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Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Demo synthetic: BTCUSD guides below consensus on cost pressure","Demo synthetic: BTCUSD confirms exploratory talks with supplier"],"key_risks":["Elevated realised volatility (48.5%)","Historic drawdown deeper than 48%"],"assumptions":["Realised volatility stays near its recent level (blended 52.8% 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 63887.67 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 84% 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":5370,"security_id":120,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-23 17:35:23","ref_price":68500,"bull_low_pct":30,"bull_high_pct":52.5,"base_low_pct":-15,"base_high_pct":25,"bear_low_pct":-42.5,"bear_high_pct":-20,"prob_up":0.55,"p10_pct":-32.5,"p25_pct":-15,"p50_pct":5,"p75_pct":25,"p90_pct":42.5,"expected_range_low":-15,"expected_range_high":25,"risk_range_low":-42.5,"risk_range_high":25,"confidence":65,"confidence_basis":"760 bars, blended vol 53%, score 60, coverage 84%%","risk_level":"high","volatility_ann":52.8,"max_hist_drawdown":"-48.5000","sample_size":760,"data_freshness_secs":0,"bull_case":"If price above the 200-day average (trend intact), 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: realised volatility already elevated. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Demo synthetic: BTCUSD guides below consensus on cost pressure","Demo synthetic: BTCUSD confirms exploratory talks with supplier"],"key_risks":["Elevated realised volatility (48.5%)","Historic drawdown deeper than 48%"],"assumptions":["Realised volatility stays near its recent level (blended 52.8% 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 63887.67 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 84% 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."}