{"ok":true,"security_id":65,"symbol":"LMT","snapshot":{"security_id":65,"symbol":"LMT","asset_type":"equity","sector_code":"industrials","industry":null,"exchange_code":null,"currency":"USD","data_mode":"demo","price":"632.870000","prev_close":"641.417400","chg_1d_pct":"-1.3330","volume":29765192,"rvol_30":"1.235","avg_volume_30d":24282890,"dollar_volume_avg":"14795973791.0100","mcap":2836342553294,"wk52_high":"926.931400","wk52_low":"570.406300","pct_from_52wh":"-31.7200","dist_to_52wh_pct":"-31.7200","rsi14":"53.590","macd":"-3.673300","macd_hist":"6.774800","adx14":"26.679","atr_pct":"5.0000","hv20":"31.2400","hv60":"32.6600","vol_regime":"normal","bb_pctb":"0.9337","stoch_k":"81.266","above_sma20":1,"above_sma50":0,"above_sma200":0,"sma20":"611.477200","sma50":"648.805600","sma200":"743.204100","vwap":"634.607800","trend":"strong_down","support":"582.125000","resistance":"818.590400","perf_1d":"-1.3300","perf_5d":"2.5900","perf_1m":"1.4700","perf_3m":"-16.3500","perf_6m":"-23.4900","perf_12m":"-8.1600","rel_strength_3m":"-20.7000","rs_rank":null,"mom_persist":null,"bars":760,"beta":"0.4050","mdd_pct":"-63.5900","gap_risk":"0.6430","liq_days":null,"pe_ttm":"31.5680","pe_fwd":"28.2750","peg":"2.7110","ps":"7.4000","pb":"4.7660","ev_ebitda":"21.7710","rev_g":"10.2690","eps_g":"12.3450","gross_margin":"48.4220","op_margin":"25.5450","fcf_margin":"21.2120","roe":"15.0980","roic":"13.0490","debt_equity":"1.3420","net_debt_ebitda":null,"div_yield":"1.2000","payout":"61.7500","buyback_yield":"2.3310","eps_surprise_pct":"5.1300","rev_surprise_pct":"-1.6000","earnings_days_out":33,"earnings_date":"2026-12-10","consensus_score":"59.500","pct_analyst_buy":null,"pt_upside_pct":null,"sent_score":null,"sent_label":null,"sent_delta":"19.810","inst_ownership":"219.5760","inst_chg_pct":"-63.3700","inst_top_name":"Vanguard Index Group","insider_net_usd":null,"insider_trades_90d":0,"short_pct_float":"1.7240","score_total":"53.81","score_technical":"48.61","score_fundamental":"59.78","score_momentum":"36.25","score_sentiment":"55.27","score_institutional":"36.61","score_risk":"80.59","confidence":"51.00","risk_level":"medium","stance":"neutral","cats":"","catalysts":"Earnings report 2026-12-10 (as scheduled) · Demo synthetic: LMT completes share buyback tranche · Demo synthetic: LMT completes share buyback tranche · Demo synthetic: LMT completes share buyback tranche · Street target implies 16.5%","risks":"Historic drawdown deeper than 64% · Binary event: 2026-12-10","model_version":"score-1.0.0","priced_at":"2026-10-23 16:00:00","computed_at":"2026-10-25 04:13:59"},"quote":{"security_id":65,"last_price":"632.870000","bid":null,"ask":null,"prev_close":"641.417400","open":"634.401500","day_high":"647.152900","day_low":"623.800400","volume":29765192,"avg_volume_30d":24522746,"change_abs":"-8.547400","change_pct":"-1.3330","market_state":"closed","quote_ts":"2026-10-23 16:00:00","latency_ms":null,"is_realtime":0,"data_source":"synthetic_demo","data_mode":"demo","updated_at":"2026-10-25 04:13:58","price":"632.870000","as_of":"2026-10-23 16:00:00"},"score":{"id":1462,"security_id":65,"model_id":1,"scored_at":"2026-10-25 04:13:00","total_score":"53.81","technical":"48.61","fundamental":"59.78","momentum":"36.25","sentiment":"55.27","institutional":"36.61","risk":"80.59","components_json":"{\"components\":{\"technical\":{\"score\":48.61,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"trend_structure\",\"score\":14,\"why\":\"Price vs 20\\/50\\/200-day moving averages: strong down\",\"w\":1.8},{\"key\":\"trend_strength_adx\",\"score\":58.69,\"why\":\"ADX(14) 26.7 \\u2014 trending\",\"w\":1},{\"key\":\"rsi_condition\",\"score\":71.06,\"why\":\"RSI(14) 53.6 \\u2014 constructive zone\",\"w\":1},{\"key\":\"macd_signal\",\"score\":72,\"why\":\"MACD(12,26,9) above, histogram 6.775\",\"w\":1},{\"key\":\"volume_confirmation\",\"score\":61.28,\"why\":\"Relative volume 1.24\\u00d7 its own 30-day average\",\"w\":0.8},{\"key\":\"52w_position\",\"score\":38.57,\"why\":\"-31.7% from