{"ok":true,"security_id":55,"symbol":"XOM","snapshot":{"security_id":55,"symbol":"XOM","asset_type":"equity","sector_code":"energy","industry":null,"exchange_code":null,"currency":"USD","data_mode":"demo","price":"46.730000","prev_close":"48.484400","chg_1d_pct":"-3.6180","volume":20453093,"rvol_30":"1.404","avg_volume_30d":14762944,"dollar_volume_avg":"773125715.0300","mcap":89479286636,"wk52_high":"90.068500","wk52_low":"46.000500","pct_from_52wh":"-48.1200","dist_to_52wh_pct":"-48.1200","rsi14":"26.768","macd":"-2.100700","macd_hist":"-0.393700","adx14":"27.634","atr_pct":"6.2600","hv20":"32.1200","hv60":"33.5300","vol_regime":"normal","bb_pctb":"-0.0220","stoch_k":"6.668","above_sma20":0,"above_sma50":0,"above_sma200":0,"sma20":"52.313800","sma50":"55.618100","sma200":"65.238000","vwap":"47.816600","trend":"strong_down","support":"52.080700","resistance":"57.591700","perf_1d":"-3.6200","perf_5d":"-6.2600","perf_1m":"-11.2400","perf_3m":"-26.6500","perf_6m":"-24.6600","perf_12m":"-37.6800","rel_strength_3m":"-31.0000","rs_rank":null,"mom_persist":null,"bars":760,"beta":"0.6020","mdd_pct":"-73.2000","gap_risk":"0.6490","liq_days":null,"pe_ttm":"8.9940","pe_fwd":"8.6330","peg":"2.1540","ps":"1.4510","pb":"0.9060","ev_ebitda":"6.2030","rev_g":"4.6740","eps_g":"5.5740","gross_margin":"37.1280","op_margin":"17.4330","fcf_margin":"15.3250","roe":"10.0740","roic":"11.3310","debt_equity":"1.5900","net_debt_ebitda":null,"div_yield":"2.8060","payout":"52.9200","buyback_yield":"0.9520","eps_surprise_pct":"-0.7260","rev_surprise_pct":"3.3790","earnings_days_out":33,"earnings_date":"2026-12-10","consensus_score":"60.870","pct_analyst_buy":null,"pt_upside_pct":null,"sent_score":null,"sent_label":null,"sent_delta":"28.630","inst_ownership":"213.4800","inst_chg_pct":"-68.1500","inst_top_name":"Vanguard Index Group","insider_net_usd":-3152031,"insider_trades_90d":1,"short_pct_float":"12.1800","score_total":"51.91","score_technical":"38.77","score_fundamental":"65.25","score_momentum":"26.14","score_sentiment":"67.60","score_institutional":"31.46","score_risk":"80.51","confidence":"51.00","risk_level":"medium","stance":"neutral","cats":"value,income","catalysts":"Earnings report 2026-12-10 (as scheduled) · Demo synthetic: XOM guides below consensus on cost pressure · Demo synthetic: rate expectations shift, XOM beta repriced · Demo synthetic: options market shows elevated XOM skew into event · Street target implies 4.1%","risks":"Historic drawdown deeper than 73% · 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":55,"last_price":"46.730000","bid":null,"ask":null,"prev_close":"48.484400","open":"48.855600","day_high":"50.719400","day_low":"46.000500","volume":20453093,"avg_volume_30d":14562754,"change_abs":"-1.754400","change_pct":"-3.6180","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":"46.730000","as_of":"2026-10-23 16:00:00"},"score":{"id":1452,"security_id":55,"model_id":1,"scored_at":"2026-10-25 04:13:00","total_score":"51.91","technical":"38.77","fundamental":"65.25","momentum":"26.14","sentiment":"67.60","institutional":"31.46","risk":"80.51","components_json":"{\"components\":{\"technical\":{\"score\":38.77,\"label\":\"Weak\",\"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\":60.79,\"why\":\"ADX(14) 27.6 \\u2014 trending\",\"w\":1},{\"key\":\"rsi_condition\",\"score\":47,\"why\":\"RSI(14) 26.8 \\u2014 oversold, mean-reversion watch\",\"w\":1},{\"key\":\"macd_signal\",\"score\":28,\"why\":\"MACD(12,26,9) below, histogram -0.394\",\"w\":1},{\"key\":\"volume_confirmation\",\"score\":69.39,\"why\":\"Relative