subsector_er (5 = tight subsector tracker = cleanest reversion regime).
    - `ticker` string, required: Stock ticker.
  - `capacity_note` string

## Other responses

- `401`: Missing or invalid Bearer token.
- `402`: Insufficient balance.
- `429`: Rate limit exceeded.

---

[API](https://skmtc.dev/riskmodels/apis/riskmodels-api.md) · [All operations](https://skmtc.dev/riskmodels/apis/riskmodels-api/llms.txt) · [OpenAPI document](https://skmtc.dev/riskmodels/apis/riskmodels-api/revisions/1a034cad408a?raw)