{
  "symbol": "URA",
  "company": "Global X Uranium ETF",
  "generated_at": "2026-06-24T07:36:53.873Z",
  "event_count": 2,
  "events": [
    {
      "type": "pipeline_event",
      "ts": "2026-05-17T16:04:43.424Z",
      "stage": "scout",
      "outcome": "unparseable",
      "reason": null,
      "trigger": "watchlist rotation · core · ai-power",
      "source": "watchlist"
    },
    {
      "type": "scout_dossier",
      "ts": "2026-05-17T16:04:43.402Z",
      "summary": "{\"symbol\":\"URA\",\"company\":\"Global X Uranium ETF\",\"investigation_summary\":\"URA is a non-diversified passive ETF providing concentrated exposure to global uranium mining companies. The fund hit its 52-week high ($62.28) in late January 2026 and has since pulled back ~20% while simultaneously declining below its 50-day moving average — technically vulnerable but above the 200 DMA. Smart money signals",
      "verdict": "unparseable",
      "tool_calls": 17,
      "walltime_min": 7,
      "debug_path": "dossiers/2026-05-17-URA.scout.debug.json"
    }
  ],
  "lessons": [
    {
      "id": "L-2026-06-19-004",
      "extracted_from": "2026-06-01-UEC-earnings-put-spread",
      "extracted_at": "2026-06-19T06:22:33.535Z",
      "outcome_context": "win",
      "category": "smart_money",
      "pattern": "In commodity-linked names with institutional holders, put skew is often driven by hedging activity (portfolio insurance, commodity price exposure) rather than directional bearishness. Elevated put skew in these names should be discounted as a signal and treated as structural, not informational.",
      "evidence": "UEC had put skew indicating overpriced downside protection, but the skew was likely driven by institutional hedging of uranium price exposure rather than genuine bearish sentiment. The post-earnings crash was driven by operational disappointment (zero revenue, cost pressures), not the reversal of put positioning.",
      "applicability": "Applies to all commodity-linked names (uranium, copper, lithium, oil) where institutional holders hedge commodity price exposure via options. Does NOT apply to pure-play companies with no commodity exposure where skew reflects genuine directional views.",
      "confidence": 3
    }
  ],
  "chart_signal": {
    "ticker": "URA",
    "call": "HOLD",
    "confidence": 1,
    "score": 0,
    "factors": {
      "below_200dma": "-2",
      "below_50dma": "-1",
      "momentum_up": "+1 (26.4%)",
      "rsi_neutral": "0 (42.1)",
      "macd_above_signal": "+1",
      "recent_macd_bullish_cross": "+1 (3d ago)",
      "from_high": "0 (-26.3%)"
    },
    "summary": "HOLD (score +0) · 12-1 mom 26.4% · RSI 42.1 · below_both · -26.3% from high",
    "last_close": 45.58,
    "one_month_ago_close": 48.86,
    "twelve_month_ago_close": 38.67,
    "twelve_one_momentum_pct": 26.35,
    "rsi_14": 42.1,
    "ma_stack": "below_both",
    "from_period_high_pct": -26.26,
    "period_high": 61.81,
    "price_targets": {
      "bear": 43.27,
      "fair": 48.52,
      "bull": 71.08,
      "bear_return_pct": -5.1,
      "fair_return_pct": 6.4,
      "bull_return_pct": 55.9,
      "method": "street_targets ⨯ chart_floors",
      "street": {
        "target_low": null,
        "target_mean": null,
        "target_high": null,
        "analyst_count": null
      }
    },
    "generated_at": "2026-06-24T07:36:53.868Z"
  }
}