volume 1.4\\u00d7 its own 30-day average\",\"w\":0.8},{\"key\":\"52w_position\",\"score\":24.9,\"why\":\"-48.1% from its 52-week high\",\"w\":1.4},{\"key\":\"volatility_compression\",\"score\":55.41,\"why\":\"Bollinger width 20.4%\",\"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\":65.25,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"gross_margin\",\"score\":58.75,\"why\":\"Gross margin 37.1%\",\"w\":1},{\"key\":\"operating_margin\",\"score\":65.89,\"why\":\"Operating margin 17.4%\",\"w\":1},{\"key\":\"free_cash_flow\",\"score\":74.21,\"why\":\"FCF margin 15.3%\",\"w\":1},{\"key\":\"return_on_equity\",\"score\":50.93,\"why\":\"ROE 10.1%\",\"w\":1},{\"key\":\"return_on_invested_capital\",\"score\":64.99,\"why\":\"ROIC 11.3%\",\"w\":1},{\"key\":\"leverage\",\"score\":43.2,\"why\":\"Debt\\/Equity 1.59\",\"w\":1},{\"key\":\"coverage\",\"score\":82,\"why\":\"Interest coverage 17.4\\u00d7\",\"w\":1},{\"key\":\"valuation_pe\",\"score\":75.76,\"why\":\"P\\/E 9\\u00d7 vs sector median 11.8\\u00d7 (discount)\",\"w\":1},{\"key\":\"peg\",\"score\":36.31,\"why\":\"PEG 2.15\",\"w\":1},{\"key\":\"valuation_sales\",\"score\":79.61,\"why\":\"P\\/S 1.5\\u00d7 vs sector median 2.4\\u00d7\",\"w\":1},{\"key\":\"valuation_book\",\"score\":73.84,\"why\":\"P\\/B 0.9\\u00d7\",\"w\":1},{\"key\":\"valuation_ebitda\",\"score\":79.89,\"why\":\"EV\\/EBITDA 6.2\\u00d7\",\"w\":1}]},\"momentum\":{\"score\":26.14,\"label\":\"Very Weak\",\"complete\":true,\"factors\":[{\"key\":\"multi_horizon_performance\",\"score\":18.41,\"why\":\"1M -11.2% \\u00b7 3M -26.7% \\u00b7 6M -24.7% \\u00b7 12M -37.7%\",\"w\":1},{\"key\":\"relative_strength_vs_index\",\"score\":22,\"why\":\"3-month return minus index -31%\",\"w\":1},{\"key\":\"volume_acceleration\",\"score\":34.13,\"why\":\"Today -3.6% on 1.4\\u00d7 volume\",\"w\":1},{\"key\":\"momentum_persistence\",\"score\":30,\"why\":\"0 of 4 measured horizons are positive\",\"w\":1}]},\"sentiment\":{\"score\":67.6,\"label\":\"Positive\",\"complete\":true,\"factors\":[{\"key\":\"news_sentiment_index\",\"score\":60.87,\"why\":\"Aggregate news sentiment 21.7 (\\u2212100 bearish \\u2026 +100 bullish) from 35 scored items\",\"w\":1},{\"key\":\"sentiment_delta\",\"score\":95,\"why\":\"30-day sentiment change 28.6 pts\",\"w\":1},{\"key\":\"analyst_consensus\",\"score\":65.2,\"why\":\"Analyst consensus score 2.28 (1=Strong Buy, 5=Sell) across 5 ratings\",\"w\":1},{\"key\":\"analyst_distribution\",\"score\":100,\"why\":\"104% Buy\\/Strong Buy \\u00b7 0% Hold \\u00b7 1% Sell\\/Short\",\"w\":1},{\"key\":\"price_target_gap\",\"score\":55.15,\"why\":\"Average target implies +4.1% from the last close\",\"w\":1},{\"key\":\"estimate_revisions\",\"score\":92,\"why\":\"Net EPS estimate revisions (90d): 21\",\"w\":1},{\"key\":\"recent_headline_tone\",\"score\":5,\"why\":\"Last items: 0 positive \\/ 1 negative headlines\",\"w\":1}]},\"institutional\":{\"score\":31.46,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -68.2% vs prior quarter2026-09-01\",\"w\":1},{\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~213.5% of float (crowding risk rises above ~78%)\",\"w\":1},{\"key\":\"insider_activity\",\"score\":44.44,\"why\":\"Net insider sales \\u2248 $3.2M over 1 filings\",\"w\":1},{\"key\":\"short_interest\",\"score\":33.38,\"why\":\"Short interest 12.2% of float, days-to-cover 27.1\",\"w\":1}]},\"risk\":{\"score\":80.51,\"label\":\"Medium risk\",\"complete\":true,\"factors\":[{\"key\":\"volatility\",\"score\":62.03,\"why\":\"20-day realised volatility 32.1% annualised\",\"w\":1.5},{\"key\":\"beta\",\"score\":90.05,\"why\":\"Beta 