{"ok":true,"security_id":20,"symbol":"JPM","snapshot":{"security_id":20,"symbol":"JPM","asset_type":"equity","sector_code":"financials","industry":null,"exchange_code":null,"currency":"USD","data_mode":"demo","price":"182.590000","prev_close":"182.924400","chg_1d_pct":"-0.1830","volume":20428617,"rvol_30":"1.225","avg_volume_30d":16804618,"dollar_volume_avg":"2872726979.5500","mcap":387824420601,"wk52_high":"293.482200","wk52_low":"149.480500","pct_from_52wh":"-37.7800","dist_to_52wh_pct":"-37.7800","rsi14":"60.500","macd":"4.577400","macd_hist":"0.527200","adx14":"28.979","atr_pct":"4.5700","hv20":"32.9700","hv60":"34.2100","vol_regime":"normal","bb_pctb":"0.7413","stoch_k":"63.683","above_sma20":1,"above_sma50":1,"above_sma200":0,"sma20":"177.195300","sma50":"168.143900","sma200":"206.026800","vwap":"182.975800","trend":"up","support":"165.700000","resistance":"189.987200","perf_1d":"-0.1800","perf_5d":"-0.6300","perf_1m":"12.0700","perf_3m":"-4.8200","perf_6m":"-15.6500","perf_12m":"3.9800","rel_strength_3m":"-9.1700","rs_rank":null,"mom_persist":null,"bars":760,"beta":"0.6730","mdd_pct":"-56.9300","gap_risk":"0.5920","liq_days":null,"pe_ttm":"13.9030","pe_fwd":"12.5680","peg":"1.3090","ps":"4.0430","pb":"3.1040","ev_ebitda":"9.5880","rev_g":"11.6000","eps_g":"9.7530","gross_margin":"60.1720","op_margin":"29.1990","fcf_margin":"28.8650","roe":"22.3290","roic":"16.2030","debt_equity":"1.7140","net_debt_ebitda":null,"div_yield":"2.9550","payout":"14.3600","buyback_yield":"0.9650","eps_surprise_pct":"2.7640","rev_surprise_pct":"-3.6040","earnings_days_out":33,"earnings_date":"2026-12-10","consensus_score":"47.990","pct_analyst_buy":null,"pt_upside_pct":null,"sent_score":null,"sent_label":null,"sent_delta":"13.090","inst_ownership":"242.0320","inst_chg_pct":"-58.1400","inst_top_name":"Vanguard Index Group","insider_net_usd":null,"insider_trades_90d":0,"short_pct_float":"9.2390","score_total":"59.58","score_technical":"60.59","score_fundamental":"66.22","score_momentum":"47.92","score_sentiment":"56.45","score_institutional":"28.61","score_risk":"81.22","confidence":"51.00","risk_level":"medium","stance":"constructive","cats":"income,value","catalysts":"Earnings report 2026-12-10 (as scheduled) · Street target implies 9.1%","risks":"Historic drawdown deeper than 57% · Binary event: 2026-12-10","model_version":"score-1.0.0","priced_at":"2026-10-23 16:00:00","computed_at":"2026-10-25 04:13:59"},"quote":{"security_id":20,"last_price":"182.590000","bid":null,"ask":null,"prev_close":"182.924400","open":"183.444000","day_high":"186.570600","day_low":"179.766800","volume":20428617,"avg_volume_30d":16697587,"change_abs":"-0.334400","change_pct":"-0.1830","market_state":"closed","quote_ts":"2026-10-23 16:00:00","latency_ms":null,"is_realtime":0,"data_source":"synthetic_demo","data_mode":"demo","updated_at":"2026-10-25 04:13:58","price":"182.590000","as_of":"2026-10-23 16:00:00"},"score":{"id":1417,"security_id":20,"model_id":1,"scored_at":"2026-10-25 04:13:00","total_score":"59.58","technical":"60.59","fundamental":"66.22","momentum":"47.92","sentiment":"56.45","institutional":"28.61","risk":"81.22","components_json":"{\"components\":{\"technical\":{\"score\":60.59,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"trend_structure\",\"score\":70,\"why\":\"Price