RTX — RTX Corporation

Report date: 2026-05-26 | Sector: Industrials | Last price: $177.01 | Horizon: 30d | Generated: 2026-05-26T07:26:23.083084Z

Forecast summary

Ensemble point +0.19%

80% CI [-6.57%, +7.48%]

95% CI [-9.85%, +11.53%]

Method dispersion 0.0022

Beats RW baseline NO

MC drift (annual) 4.64%

MC sigma (annual) 27.72%

MC paths 1000

Bull target (90th pct) +12.85% -> $199.75

Base target (50th) +0.15% -> $177.28

Bear target (10th pct) -11.47% -> $156.71

Macro regime risk_on_growth

10y yield 4.56%

3m yield 3.59%

Yield-curve slope +0.97%

VIX level 16.59

VIX z-score (252d) -0.48

Sector ETF XLI

Sector relative (90d) -15.17%

Forecast plot (interactive)

Realised volatility

Yang-Zhang annualized (60d) 27.72%

Close-to-close annualized (60d) 27.30%

Per-method comparison

Method	Weight	Point	80% lo	80% hi	95% lo	95% hi
linear	25.0%	+0.55%	-3.13%	+4.21%	-4.70%	+6.22%
monte_carlo	25.0%	+0.15%	-11.47%	+12.85%	-17.26%	+19.78%
ar1	25.0%	+0.04%	-1.84%	+1.95%	-2.82%	+2.97%
random_walk	25.0%	+0.00%	-9.83%	+10.90%	-14.63%	+17.14%

Factor contributions (interactive waterfall)

Factor contribution table

Factor	Loading	Ticker value	Contribution
value_score	+0.0495	-0.7473	-0.0370
quality_score	+0.0192	-0.3429	-0.0066
momentum_score	+0.0286	+0.8272	+0.0237
lowvol_score	+0.0173	+0.1348	+0.0023
revisions_score	+0.0236	+1.1250	+0.0266
news_activity_score	+0.0402	-0.0741	-0.0030
(intercept)	-	-	-0.0005

Factor decay over horizon

Factor IC over time

Per-factor IC backtest summary

Factor	Mean IC	ICIR	% positive	Cumulative attribution	n periods
value_score	+0.2563	+2.690	100.0%	+0.5383	252
quality_score	+0.1105	+1.096	86.5%	+0.2401	252
momentum_score	+0.1428	+1.354	92.5%	+0.2460	252
lowvol_score	+0.0878	+0.887	82.1%	+0.1870	252
revisions_score	+0.1375	+1.319	88.9%	+0.2738	252
news_activity_score	+0.3540	+3.832	100.0%	+1.0893	252

Snapshot — fundamentals + technical

Market cap $238.38B

P/E (trailing) 33.2

P/B 3.6

Forward P/E 23.4

PEG 2.44

Dividend yield 156.00%

Beta 0.30

52w high / low $214.50 / $130.90

Distance from 52w high -17.48%

RSI(14) 46.3

SMA50 / SMA200 $186.83 / $178.88

ATR(14) $4.11

Avg volume (20d) 5.72M

Profit margin 8.03%

ROE 11.57%

Revenue growth (YoY) +8.70%

Earnings growth (YoY) +32.50%

Debt/Equity 57.2

Current ratio 1.02

Short ratio 3.08

Forecast accuracy — walk-forward backtest (60d lookback)

Horizon	n predictions	Directional accuracy	MAE (return)	RMSE	80% CI hit rate	Pearson(pred, real)
1d	691	56.2%	1.02%	1.54%	84.7%	-0.013
30d	662	63.6%	7.66%	9.83%	69.6%	-0.186
60d	632	70.9%	11.50%	15.34%	70.9%	-0.229

Volume momentum (Granville / CGW / Quong-Soudack)

Composite z -0.179

Active signals 7 of 7

MFI(14) 46.35

CMF(20) +0.0402

OBV z (252d) +0.575

VPT z (252d) +0.397

VW-momentum z -0.168

Volume z (60d) -0.657

Relative volume (vs 20d ADV) 0.75x

CMF z (252d) -0.093

Sector rotation & AI-spillover (v6)