0.6 vs the reference index\",\"w\":1},{\"key\":\"drawdown_history\",\"score\":50,\"why\":\"Max drawdown in stored history -73.2%\",\"w\":1.2},{\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $773.1M traded per session\",\"w\":1.3},{\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.65% \\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\":80.51,\"why\":\"Sector average volatility 28%\",\"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\":95.1,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.37\",\"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 84\",\"coverage\":100}","factors_json":"{\"positive\":[{\"component\":\"sentiment\",\"key\":\"analyst_distribution\",\"score\":100,\"why\":\"104% Buy\\/Strong Buy \\u00b7 0% Hold \\u00b7 1% Sell\\/Short\"},{\"component\":\"risk\",\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $773.1M traded per session\"},{\"component\":\"risk\",\"key\":\"correlation\",\"score\":95.1,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.37\"},{\"component\":\"sentiment\",\"key\":\"sentiment_delta\",\"score\":95,\"why\":\"30-day sentiment change 28.6 pts\"},{\"component\":\"risk\",\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.65% \\u2014 position sizing must survive opens\"},{\"component\":\"sentiment\",\"key\":\"estimate_revisions\",\"score\":92,\"why\":\"Net EPS estimate revisions (90d): 21\"}],\"negative\":[{\"component\":\"sentiment\",\"key\":\"recent_headline_tone\",\"score\":5,\"why\":\"Last items: 0 positive \\/ 1 negative headlines\"},{\"component\":\"technical\",\"key\":\"trend_structure\",\"score\":14,\"why\":\"Price vs 20\\/50\\/200-day moving averages: strong down\"},{\"component\":\"momentum\",\"key\":\"multi_horizon_performance\",\"score\":18.41,\"why\":\"1M -11.2% \\u00b7 3M -26.7% \\u00b7 6M -24.7% \\u00b7 12M -37.7%\"},{\"component\":\"momentum\",\"key\":\"relative_strength_vs_index\",\"score\":22,\"why\":\"3-month return minus index -31%\"},{\"component\":\"institutional\",\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -68.2% vs prior quarter2026-09-01\"},{\"component\":\"technical\",\"key\":\"52w_position\",\"score\":24.9,\"why\":\"-48.1% from its 52-week high\"}]}","inputs_snapshot":"{\"bars\":760,\"price\":\"46.730000\",\"trend\":\"strong_down\",\"pe\":\"8.9940\",\"sent\":21.74,\"sector\":\"energy\"}","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: XOM guides below consensus on cost pressure · Demo synthetic: rate expectations shift, XOM beta repriced · Demo synthetic: options market shows elevated XOM skew into event · Street target implies 4.1%","risks":"Historic drawdown deeper than 73% · Binary event: 2026-12-10","sent_score":null,"sent_label":null,"snap_total":"51.91","score_total":51.91,"components":{"technical":25,"fundamental":25,"momentum":15,"sentiment":10,"institutional":10,"risk":15},"component_detail":{"technical":{"score":38.77,"label":"Weak","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":60.79,"why":"ADX(14) 27.6 — trending","w":1},{"key":"rsi_condition","score":47,"why":"RSI(14) 26.8 — oversold, mean-reversion watch","w":1},{"key":"macd_signal","score":28,"why":"MACD(12,26,9) below, histogram -0.394","w":1},{"key":"volume_confirmation","score":69.39,"why":"Relative volume 1.4× its own 30-day average","w":0.8},{"key":"52w_position","score":24.9,"why":"-48.1% from its 52-week high","w":1.4},{"key":"volatility_compression","score":55.41,"why":"Bollinger width 20.4%","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":65.25,"label":"Available","complete":true,"factors":[{"key":"gross_margin","score":58.75,"why":"Gross