its 52-week high\",\"w\":1.4},{\"key\":\"volatility_compression\",\"score\":66.89,\"why\":\"Bollinger width 8.1%\",\"w\":0.7},{\"key\":\"candlestick_patterns\",\"score\":50,\"why\":\"No reversal\\/breakout pattern at the latest close\",\"w\":0.7},{\"key\":\"intraday_position\",\"score\":40,\"why\":\"Below session VWAP\",\"w\":0.4}]},\"fundamental\":{\"score\":59.78,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"gross_margin\",\"score\":69.58,\"why\":\"Gross margin 48.4%\",\"w\":1},{\"key\":\"operating_margin\",\"score\":78.36,\"why\":\"Operating margin 25.5%\",\"w\":1},{\"key\":\"free_cash_flow\",\"score\":82,\"why\":\"FCF margin 21.2%\",\"w\":1},{\"key\":\"return_on_equity\",\"score\":65.17,\"why\":\"ROE 15.1%\",\"w\":1},{\"key\":\"return_on_invested_capital\",\"score\":68.86,\"why\":\"ROIC 13%\",\"w\":1},{\"key\":\"leverage\",\"score\":48.16,\"why\":\"Debt\\/Equity 1.34\",\"w\":1},{\"key\":\"coverage\",\"score\":82,\"why\":\"Interest coverage 19.2\\u00d7\",\"w\":1},{\"key\":\"valuation_pe\",\"score\":49.68,\"why\":\"P\\/E 31.6\\u00d7 vs sector median 27.2\\u00d7 (in line)\",\"w\":1},{\"key\":\"peg\",\"score\":30.17,\"why\":\"PEG 2.71\",\"w\":1},{\"key\":\"valuation_sales\",\"score\":59.76,\"why\":\"P\\/S 7.4\\u00d7 vs sector median 7.4\\u00d7\",\"w\":1},{\"key\":\"valuation_book\",\"score\":40.58,\"why\":\"P\\/B 4.8\\u00d7\",\"w\":1},{\"key\":\"valuation_ebitda\",\"score\":34.52,\"why\":\"EV\\/EBITDA 21.8\\u00d7\",\"w\":1}]},\"momentum\":{\"score\":36.25,\"label\":\"Weak\",\"complete\":true,\"factors\":[{\"key\":\"multi_horizon_performance\",\"score\":31.87,\"why\":\"1M +1.5% \\u00b7 3M -16.4% \\u00b7 6M -23.5% \\u00b7 12M -8.2%\",\"w\":1},{\"key\":\"relative_strength_vs_index\",\"score\":22,\"why\":\"3-month return minus index -20.7%\",\"w\":1},{\"key\":\"volume_acceleration\",\"score\":44.86,\"why\":\"Today -1.3% on 1.2\\u00d7 volume\",\"w\":1},{\"key\":\"momentum_persistence\",\"score\":46.25,\"why\":\"1 of 4 measured horizons are positive\",\"w\":1}]},\"sentiment\":{\"score\":55.27,\"label\":\"Positive\",\"complete\":true,\"factors\":[{\"key\":\"news_sentiment_index\",\"score\":59.5,\"why\":\"Aggregate news sentiment 19 (\\u2212100 bearish \\u2026 +100 bullish) from 35 scored items\",\"w\":1},{\"key\":\"sentiment_delta\",\"score\":95,\"why\":\"30-day sentiment change 19.8 pts\",\"w\":1},{\"key\":\"analyst_consensus\",\"score\":28.2,\"why\":\"Analyst consensus score 3.79 (1=Strong Buy, 5=Sell) across 5 ratings\",\"w\":1},{\"key\":\"analyst_distribution\",\"score\":67.2,\"why\":\"67% Buy\\/Strong Buy \\u00b7 27% Hold \\u00b7 6% Sell\\/Short\",\"w\":1},{\"key\":\"price_target_gap\",\"score\":76.97,\"why\":\"Average target implies +16.5% from the last close\",\"w\":1},{\"key\":\"estimate_revisions\",\"score\":10,\"why\":\"Net EPS estimate revisions (90d): -12\",\"w\":1},{\"key\":\"recent_headline_tone\",\"score\":50,\"why\":\"Last items: 4 positive \\/ 4 negative headlines\",\"w\":1}]},\"institutional\":{\"score\":36.61,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -63.4% vs prior quarter2026-09-01\",\"w\":1},{\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~219.6% of float (crowding risk rises above ~78%)\",\"w\":1},{\"key\":\"short_interest\",\"score\":61.84,\"why\":\"Short interest 1.7% of float, days-to-cover 6.7\",\"w\":1}]},\"risk\":{\"score\":80.59,\"label\":\"Medium risk\",\"complete\":true,\"factors\":[{\"key\":\"volatility\",\"score\":63.26,\"why\":\"20-day realised volatility 31.2% annualised\",\"w\":1.5},{\"key\":\"beta\",\"score\":84.15,\"why\":\"Beta 0.41 vs the reference index\",\"w\":1},{\"key\":\"drawdown_history\",\"score\":50.85,\"why\":\"Max drawdown in stored history -63.6%\",\"w\":1.2},{\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $14796M traded per session\",\"w\":1.3},{\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.64% \\u2014 position sizing must survive opens\",\"w\":1},{\"key\":\"event_risk_earnings\",\"score\":82,\"why\":\"No earnings inside the next 3 