Sector ETF XLI

Rel-return 5d / 20d / 60d +3.55% / +2.39% / -8.05%

Sector mom-z 1m / 3m / 6m -1.98 / -2.06 / -0.06

Rotation phase cyclical

AI-factor beta (60d) -0.300

AI spillover score -0.0276

Risk-off corr regime (60d) 0.33 (>0.6 = risk-off; <0.35 = stock-picking)

Sector breadth (% > SMA50) -

Sector dispersion 20d -

Peer comparison (sector-relative valuation & momentum)

Peer signal

MIXED

score +0.22 (9 peers)

P/E percentile

44% (44% cheaper than this)

20d momentum percentile

67% (67% lag this)

Market-cap percentile

67%

Peer set (mcap band 0.2x-5x, same sector)

GEV GE BA UNP ETN HON DE CAT VRT

9 peers in Industrials (mcap band 0.2x-5x); signal=mixed; score=+0.22

Decision input: cheap_leader → nudge bias one bucket toward LONG; expensive_laggard → nudge toward SHORT; cheap_laggard = value-trap (neutralize); expensive_leader = crowding risk (neutralize). Folded into Claude critique and one-line PM summary.

Multi-timeframe technical analysis (1wk / 1d / 1h)

Per-timeframe verdict (TradingView-style aggregate of 17 indicators: RSI, MACD, BBands, ADX, Stoch, %R, OBV, MFI, CMF, ATR, SMA50/200, EMA9/21, Donchian, price-vs-SMA200). Counts = how many indicators fired BUY / SELL / NEUTRAL; net strength is the weight-sum delta. Crosses (golden/death, MACD signal cross, Donchian breakout) and the SMA200 trend filter carry 1.5x weight.

1wk verdict

NEUTRAL

5 buy / 2 sell / 10 neutral · net +7.5

1d verdict

NEUTRAL

3 buy / 1 sell / 13 neutral · net +1.5

1h verdict

SELL

1 buy / 6 sell / 10 neutral · net -8.0

1wk NEUTRAL 5/2/10

RSI(14) 45.1

MACD hist -4.5636

Bollinger %b 0.17

ADX(14) 29.1

ATR % 5.70%

MFI(14) / CMF(20) 41.4 / -0.034

Donchian pos / break 0.14

vs SMA200 ABOVE

n_bars521

1d NEUTRAL 3/1/13

RSI(14) 44.9

MACD hist +0.8807

Bollinger %b 0.69 SQUEEZE

ADX(14) 37.1

ATR % 2.33%

MFI(14) / CMF(20) 46.3 / +0.040

Donchian pos / break 0.68

vs SMA200 BELOW

n_bars1253

1h SELL 1/6/10

RSI(14) 59.1

MACD hist +0.1636

Bollinger %b 0.78

ADX(14) 11.8 RISING

ATR % 0.57%

MFI(14) / CMF(20) 59.1 / -0.011

Donchian pos / break 0.87

vs SMA200 BELOW

n_bars1728

Cross-timeframe confluence

Confluence LONG (0-1) 0.00

Confluence SHORT (0-1) 0.00

Patterns are intentionally selective (Elder triple-screen, daily/hourly divergence, BB-squeeze+breakout, SMA-alignment, MACD/OBV). Most tickers fire 0-2 patterns on any given day. Below: each pattern with its current state (✓ firing / ✗ not firing).

Long patterns

✗ elder_triple

✗ daily_oversold_hourly_bull

✗ bb_squeeze_break_up

✗ sma_align_long

✗ macd_cross_obv

Short patterns

✗ elder_triple

✗ daily_overbought_hourly_div

✗ bb_squeeze_break_dn

✗ sma_align_short

✗ macd_cross_obv

Intraday nowcast — 1h-bar short-horizon (v6)

Next 24h nowcast

+0.20%

over next 24h on 1h bars

80% band

[-2.83%, +3.32%]

n_bars = 1728 · sigma_1h = 0.0049

Direction vs 30d ensemble

AGREES

1h direction: LONG · 30d direction: LONG

Source: intraday_forecaster_v10_trained_lgbm.
(trained model: 2026-05-26 (0d old), mean_directional_accuracy=0.523, n_features=17) Decision input only -- the 30d ensemble + factor regression remain the primary call. Conflicts surfaced into the Claude critique as horizon_conflict flag when |1h move| > 1%.