margin 37.1%","w":1},{"key":"operating_margin","score":65.89,"why":"Operating margin 17.4%","w":1},{"key":"free_cash_flow","score":74.21,"why":"FCF margin 15.3%","w":1},{"key":"return_on_equity","score":50.93,"why":"ROE 10.1%","w":1},{"key":"return_on_invested_capital","score":64.99,"why":"ROIC 11.3%","w":1},{"key":"leverage","score":43.2,"why":"Debt/Equity 1.59","w":1},{"key":"coverage","score":82,"why":"Interest coverage 17.4×","w":1},{"key":"valuation_pe","score":75.76,"why":"P/E 9× vs sector median 11.8× (discount)","w":1},{"key":"peg","score":36.31,"why":"PEG 2.15","w":1},{"key":"valuation_sales","score":79.61,"why":"P/S 1.5× vs sector median 2.4×","w":1},{"key":"valuation_book","score":73.84,"why":"P/B 0.9×","w":1},{"key":"valuation_ebitda","score":79.89,"why":"EV/EBITDA 6.2×","w":1}]},"momentum":{"score":26.14,"label":"Very Weak","complete":true,"factors":[{"key":"multi_horizon_performance","score":18.41,"why":"1M -11.2% · 3M -26.7% · 6M -24.7% · 12M -37.7%","w":1},{"key":"relative_strength_vs_index","score":22,"why":"3-month return minus index -31%","w":1},{"key":"volume_acceleration","score":34.13,"why":"Today -3.6% on 1.4× volume","w":1},{"key":"momentum_persistence","score":30,"why":"0 of 4 measured horizons are positive","w":1}]},"sentiment":{"score":67.6,"label":"Positive","complete":true,"factors":[{"key":"news_sentiment_index","score":60.87,"why":"Aggregate news sentiment 21.7 (−100 bearish … +100 bullish) from 35 scored items","w":1},{"key":"sentiment_delta","score":95,"why":"30-day sentiment change 28.6 pts","w":1},{"key":"analyst_consensus","score":65.2,"why":"Analyst consensus score 2.28 (1=Strong Buy, 5=Sell) across 5 ratings","w":1},{"key":"analyst_distribution","score":100,"why":"104% Buy/Strong Buy · 0% Hold · 1% Sell/Short","w":1},{"key":"price_target_gap","score":55.15,"why":"Average target implies +4.1% from the last close","w":1},{"key":"estimate_revisions","score":92,"why":"Net EPS estimate revisions (90d): 21","w":1},{"key":"recent_headline_tone","score":5,"why":"Last items: 0 positive / 1 negative headlines","w":1}]},"institutional":{"score":31.46,"label":"Available","complete":true,"factors":[{"key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -68.2% vs prior quarter2026-09-01","w":1},{"key":"ownership_crowding","score":26,"why":"Institutions hold ~213.5% of float (crowding risk rises above ~78%)","w":1},{"key":"insider_activity","score":44.44,"why":"Net insider sales ≈ $3.2M over 1 filings","w":1},{"key":"short_interest","score":33.38,"why":"Short interest 12.2% of float, days-to-cover 27.1","w":1}]},"risk":{"score":80.51,"label":"Medium risk","complete":true,"factors":[{"key":"volatility","score":62.03,"why":"20-day realised volatility 32.1% annualised","w":1.5},{"key":"beta","score":90.05,"why":"Beta 0.6 vs the reference index","w":1},{"key":"drawdown_history","score":50,"why":"Max drawdown in stored history -73.2%","w":1.2},{"key":"liquidity","score":96,"why":"Average $773.1M traded per session","w":1.3},{"key":"gap_risk","score":95,"why":"Median overnight gap 0.65% — 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":80.51,"why":"Sector average volatility 28%","w":1},{"key":"market_risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off","w":1},{"key":"correlation","score":95.1,"why":"Correlation to benchmark 0.63-year rolling: 0.37","w":1}]}},"coverage":100,"confidence_basis":"760 bars · data 31h old · components covered 100%% · risk drag 84","factors":[{"component":"sentiment","key":"analyst_distribution","label":"Analyst