weeks\",\"w\":1},{\"key\":\"sector_risk\",\"score\":82.41,\"why\":\"Sector average volatility 26.5%\",\"w\":1},{\"key\":\"market_risk\",\"score\":84.63,\"why\":\"Benchmark volatility 20.1% \\u00b7 regime: Sideways \\u00b7 normal vol \\u00b7 risk-off\",\"w\":1},{\"key\":\"correlation\",\"score\":97,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.23\",\"w\":1}]}},\"weights\":{\"technical\":25,\"fundamental\":25,\"momentum\":15,\"sentiment\":10,\"institutional\":10,\"risk\":15},\"confidence\":51,\"confidence_basis\":\"760 bars \\u00b7 data 31h old \\u00b7 components covered 100%% \\u00b7 risk drag 83\",\"coverage\":100}","factors_json":"{\"positive\":[{\"component\":\"risk\",\"key\":\"correlation\",\"score\":97,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.23\"},{\"component\":\"risk\",\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $14796M traded per session\"},{\"component\":\"sentiment\",\"key\":\"sentiment_delta\",\"score\":95,\"why\":\"30-day sentiment change 19.8 pts\"},{\"component\":\"risk\",\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.64% \\u2014 position sizing must survive opens\"},{\"component\":\"risk\",\"key\":\"market_risk\",\"score\":84.63,\"why\":\"Benchmark volatility 20.1% \\u00b7 regime: Sideways \\u00b7 normal vol \\u00b7 risk-off\"},{\"component\":\"risk\",\"key\":\"beta\",\"score\":84.15,\"why\":\"Beta 0.41 vs the reference index\"}],\"negative\":[{\"component\":\"sentiment\",\"key\":\"estimate_revisions\",\"score\":10,\"why\":\"Net EPS estimate revisions (90d): -12\"},{\"component\":\"technical\",\"key\":\"trend_structure\",\"score\":14,\"why\":\"Price vs 20\\/50\\/200-day moving averages: strong down\"},{\"component\":\"momentum\",\"key\":\"relative_strength_vs_index\",\"score\":22,\"why\":\"3-month return minus index -20.7%\"},{\"component\":\"institutional\",\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -63.4% vs prior quarter2026-09-01\"},{\"component\":\"institutional\",\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~219.6% of float (crowding risk rises above ~78%)\"},{\"component\":\"sentiment\",\"key\":\"analyst_consensus\",\"score\":28.2,\"why\":\"Analyst consensus score 3.79 (1=Strong Buy, 5=Sell) across 5 ratings\"}]}","inputs_snapshot":"{\"bars\":760,\"price\":\"632.870000\",\"trend\":\"strong_down\",\"pe\":\"31.5680\",\"sent\":18.99,\"sector\":\"industrials\"}","data_mode":"demo","stance":"neutral","risk_level":"medium","confidence":"51.00","model_version":"score-1.0.0","computed_at":"2026-10-25 04:13:59","catalysts":"Earnings report 2026-12-10 (as scheduled) · Demo synthetic: LMT completes share buyback tranche · Demo synthetic: LMT completes share buyback tranche · Demo synthetic: LMT completes share buyback tranche · Street target implies 16.5%","risks":"Historic drawdown deeper than 64% · Binary event: 2026-12-10","sent_score":null,"sent_label":null,"snap_total":"53.81","score_total":53.81,"components":{"technical":25,"fundamental":25,"momentum":15,"sentiment":10,"institutional":10,"risk":15},"component_detail":{"technical":{"score":48.61,"label":"Neutral","complete":true,"factors":[{"key":"trend_structure","score":14,"why":"Price vs 20/50/200-day moving averages: strong down","w":1.8},{"key":"trend_strength_adx","score":58.69,"why":"ADX(14) 26.7 — trending","w":1},{"key":"rsi_condition","score":71.06,"why":"RSI(14) 53.6 — constructive zone","w":1},{"key":"macd_signal","score":72,"why":"MACD(12,26,9) above, histogram 6.775","w":1},{"key":"volume_confirmation","score":61.28,"why":"Relative volume 1.24× its own 30-day average","w":0.8},{"key":"52w_position","score":38.57,"why":"-31.7% from its 52-week high","w":1.4},{"key":"volatility_compression","score":66.89,"why":"Bollinger width 8.1%","w":0.7},{"key":"candlestick_patterns","score":50,"why":"No reversal/breakout pattern at the latest close","w":0.7},{"key":"intraday_position","score":40,"why":"Below session VWAP","w":0.4}]},"fundamental":{"score":59.78,"label":"Available","complete":true,"factors":[{"key":"gross_margin","score":69.58,"why":"Gross