Meta-label gate — AFML Ch.3 secondary classifier (v6)

Verdict

meta-label: NEUTRAL

p_take = 0.54 · threshold 0.60

Bias adjustment

meta-label NEUTRAL (p_take=0.54 between 0.40 and 0.60) -- no adjustment.

Method: secondary LightGBM trained on (features + primary direction) -> P(primary is right). Source: meta_labeler_v10_trained_lgbm.
(trained model: 2026-05-26 (0d old), roc_auc=0.641, accuracy=0.608, n_train_rows=8,284) When ABSTAIN with p_take < 1-threshold AND bias non-neutral, the bias is demoted one bucket and a meta_abstain flag is added to the critique. See AFML Ch.3.6 (Lopez de Prado 2018).

Implied vol vs realized vol — options-trade gate (v8 W2)

Regime

NEUTRAL

no decisive vol mispricing — delta-1 setup over options

IV / RV ratio

0.90

z-score: n/a (insufficient history)

30d IV vs 30d RV

IV 22.2% (Polygon)

RV 24.7% (yang-zhang)

Provenance: source polygon_options:contracts_call; expiry 2026-06-26 (31d) · strike $175.00 · 1 strike(s) used.
Caveat: 15-min delayed end-of-day quotes; free-tier Polygon (no Greeks, no real-time). Regime is qualitative input only — NOT a numeric factor on the regression.

FMP fundamentals & analyst consensus (v7)

Quality / leverage

ROE 11.6%

ROIC -

FCF yield -

Debt / EBITDA -

Current ratio 1.02

Margins / valuation

Gross margin 20.2%

Operating margin 13.2%

Net margin 8.0%

P/E (TTM) 33.2

EV / EBITDA 17.8

Analyst consensus

Target mean -

Target high / low - / -

Upside vs last close -

Revisions score +0.000

Trade-bias signal — foundation for trade-guidance layer

Bias neutral

Composite z-score +0.150

Conviction 0.06013808314884568

Recommended playbook cash

Suggested position size 0% (no Kelly)

no Kelly: bias=neutral; singleton-proxy: news_activity_z=-0.07 (nonzero=True), wf30d_dir_acc=0.6359516616314199 (>0.55=True)

Strategies on bias side

•Cash / no position

•Iron condor if IV rank > 50

•Wait for next factor refresh

Why this bias

composite_z = +0.15 | bias = neutral | conviction = 0.06 | macro_regime = risk_on_growth | ensemble = +0.19%

Sensitivity (OFAT tornado ±1 sd) and stress scenarios

Factor	Loading w_i	Ticker z-value	+1 sd impact	-1 sd impact
value_score	+0.0495	-0.747	+0.0495	-0.0495
news_activity_score	+0.0402	-0.074	+0.0402	-0.0402
momentum_score	+0.0286	+0.827	+0.0286	-0.0286
revisions_score	+0.0236	+1.125	+0.0236	-0.0236
quality_score	+0.0192	-0.343	+0.0192	-0.0192
lowvol_score	+0.0173	+0.135	+0.0173	-0.0173

Stress scenarios (forecast shift from base point)

Scenario	Description	Stressed point	Delta vs base
rates_+100bps	Yield curve +100bps (lowvol -1sd, value -0.5sd)	-3.65%	-4.20%
recession_risk_off	Recession (momentum -1.5sd, lowvol +1sd, news -1sd)	-6.03%	-6.58%
quality_flight	Quality flight (quality +1sd, revisions +1sd, momentum -0.5sd)	+3.41%	+2.86%

Multi-source live sentiment (free real-time)

Composite z-score -1.000

Active signals 2 of 3

Sources stocktwits, iv_skew

StockTwits bull 15

StockTwits bear 0

StockTwits net +1.00

Message volume 30

ApeWisdom mentions 0

24h change +0

Reddit rank -

25-delta IV skew +1.7710

IV-skew read bearish

Analyst critique

Agreement with model agree_with_caveats

Confidence 0.4

PM one-liner RTX Industrials: quant +0.19%/30d, disp +0.0022, no edge vs RW, macro neutral, 0 catalyst(s).