Distribution","score":100,"why":"104% Buy/Strong Buy · 0% Hold · 1% Sell/Short","w":1,"direction":"positive"},{"component":"risk","key":"liquidity","label":"Liquidity","score":96,"why":"Average $773.1M traded per session","w":1.3,"direction":"positive"},{"component":"risk","key":"correlation","label":"Correlation","score":95.1,"why":"Correlation to benchmark 0.63-year rolling: 0.37","w":1,"direction":"positive"},{"component":"sentiment","key":"sentiment_delta","label":"Sentiment Delta","score":95,"why":"30-day sentiment change 28.6 pts","w":1,"direction":"positive"},{"component":"sentiment","key":"recent_headline_tone","label":"Recent Headline Tone","score":5,"why":"Last items: 0 positive / 1 negative headlines","w":1,"direction":"negative"},{"component":"risk","key":"gap_risk","label":"Gap Risk","score":95,"why":"Median overnight gap 0.65% — position sizing must survive opens","w":1,"direction":"positive"},{"component":"sentiment","key":"estimate_revisions","label":"Estimate Revisions","score":92,"why":"Net EPS estimate revisions (90d): 21","w":1,"direction":"positive"},{"component":"risk","key":"beta","label":"Beta","score":90.05,"why":"Beta 0.6 vs the reference index","w":1,"direction":"positive"},{"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":"fundamental","key":"coverage","label":"Coverage","score":82,"why":"Interest coverage 17.4×","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":"momentum","key":"multi_horizon_performance","label":"Multi Horizon Performance","score":18.41,"why":"1M -11.2% · 3M -26.7% · 6M -24.7% · 12M -37.7%","w":1,"direction":"negative"},{"component":"risk","key":"sector_risk","label":"Sector Risk","score":80.51,"why":"Sector average volatility 28%","w":1,"direction":"positive"}],"factors_positive":[{"component":"sentiment","key":"analyst_distribution","score":100,"why":"104% Buy/Strong Buy · 0% Hold · 1% Sell/Short"},{"component":"risk","key":"liquidity","score":96,"why":"Average $773.1M traded per session"},{"component":"risk","key":"correlation","score":95.1,"why":"Correlation to benchmark 0.63-year rolling: 0.37"},{"component":"sentiment","key":"sentiment_delta","score":95,"why":"30-day sentiment change 28.6 pts"},{"component":"risk","key":"gap_risk","score":95,"why":"Median overnight gap 0.65% — position sizing must survive opens"},{"component":"sentiment","key":"estimate_revisions","score":92,"why":"Net EPS estimate revisions (90d): 21"}],"factors_negative":[{"component":"sentiment","key":"recent_headline_tone","score":5,"why":"Last items: 0 positive / 1 negative headlines"},{"component":"technical","key":"trend_structure","score":14,"why":"Price vs 20/50/200-day moving averages: strong down"},{"component":"momentum","key":"multi_horizon_performance","score":18.41,"why":"1M -11.2% · 3M -26.7% · 6M -24.7% · 12M -37.7%"},{"component":"momentum","key":"relative_strength_vs_index","score":22,"why":"3-month return minus index -31%"},{"component":"institutional","key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -68.2% vs prior quarter2026-09-01"},{"component":"technical","key":"52w_position","score":24.9,"why":"-48.1% from its 52-week high"}],"inputs":{"bars":760,"price":"46.730000","trend":"strong_down","pe":"8.9940","sent":21.74,"sector":"energy"}},"predictions":[{"id":8707,"security_id":55,"model_id":2,"horizon_code":"1D","generated_at":"2026-10-25 04:13:59","ref_price":46.73,"bull_low_pct":1,"bull_high_pct":2,"base_low_pct":-1,"base_high_pct":1,"bear_low_pct":-2,"bear_high_pct":-1,"prob_up":0.51,"p10_pct":-1.5,"p25_pct":-1,"p50_pct":0,"p75_pct":1,"p90_pct":1.5,"expected_range_low":-1,"expected_range_high":1,"risk_range_low":-2,"risk_range_high":1,"confidence":56,"confidence_basis":"760 