margin 48.4%","w":1},{"key":"operating_margin","score":78.36,"why":"Operating margin 25.5%","w":1},{"key":"free_cash_flow","score":82,"why":"FCF margin 21.2%","w":1},{"key":"return_on_equity","score":65.17,"why":"ROE 15.1%","w":1},{"key":"return_on_invested_capital","score":68.86,"why":"ROIC 13%","w":1},{"key":"leverage","score":48.16,"why":"Debt/Equity 1.34","w":1},{"key":"coverage","score":82,"why":"Interest coverage 19.2×","w":1},{"key":"valuation_pe","score":49.68,"why":"P/E 31.6× vs sector median 27.2× (in line)","w":1},{"key":"peg","score":30.17,"why":"PEG 2.71","w":1},{"key":"valuation_sales","score":59.76,"why":"P/S 7.4× vs sector median 7.4×","w":1},{"key":"valuation_book","score":40.58,"why":"P/B 4.8×","w":1},{"key":"valuation_ebitda","score":34.52,"why":"EV/EBITDA 21.8×","w":1}]},"momentum":{"score":36.25,"label":"Weak","complete":true,"factors":[{"key":"multi_horizon_performance","score":31.87,"why":"1M +1.5% · 3M -16.4% · 6M -23.5% · 12M -8.2%","w":1},{"key":"relative_strength_vs_index","score":22,"why":"3-month return minus index -20.7%","w":1},{"key":"volume_acceleration","score":44.86,"why":"Today -1.3% on 1.2× volume","w":1},{"key":"momentum_persistence","score":46.25,"why":"1 of 4 measured horizons are positive","w":1}]},"sentiment":{"score":55.27,"label":"Positive","complete":true,"factors":[{"key":"news_sentiment_index","score":59.5,"why":"Aggregate news sentiment 19 (−100 bearish … +100 bullish) from 35 scored items","w":1},{"key":"sentiment_delta","score":95,"why":"30-day sentiment change 19.8 pts","w":1},{"key":"analyst_consensus","score":28.2,"why":"Analyst consensus score 3.79 (1=Strong Buy, 5=Sell) across 5 ratings","w":1},{"key":"analyst_distribution","score":67.2,"why":"67% Buy/Strong Buy · 27% Hold · 6% Sell/Short","w":1},{"key":"price_target_gap","score":76.97,"why":"Average target implies +16.5% from the last close","w":1},{"key":"estimate_revisions","score":10,"why":"Net EPS estimate revisions (90d): -12","w":1},{"key":"recent_headline_tone","score":50,"why":"Last items: 4 positive / 4 negative headlines","w":1}]},"institutional":{"score":36.61,"label":"Available","complete":true,"factors":[{"key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -63.4% vs prior quarter2026-09-01","w":1},{"key":"ownership_crowding","score":26,"why":"Institutions hold ~219.6% of float (crowding risk rises above ~78%)","w":1},{"key":"short_interest","score":61.84,"why":"Short interest 1.7% of float, days-to-cover 6.7","w":1}]},"risk":{"score":80.59,"label":"Medium risk","complete":true,"factors":[{"key":"volatility","score":63.26,"why":"20-day realised volatility 31.2% annualised","w":1.5},{"key":"beta","score":84.15,"why":"Beta 0.41 vs the reference index","w":1},{"key":"drawdown_history","score":50.85,"why":"Max drawdown in stored history -63.6%","w":1.2},{"key":"liquidity","score":96,"why":"Average $14796M traded per session","w":1.3},{"key":"gap_risk","score":95,"why":"Median overnight gap 0.64% — position sizing must survive opens","w":1},{"key":"event_risk_earnings","score":82,"why":"No earnings inside the next 3 weeks","w":1},{"key":"sector_risk","score":82.41,"why":"Sector average volatility 26.5%","w":1},{"key":"market_risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off","w":1},{"key":"correlation","score":97,"why":"Correlation to benchmark 0.63-year rolling: 0.23","w":1}]}},"coverage":100,"confidence_basis":"760 bars · data 31h old · components covered 100%% · risk drag 83","factors":[{"component":"risk","key":"correlation","label":"Correlation","score":97,"why":"Correlation to benchmark 0.63-year rolling: 0.23","w":1,"direction":"positive"},{"component":"risk","key":"liquidity","label":"Liquidity","score":96,"why":"Average $14796M traded per session","w":1.3,"direction":"positive"},{"component":"sentiment","key":"sentiment_delta","label":"Sentiment Delta","score":95,"why":"30-day sentiment change 19.8 pts","w":1,"direction":"positive"},{"component":"risk","key":"gap_risk","label":"Gap Risk","score":95,"why":"Median overnight