What (One-liner)

Raw company data for one ticker on two separate axes — annual statements (honest None for gaps) and daily closes — plus bind-safe scalars, feeding both an engine chain and its independent verification from one place.

How to use

Set the ticker + price lookback and run. Wire it upstream of distress_screen_v1 (the engine reads the SYMBOL and consumes byte-identical prices/debt via upstream injection) and/or script nodes (bind prices.closes / za_latest scalars / debt scalars). The distress cross-check template shows the full pattern; ⬇ CSV exports both axes as separate sections.

Input / Output contract

Inputs: symbol, lookback_days (keep equal to the engine's — the template pins both).

Output: statements (annual axis, honest None), prices (daily axis), za_latest + debt_st/debt_lt/shares_outstanding (bind-safe scalars), symbol, provenance notes.

Known limitations

1. Computation-free by design — all conclusions belong downstream.
2. statements arrays may contain None (display/CSV only); scripts bind the za_latest scalars.
3. Annual statements as currently published — not a point-in-time filings archive.