Man, you really put us in a tough spot here, Shmoopers. Borges' stories are always difficult to classify in terms of genre, because they incorporate the characteristics of so many different kinds of literature. But we'll give it a shot.
Our author is often pointed to as one of the most important pioneers of Latin American magical realism. Basically, that means that totally everyday normal stuff takes place right alongside weird, out-of-this-world events. Wouldn't you agree that the miraculous nature of this story definitely puts it into that category?
But "The Secret Miracle" is also deeply philosophical, as it poses super-deep questions about the nature of time, one of Borges' favorite themes. And we can't forget the psychological thrillerness of it all: most of the drama and action of the story occurs within Jaromir's mind, after all.
And just one last point: there's plenty of debate as to whether Borges is a postmodern author or not. Actually, there's just as much debate as to what "postmodern" even means, exactly. It's possible to argue that this story has some postmodern characteristics since it's aware of itself as a work of literature and it deals with the horror of World War II. Then again, "The Secret Miracle" doesn't treat WWII with the same darkness and despondency as many other works of postmodernism. In fact, it seems to maintain the idea that human beings can be decent to one another, even when they're on opposite sides of a brutal war.
What do you think? Yep, that's right: we don't have all the answers.