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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: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Street target implies -3.1%"],"key_risks":["Historic drawdown deeper than 62%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.5% 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 100.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 54% 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":8715,"security_id":56,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:13:59","ref_price":61.83,"bull_low_pct":6,"bull_high_pct":12,"base_low_pct":-4,"base_high_pct":5,"bear_low_pct":-10,"bear_high_pct":-5,"prob_up":0.53,"p10_pct":-8,"p25_pct":-4,"p50_pct":1,"p75_pct":5,"p90_pct":9,"expected_range_low":-4,"expected_range_high":5,"risk_range_low":-10,"risk_range_high":5,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 57, coverage 100%%","risk_level":"low","volatility_ann":33.5,"max_hist_drawdown":"-62.4000","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: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Street target implies -3.1%"],"key_risks":["Historic drawdown deeper than 62%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.5% 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 100.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 54% 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":8716,"security_id":56,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:13:59","ref_price":61.83,"bull_low_pct":10.5,"bull_high_pct":19.5,"base_low_pct":-6,"base_high_pct":9,"bear_low_pct":-18,"bear_high_pct":-9,"prob_up":0.53,"p10_pct":-13.5,"p25_pct":-6,"p50_pct":1.5,"p75_pct":9,"p90_pct":16.5,"expected_range_low":-6,"expected_range_high":9,"risk_range_low":-18,"risk_range_high":9,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 57, coverage 100%%","risk_level":"low","volatility_ann":33.5,"max_hist_drawdown":"-62.4000","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: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Street target implies -3.1%"],"key_risks":["Historic drawdown deeper than 62%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.5% 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 100.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 54% 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":8717,"security_id":56,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:13:59","ref_price":61.83,"bull_low_pct":15,"bull_high_pct":28.5,"base_low_pct":-9,"base_high_pct":12,"bear_low_pct":-25.5,"bear_high_pct":-12,"prob_up":0.53,"p10_pct":-19.5,"p25_pct":-9,"p50_pct":1.5,"p75_pct":12,"p90_pct":22.5,"expected_range_low":-9,"expected_range_high":12,"risk_range_low":-25.5,"risk_range_high":12,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 57, coverage 100%%","risk_level":"medium","volatility_ann":33.5,"max_hist_drawdown":"-62.4000","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: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Street target implies -3.1%"],"key_risks":["Historic drawdown deeper than 62%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.5% 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 100.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 54% 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":8718,"security_id":56,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:13:59","ref_price":61.83,"bull_low_pct":22.5,"bull_high_pct":40,"base_low_pct":-12.5,"base_high_pct":17.5,"bear_low_pct":-35,"bear_high_pct":-17.5,"prob_up":0.53,"p10_pct":-27.5,"p25_pct":-12.5,"p50_pct":2.5,"p75_pct":17.5,"p90_pct":32.5,"expected_range_low":-12.5,"expected_range_high":17.5,"risk_range_low":-35,"risk_range_high":17.5,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 57, coverage 100%%","risk_level":"medium","volatility_ann":33.5,"max_hist_drawdown":"-62.4000","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: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Demo synthetic: rate expectations shift, CVX beta repriced","Street target implies -3.1%"],"key_risks":["Historic drawdown deeper than 62%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.5% 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 100.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 54% 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."}