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Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-10-23 (after close)","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Street target implies 7.8%"],"key_risks":["Historic drawdown deeper than 41%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.3% 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 527.01 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 40% 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":5073,"security_id":66,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-23 17:35:23","ref_price":511.82,"bull_low_pct":5,"bull_high_pct":9,"base_low_pct":-2,"base_high_pct":4,"bear_low_pct":-7,"bear_high_pct":-3,"prob_up":0.56,"p10_pct":-5,"p25_pct":-2,"p50_pct":1,"p75_pct":4,"p90_pct":7,"expected_range_low":-2,"expected_range_high":4,"risk_range_low":-7,"risk_range_high":4,"confidence":68,"confidence_basis":"760 bars, blended vol 25%, score 63, coverage 100%%","risk_level":"low","volatility_ann":25.3,"max_hist_drawdown":"-40.6000","sample_size":760,"data_freshness_secs":0,"bull_case":"If outperforming the benchmark over 3 months, 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: a market-wide risk-off move alone can carry the 5–20th percentile band. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-10-23 (after close)","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Street target implies 7.8%"],"key_risks":["Historic drawdown deeper than 41%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.3% 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 527.01 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 40% 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":5074,"security_id":66,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-23 17:35:23","ref_price":511.82,"bull_low_pct":9,"bull_high_pct":15,"base_low_pct":-4.5,"base_high_pct":7.5,"bear_low_pct":-12,"bear_high_pct":-6,"prob_up":0.56,"p10_pct":-9,"p25_pct":-4.5,"p50_pct":1.5,"p75_pct":7.5,"p90_pct":12,"expected_range_low":-4.5,"expected_range_high":7.5,"risk_range_low":-12,"risk_range_high":7.5,"confidence":68,"confidence_basis":"760 bars, blended vol 25%, score 63, coverage 100%%","risk_level":"low","volatility_ann":25.3,"max_hist_drawdown":"-40.6000","sample_size":760,"data_freshness_secs":0,"bull_case":"If outperforming the benchmark over 3 months, 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: a market-wide risk-off move alone can carry the 5–20th percentile band. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-10-23 (after close)","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Street target implies 7.8%"],"key_risks":["Historic drawdown deeper than 41%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.3% 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 527.01 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 40% 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":5075,"security_id":66,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-23 17:35:23","ref_price":511.82,"bull_low_pct":12,"bull_high_pct":21,"base_low_pct":-6,"base_high_pct":10.5,"bear_low_pct":-16.5,"bear_high_pct":-7.5,"prob_up":0.56,"p10_pct":-12,"p25_pct":-6,"p50_pct":3,"p75_pct":10.5,"p90_pct":18,"expected_range_low":-6,"expected_range_high":10.5,"risk_range_low":-16.5,"risk_range_high":10.5,"confidence":68,"confidence_basis":"760 bars, blended vol 25%, score 63, coverage 100%%","risk_level":"low","volatility_ann":25.3,"max_hist_drawdown":"-40.6000","sample_size":760,"data_freshness_secs":0,"bull_case":"If outperforming the benchmark over 3 months, 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: a market-wide risk-off move alone can carry the 5–20th percentile band. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-10-23 (after close)","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Street target implies 7.8%"],"key_risks":["Historic drawdown deeper than 41%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.3% 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 527.01 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 40% 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":5076,"security_id":66,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-23 17:35:23","ref_price":511.82,"bull_low_pct":17.5,"bull_high_pct":30,"base_low_pct":-7.5,"base_high_pct":15,"bear_low_pct":-25,"bear_high_pct":-10,"prob_up":0.56,"p10_pct":-17.5,"p25_pct":-7.5,"p50_pct":2.5,"p75_pct":15,"p90_pct":25,"expected_range_low":-7.5,"expected_range_high":15,"risk_range_low":-25,"risk_range_high":15,"confidence":68,"confidence_basis":"760 bars, blended vol 25%, score 63, coverage 100%%","risk_level":"medium","volatility_ann":25.3,"max_hist_drawdown":"-40.6000","sample_size":760,"data_freshness_secs":0,"bull_case":"If outperforming the benchmark over 3 months, 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: a market-wide risk-off move alone can carry the 5–20th percentile band. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-10-23 (after close)","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Demo synthetic: rate expectations shift, DE beta repriced","Street target implies 7.8%"],"key_risks":["Historic drawdown deeper than 41%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.3% 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 527.01 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 40% 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."}