Sensitivity concern If value_score (the highest-loading factor) is mis-measured by +/-1 stdev, the bias likely flips.

What the model may have missed

Peer set (9 Industrials names) ranks this ticker in the 44th P/E percentile and 67th momentum percentile (signal: mixed) -- no decisive sector-relative edge.
no scheduled catalysts within 30d -- model is a pure factor bet, no event-pricing component
IV-RV neutral (22.2% IV vs 24.7% RV, ratio 0.90x) -- no decisive vol-mispricing edge; delta-1 setup over options.

Critique flags

{'type': 'model_uncertainty', 'severity': 'high', 'evidence': 'ensemble point +0.19% does not exceed random-walk baseline; no edge over naive carry', 'suggested_check': 'abstain / treat as no-trade until next factor refresh or independent signal corroborates'}

Factor contribution methodology — where the numbers come from

Point return formula (linear factor model): r_hat = alpha + sum_i (w_i × f_i) where w_i is the cross-sectional loading for factor i (estimated from the cross-section of US large-cap names) and f_i is the z-scored factor value for this ticker (Grinold-Kahn winsorization at ±3).

Per-factor contribution shown in the waterfall above is exactly w_i × f_i (decimal-return units), so the bars sum (with intercept) to the linear forecast point. The ensemble point combines linear / Monte Carlo / AR(1) / random-walk per per-method-comparison table.

Bias mapping (composite z-score → LONG/NEUTRAL/SHORT): weighted sum of value (1.0), quality (0.7), momentum (1.0), low-vol (0.5), revisions (1.0), news-activity (0.6); thresholds ±1.0 with macro override (risk-off + LONG → reduce to NEUTRAL; risk-on-growth + SHORT → reduce to NEUTRAL). LONG → Playbook A (long-call / call-debit-spread / covered-call); SHORT → Playbook B (long-put / put-debit-spread / bear-call-spread); NEUTRAL → cash.

Sensitivity (one-factor-at-a-time tornado above): impact = w_i × 1sd per factor (MSCI / Two-Sigma Venn convention). Stress scenarios are canned multi-factor shocks (rates +100bps; recession risk-off; quality flight).

Factor decay uses exponential half-life per factor type: catalysts 7d, news 14d, revisions 30d, momentum 45d, value 90d, quality 90d (Tetlock 2007; Cohen-Malloy-Pomorski 2012). The heatmap above shows contribution × exp(-ln(2) × t / half_life) on a 5-day grid.

Factor IC backtest: Spearman rank correlation between each factor's cross-sectional ranking on day t and the realized h-day-forward return, aggregated across the panel (Grinold-Kahn 2000 ch.4 fundamental law of active management). Source for this report: synthetic_panel_252d_100tickers_seed42 (parallel runner).

Placebo audit (v6, GT-Score): GT-score = 0.44 passes falsification gate . Computed from 3 seed(s) across placebo kinds: shuffled, gaussian_iid, garch. Method: real directional accuracy = 56.2%; max placebo accuracy = 50.4%; AMG = +0.058. Source: placebo_audit_v6_ar1_runner. Provenance: arXiv 2604.15531 "Spurious Predictability in Financial ML" (Paper #3).

Catalysts in window (30d)

No catalysts within the forecast window.

Analyst narrative

Bull case

RTX ensemble forecast is +0.19% with 80% band [-6.57%, +7.48%] over 30 days. Positive drivers: revisions_score, momentum_score. 0 catalyst(s) in the window provide event-driven upside potential.

Bear case

Inter-method dispersion (+0.0022) and no clear edge vs. random-walk argue caution. Negative drivers: value_score. Macro regime risk_on_growth historically caps single-name conviction.

Synthesis

Weight the ensemble's +0.19% center against +0.0022 method dispersion. Risk On Growth regime + 0 catalyst(s) define the setup. Treat the 80% band as the working trade-sizing envelope.

Risk flags

ensemble does not beat random-walk baseline -- no clear edge
no catalysts in window -- pure factor bet