vs 20\\/50\\/200-day moving averages: up\",\"w\":1.8},{\"key\":\"trend_strength_adx\",\"score\":63.75,\"why\":\"ADX(14) 29 \\u2014 trending\",\"w\":1},{\"key\":\"rsi_condition\",\"score\":70.31,\"why\":\"RSI(14) 60.5 \\u2014 constructive zone\",\"w\":1},{\"key\":\"macd_signal\",\"score\":72,\"why\":\"MACD(12,26,9) above, histogram 0.527\",\"w\":1},{\"key\":\"volume_confirmation\",\"score\":60.8,\"why\":\"Relative volume 1.23\\u00d7 its own 30-day average\",\"w\":0.8},{\"key\":\"52w_position\",\"score\":33.52,\"why\":\"-37.8% from its 52-week high\",\"w\":1.4},{\"key\":\"volatility_compression\",\"score\":77.95,\"why\":\"Bollinger width 12.6%\",\"w\":0.7},{\"key\":\"candlestick_patterns\",\"score\":50,\"why\":\"No reversal\\/breakout pattern at the latest close\",\"w\":0.7},{\"key\":\"intraday_position\",\"score\":40,\"why\":\"Below session VWAP\",\"w\":0.4}]},\"fundamental\":{\"score\":66.22,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"gross_margin\",\"score\":80.09,\"why\":\"Gross margin 60.2%\",\"w\":1},{\"key\":\"operating_margin\",\"score\":80.8,\"why\":\"Operating margin 29.2%\",\"w\":1},{\"key\":\"free_cash_flow\",\"score\":82,\"why\":\"FCF margin 28.9%\",\"w\":1},{\"key\":\"return_on_equity\",\"score\":77.46,\"why\":\"ROE 22.3%\",\"w\":1},{\"key\":\"return_on_invested_capital\",\"score\":75.96,\"why\":\"ROIC 16.2%\",\"w\":1},{\"key\":\"leverage\",\"score\":40.72,\"why\":\"Debt\\/Equity 1.71\",\"w\":1},{\"key\":\"coverage\",\"score\":82,\"why\":\"Interest coverage 15.3\\u00d7\",\"w\":1},{\"key\":\"valuation_pe\",\"score\":53.03,\"why\":\"P\\/E 13.9\\u00d7 vs sector median 12.7\\u00d7 (in line)\",\"w\":1},{\"key\":\"peg\",\"score\":62.26,\"why\":\"PEG 1.31\",\"w\":1},{\"key\":\"valuation_sales\",\"score\":47.9,\"why\":\"P\\/S 4\\u00d7 vs sector median 3.1\\u00d7\",\"w\":1},{\"key\":\"valuation_book\",\"score\":49.45,\"why\":\"P\\/B 3.1\\u00d7\",\"w\":1},{\"key\":\"valuation_ebitda\",\"score\":66.12,\"why\":\"EV\\/EBITDA 9.6\\u00d7\",\"w\":1}]},\"momentum\":{\"score\":47.92,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"multi_horizon_performance\",\"score\":47.37,\"why\":\"1M +12.1% \\u00b7 3M -4.8% \\u00b7 6M -15.7% \\u00b7 12M +4%\",\"w\":1},{\"key\":\"relative_strength_vs_index\",\"score\":32.49,\"why\":\"3-month return minus index -9.2%\",\"w\":1},{\"key\":\"volume_acceleration\",\"score\":49.3,\"why\":\"Today -0.2% on 1.2\\u00d7 volume\",\"w\":1},{\"key\":\"momentum_persistence\",\"score\":62.5,\"why\":\"2 of 4 measured horizons are positive\",\"w\":1}]},\"sentiment\":{\"score\":56.45,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"news_sentiment_index\",\"score\":47.99,\"why\":\"Aggregate news sentiment -4 (\\u2212100 bearish \\u2026 +100 bullish) from 35 scored items\",\"w\":1},{\"key\":\"sentiment_delta\",\"score\":95,\"why\":\"30-day sentiment change 13.1 pts\",\"w\":1},{\"key\":\"analyst_consensus\",\"score\":40.27,\"why\":\"Analyst consensus score 3.29 (1=Strong Buy, 5=Sell) across 5 ratings\",\"w\":1},{\"key\":\"analyst_distribution\",\"score\":78.8,\"why\":\"79% Buy\\/Strong