bars, blended vol 33%, score 52, coverage 100%%","risk_level":"low","volatility_ann":32.9,"max_hist_drawdown":"-73.2000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If fundamentals scoring above the coverage median, 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: 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: XOM guides below consensus on cost pressure","Demo synthetic: rate expectations shift, XOM beta repriced","Demo synthetic: options market shows elevated XOM skew into event","Street target implies 4.1%"],"key_risks":["Historic drawdown deeper than 73%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32.9% 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 65.24 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 53% 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":8708,"security_id":55,"model_id":2,"horizon_code":"5D","generated_at":"2026-10-25 04:13:59","ref_price":46.73,"bull_low_pct":2,"bull_high_pct":5,"base_low_pct":-2,"base_high_pct":2,"bear_low_pct":-5,"bear_high_pct":-2,"prob_up":0.51,"p10_pct":-3,"p25_pct":-2,"p50_pct":0,"p75_pct":2,"p90_pct":4,"expected_range_low":-2,"expected_range_high":2,"risk_range_low":-5,"risk_range_high":2,"confidence":56,"confidence_basis":"760 bars, blended vol 33%, score 52, coverage 100%%","risk_level":"low","volatility_ann":32.9,"max_hist_drawdown":"-73.2000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If fundamentals scoring above the coverage median, 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: 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: XOM guides below consensus on cost pressure","Demo synthetic: rate expectations shift, XOM beta repriced","Demo synthetic: options market shows elevated XOM skew into event","Street target implies 4.1%"],"key_risks":["Historic drawdown deeper than 73%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32.9% 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 65.24 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 53% 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":8709,"security_id":55,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:13:59","ref_price":46.73,"bull_low_pct":5,"bull_high_pct":10,"base_low_pct":-4,"base_high_pct":4,"bear_low_pct":-9,"bear_high_pct":-5,"prob_up":0.51,"p10_pct":-7,"p25_pct":-4,"p50_pct":0,"p75_pct":4,"p90_pct":7,"expected_range_low":-4,"expected_range_high":4,"risk_range_low":-9,"risk_range_high":4,"confidence":56,"confidence_basis":"760 bars, blended vol 33%, score 52, coverage 100%%","risk_level":"low","volatility_ann":32.9,"max_hist_drawdown":"-73.2000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If fundamentals scoring above the coverage median, 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: 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: XOM guides below consensus on cost pressure","Demo synthetic: rate expectations shift, XOM beta repriced","Demo synthetic: options market shows elevated XOM skew into event","Street target implies 4.1%"],"key_risks":["Historic drawdown deeper than 73%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32.9% 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 65.24 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 53% 