gap 0.64% — position sizing must survive opens","w":1,"direction":"positive"},{"component":"sentiment","key":"estimate_revisions","label":"Estimate Revisions","score":10,"why":"Net EPS estimate revisions (90d): -12","w":1,"direction":"negative"},{"component":"technical","key":"trend_structure","label":"Trend Structure","score":14,"why":"Price vs 20/50/200-day moving averages: strong down","w":1.8,"direction":"negative"},{"component":"risk","key":"market_risk","label":"Market Risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off","w":1,"direction":"positive"},{"component":"risk","key":"beta","label":"Beta","score":84.15,"why":"Beta 0.41 vs the reference index","w":1,"direction":"positive"},{"component":"risk","key":"sector_risk","label":"Sector Risk","score":82.41,"why":"Sector average volatility 26.5%","w":1,"direction":"positive"},{"component":"fundamental","key":"free_cash_flow","label":"Free Cash Flow","score":82,"why":"FCF margin 21.2%","w":1,"direction":"positive"},{"component":"fundamental","key":"coverage","label":"Coverage","score":82,"why":"Interest coverage 19.2×","w":1,"direction":"positive"},{"component":"risk","key":"event_risk_earnings","label":"Event Risk Earnings","score":82,"why":"No earnings inside the next 3 weeks","w":1,"direction":"positive"},{"component":"fundamental","key":"operating_margin","label":"Operating Margin","score":78.36,"why":"Operating margin 25.5%","w":1,"direction":"positive"},{"component":"momentum","key":"relative_strength_vs_index","label":"Relative Strength Vs Index","score":22,"why":"3-month return minus index -20.7%","w":1,"direction":"negative"}],"factors_positive":[{"component":"risk","key":"correlation","score":97,"why":"Correlation to benchmark 0.63-year rolling: 0.23"},{"component":"risk","key":"liquidity","score":96,"why":"Average $14796M traded per session"},{"component":"sentiment","key":"sentiment_delta","score":95,"why":"30-day sentiment change 19.8 pts"},{"component":"risk","key":"gap_risk","score":95,"why":"Median overnight gap 0.64% — position sizing must survive opens"},{"component":"risk","key":"market_risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off"},{"component":"risk","key":"beta","score":84.15,"why":"Beta 0.41 vs the reference index"}],"factors_negative":[{"component":"sentiment","key":"estimate_revisions","score":10,"why":"Net EPS estimate revisions (90d): -12"},{"component":"technical","key":"trend_structure","score":14,"why":"Price vs 20/50/200-day moving averages: strong down"},{"component":"momentum","key":"relative_strength_vs_index","score":22,"why":"3-month return minus index -20.7%"},{"component":"institutional","key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -63.4% vs prior quarter2026-09-01"},{"component":"institutional","key":"ownership_crowding","score":26,"why":"Institutions hold ~219.6% of float (crowding risk rises above ~78%)"},{"component":"sentiment","key":"analyst_consensus","score":28.2,"why":"Analyst consensus score 3.79 (1=Strong Buy, 5=Sell) across 5 ratings"}],"inputs":{"bars":760,"price":"632.870000","trend":"strong_down","pe":"31.5680","sent":18.99,"sector":"industrials"}},"predictions":[{"id":8767,"security_id":65,"model_id":2,"horizon_code":"1D","generated_at":"2026-10-25 04:13:59","ref_price":632.87,"bull_low_pct":1,"bull_high_pct":2,"base_low_pct":-0.5,"base_high_pct":1,"bear_low_pct":-2,"bear_high_pct":-1,"prob_up":0.52,"p10_pct":-1.5,"p25_pct":-0.5,"p50_pct":0,"p75_pct":1,"p90_pct":1.5,"expected_range_low":-0.5,"expected_range_high":1,"risk_range_low":-2,"risk_range_high":1,"confidence":56,"confidence_basis":"760 bars, blended vol 32%, score 54, coverage 100%%","risk_level":"low","volatility_ann":32,"max_hist_drawdown":"-63.6000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.","base_case":"mildly positive","bear_case":"Downside triggers: P/E 31.6× leaves no valuation buffer; momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (as scheduled)","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Street target implies 