"But he had already jerked straight round, stared, glared again, and seen but the quiet day. With the stroke of the loss I was so proud of he uttered the cry of a creature hurled over an abyss, and the grasp with which I recovered him might have been that of catching him in his fall. I caught him, yes, I held him—it may be imagined with what a passion; but at the end of a minute I began to feel what it truly was that I held. We were alone with the quiet day, and his little heart, dispossessed, had stopped." --Henry James, The Turn of the Screw
If you fall down the rabbit hole of genre taxonomy,* you'll find Henry James's famous ghost story, The Turn of the Screw, waiting at the bottom to eat you. What you'll discover is just how fuzzy and indistinct the borders between genres really are. Nowhere is that more evident than in trying to draw an outline around what constitutes the horror story. If you look too hard at horror as a genre, it evaporates before your very eyes with its component parts ordering themselves either as dark fantasy or psychological suspense. Horror, as has been said by sharper horror scholars than I, isn't really a genre at all, but is rather an emotion. An emotion can come from anything. The things that scare and disturb us are protean and idiosyncratic and cannot be contained within the boundaries of a literary genre. It seems to me, though, that there is a horror genre composed of a common pool of archetypes and narrative tropes and that you can't fractionate those generic elements based on whether or not something is supernatural or naturalistic or however you want to order things. The corpus colossum that unites the various lobes of the horror genre is The Turn of the Screw with its famously ambiguous unreliable narrator. Is it a supernatural ghost story or a tale of ordinary madness? The story is cryptic on this matter. This is a challenge to later interpreters, particularly to filmmakers. Jack Clayton's The Innocents is more or less successful at straddling this divide, but not every version has the kind of blue-blooded cinematic bona fides that that film has. The latest version in the cinema (as opposed to the one that's coming as a series to Netflix) has no such pedigree. The Turning (2020, directed by Floria Sigismondi) attempts to split the difference. Literally.
Spoilers, I guess.