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":8710,"security_id":55,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:13:59","ref_price":46.73,"bull_low_pct":9,"bull_high_pct":16.5,"base_low_pct":-6,"base_high_pct":7.5,"bear_low_pct":-16.5,"bear_high_pct":-7.5,"prob_up":0.51,"p10_pct":-12,"p25_pct":-6,"p50_pct":0,"p75_pct":7.5,"p90_pct":13.5,"expected_range_low":-6,"expected_range_high":7.5,"risk_range_low":-16.5,"risk_range_high":7.5,"confidence":56,"confidence_basis":"760 bars, blended vol 33%, score 52, coverage 100%%","risk_level":"low","volatility_ann":32.9,"max_hist_drawdown":"-73.2000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If fundamentals scoring above the coverage median, 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: 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: XOM guides below consensus on cost pressure","Demo synthetic: rate expectations shift, XOM beta repriced","Demo synthetic: options market shows elevated XOM skew into event","Street target implies 4.1%"],"key_risks":["Historic drawdown deeper than 73%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32.9% 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 65.24 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 53% 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":8711,"security_id":55,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:13:59","ref_price":46.73,"bull_low_pct":12,"bull_high_pct":24,"base_low_pct":-9,"base_high_pct":10.5,"bear_low_pct":-22.5,"bear_high_pct":-12,"prob_up":0.51,"p10_pct":-18,"p25_pct":-9,"p50_pct":0,"p75_pct":10.5,"p90_pct":18,"expected_range_low":-9,"expected_range_high":10.5,"risk_range_low":-22.5,"risk_range_high":10.5,"confidence":56,"confidence_basis":"760 bars, blended vol 33%, score 52, coverage 100%%","risk_level":"medium","volatility_ann":32.9,"max_hist_drawdown":"-73.2000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If fundamentals scoring above the coverage median, 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: 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: XOM guides below consensus on cost pressure","Demo synthetic: rate expectations shift, XOM beta repriced","Demo synthetic: options market shows elevated XOM skew into event","Street target implies 4.1%"],"key_risks":["Historic drawdown deeper than 73%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32.9% 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 65.24 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 53% 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":8712,"security_id":55,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:13:59","ref_price":46.73,"bull_low_pct":17.5,"bull_high_pct":32.5,"base_low_pct":-12.5,"base_high_pct":15,"bear_low_pct":-32.5,"bear_high_pct":-15,"prob_up":0.51,"p10_pct":-25,"p25_pct":-12.5,"p50_pct":0,"p75_pct":15,"p90_pct":25,"expected_range_low":-12.5,"expected_range_high":15,"risk_range_low":-32.5,"risk_range_high":15,"confidence":56,"confidence_basis":"760 bars, blended vol 33%, score 52, coverage 100%%","risk_level":"medium","volatility_ann":32.9,"max_hist_drawdown":"-73.2000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If fundamentals scoring above the coverage median, 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: 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: XOM guides below consensus on cost pressure","Demo synthetic: rate expectations shift, XOM beta repriced","Demo synthetic: options market shows elevated XOM skew into event","Street target implies 4.1%"],"key_risks":["Historic drawdown deeper than 73%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 32.9% 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 65.24 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 53% 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."}