16.5%"],"key_risks":["Historic drawdown deeper than 64%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32% annualised).","The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).","Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.","Index regime assumed: sideways.","Close below the 743.2 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 51% annualised invalidates position sizing.","Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change)."],"invalidation":null,"regime_at_time":"sideways","status":"active","invalidated_at":null,"invalidated_reason":null,"data_mode":"demo"},{"id":8768,"security_id":65,"model_id":2,"horizon_code":"5D","generated_at":"2026-10-25 04:13:59","ref_price":632.87,"bull_low_pct":2,"bull_high_pct":4,"base_low_pct":-2,"base_high_pct":2,"bear_low_pct":-4,"bear_high_pct":-2,"prob_up":0.52,"p10_pct":-3,"p25_pct":-2,"p50_pct":0,"p75_pct":2,"p90_pct":3,"expected_range_low":-2,"expected_range_high":2,"risk_range_low":-4,"risk_range_high":2,"confidence":56,"confidence_basis":"760 bars, blended vol 32%, score 54, coverage 100%%","risk_level":"low","volatility_ann":32,"max_hist_drawdown":"-63.6000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.","base_case":"mildly positive","bear_case":"Downside triggers: P/E 31.6× leaves no valuation buffer; momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (as scheduled)","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Street target implies 16.5%"],"key_risks":["Historic drawdown deeper than 64%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32% annualised).","The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).","Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.","Index regime assumed: sideways.","Close below the 743.2 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 51% annualised invalidates position sizing.","Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change)."],"invalidation":null,"regime_at_time":"sideways","status":"active","invalidated_at":null,"invalidated_reason":null,"data_mode":"demo"},{"id":8769,"security_id":65,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:13:59","ref_price":632.87,"bull_low_pct":5,"bull_high_pct":9,"base_low_pct":-3,"base_high_pct":4,"bear_low_pct":-8,"bear_high_pct":-4,"prob_up":0.52,"p10_pct":-6,"p25_pct":-3,"p50_pct":0,"p75_pct":4,"p90_pct":7,"expected_range_low":-3,"expected_range_high":4,"risk_range_low":-8,"risk_range_high":4,"confidence":56,"confidence_basis":"760 bars, blended vol 32%, score 54, coverage 100%%","risk_level":"low","volatility_ann":32,"max_hist_drawdown":"-63.6000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.","base_case":"mildly positive","bear_case":"Downside triggers: P/E 31.6× leaves no valuation buffer; momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (as scheduled)","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Street target implies 16.5%"],"key_risks":["Historic drawdown deeper than 64%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32% annualised).","The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).","Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.","Index regime assumed: sideways.","Close below the 743.2 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 51% annualised invalidates position sizing.","Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change)."],"invalidation":null,"regime_at_time":"sideways","status":"active","invalidated_at":null,"invalidated_reason":null,"data_mode":"demo"},{"id":8770,"security_id":65,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:13:59","ref_price":632.87,"bull_low_pct":7.5,"bull_high_pct":15,"base_low_pct":-6,"base_high_pct":6,"bear_low_pct":-13.5,"bear_high_pct":-7.5,"prob_up":0.52,"p10_pct":-10.5,"p25_pct":-6,"p50_pct":0,"p75_pct":6,"p90_pct":12,"expected_range_low":-6,"expected_range_high":6,"risk_range_low":-13.5,"risk_range_high":6,"confidence":56,"confidence_basis":"760 bars, blended vol 32%, score 54, coverage 100%%","risk_level":"low","volatility_ann":32,"max_hist_drawdown":"-63.6000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.","base_case":"mildly positive","bear_case":"Downside triggers: P/E 31.6× leaves no valuation buffer; momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (as scheduled)","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Street target implies 16.5%"],"key_risks":["Historic drawdown deeper than 64%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32% annualised).","The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).","Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.","Index regime assumed: sideways.","Close below the 743.2 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 51% annualised invalidates position sizing.","Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change)."],"invalidation":null,"regime_at_time":"sideways","status":"active","invalidated_at":null,"invalidated_reason":null,"data_mode":"demo"},{"id":8771,"security_id":65,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:13:59","ref_price":632.87,"bull_low_pct":10.5,"bull_high_pct":21,"base_low_pct":-7.5,"base_high_pct":9,"bear_low_pct":-19.5,"bear_high_pct":-9,"prob_up":0.52,"p10_pct":-15,"p25_pct":-7.5,"p50_pct":1.5,"p75_pct":9,"p90_pct":16.5,"expected_range_low":-7.5,"expected_range_high":9,"risk_range_low":-19.5,"risk_range_high":9,"confidence":56,"confidence_basis":"760 bars, blended vol 32%, score 54, coverage 100%%","risk_level":"low","volatility_ann":32,"max_hist_drawdown":"-63.6000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.","base_case":"mildly positive","bear_case":"Downside triggers: P/E 31.6× leaves no valuation buffer; momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (as scheduled)","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Street target implies 16.5%"],"key_risks":["Historic drawdown deeper than 64%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32% annualised).","The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).","Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.","Index regime assumed: sideways.","Close below the 743.2 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 51% annualised invalidates position sizing.","Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change)."],"invalidation":null,"regime_at_time":"sideways","status":"active","invalidated_at":null,"invalidated_reason":null,"data_mode":"demo"},{"id":8772,"security_id":65,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:13:59","ref_price":632.87,"bull_low_pct":15,"bull_high_pct":30,"base_low_pct":-10,"base_high_pct":12.5,"bear_low_pct":-27.5,"bear_high_pct":-12.5,"prob_up":0.52,"p10_pct":-22.5,"p25_pct":-10,"p50_pct":0,"p75_pct":12.5,"p90_pct":22.5,"expected_range_low":-10,"expected_range_high":12.5,"risk_range_low":-27.5,"risk_range_high":12.5,"confidence":56,"confidence_basis":"760 bars, blended vol 32%, score 54, coverage 100%%","risk_level":"medium","volatility_ann":32,"max_hist_drawdown":"-63.6000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.","base_case":"mildly positive","bear_case":"Downside triggers: P/E 31.6× leaves no valuation buffer; momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (as scheduled)","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Demo synthetic: LMT completes share buyback tranche","Street target implies 16.5%"],"key_risks":["Historic drawdown deeper than 64%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32% annualised).","The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).","Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.","Index regime assumed: sideways.","Close below the 743.2 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 51% annualised invalidates position sizing.","Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change)."],"invalidation":null,"regime_at_time":"sideways","status":"active","invalidated_at":null,"invalidated_reason":null,"data_mode":"demo"}],"available":true,"as_of":"2026-10-23","mode":"demo","note":"Stored snapshot values; not a real-time feed."}