Buy \\u00b7 15% Hold \\u00b7 6% Sell\\/Short\",\"w\":1},{\"key\":\"price_target_gap\",\"score\":66.62,\"why\":\"Average target implies +9.1% from the last close\",\"w\":1},{\"key\":\"estimate_revisions\",\"score\":10,\"why\":\"Net EPS estimate revisions (90d): -12\",\"w\":1}]},\"institutional\":{\"score\":28.61,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -58.1% vs prior quarter2026-09-01\",\"w\":1},{\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~242% of float (crowding risk rises above ~78%)\",\"w\":1},{\"key\":\"short_interest\",\"score\":37.83,\"why\":\"Short interest 9.2% of float, days-to-cover 26.4\",\"w\":1}]},\"risk\":{\"score\":81.22,\"label\":\"Medium risk\",\"complete\":true,\"factors\":[{\"key\":\"volatility\",\"score\":60.84,\"why\":\"20-day realised volatility 33% annualised\",\"w\":1.5},{\"key\":\"beta\",\"score\":91.75,\"why\":\"Beta 0.67 vs the reference index\",\"w\":1},{\"key\":\"drawdown_history\",\"score\":54.84,\"why\":\"Max drawdown in stored history -56.9%\",\"w\":1.2},{\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $2872.7M traded per session\",\"w\":1.3},{\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.59% \\u2014 position sizing must survive opens\",\"w\":1},{\"key\":\"event_risk_earnings\",\"score\":82,\"why\":\"No earnings inside the next 3 weeks\",\"w\":1},{\"key\":\"sector_risk\",\"score\":82.27,\"why\":\"Sector average volatility 26.6%\",\"w\":1},{\"key\":\"market_risk\",\"score\":84.63,\"why\":\"Benchmark volatility 20.1% \\u00b7 regime: Sideways \\u00b7 normal vol \\u00b7 risk-off\",\"w\":1},{\"key\":\"correlation\",\"score\":94.65,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.38\",\"w\":1}]}},\"weights\":{\"technical\":25,\"fundamental\":25,\"momentum\":15,\"sentiment\":10,\"institutional\":10,\"risk\":15},\"confidence\":51,\"confidence_basis\":\"760 bars \\u00b7 data 31h old \\u00b7 components covered 100%% \\u00b7 risk drag 82\",\"coverage\":100}","factors_json":"{\"positive\":[{\"component\":\"risk\",\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $2872.7M traded per session\"},{\"component\":\"sentiment\",\"key\":\"sentiment_delta\",\"score\":95,\"why\":\"30-day sentiment change 13.1 pts\"},{\"component\":\"risk\",\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.59% \\u2014 position sizing must survive opens\"},{\"component\":\"risk\",\"key\":\"correlation\",\"score\":94.65,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.38\"},{\"component\":\"risk\",\"key\":\"beta\",\"score\":91.75,\"why\":\"Beta 0.67 vs the reference index\"},{\"component\":\"risk\",\"key\":\"market_risk\",\"score\":84.63,\"why\":\"Benchmark volatility 20.1% \\u00b7 regime: Sideways \\u00b7 normal vol \\u00b7 risk-off\"}],\"negative\":[{\"component\":\"sentiment\",\"key\":\"estimate_revisions\",\"score\":10,\"why\":\"Net EPS estimate revisions (90d): -12\"},{\"component\":\"institutional\",\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -58.1% vs prior quarter2026-09-01\"},{\"component\":\"institutional\",\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~242% of float (crowding risk rises above ~78%)\"},{\"component\":\"momentum\",\"key\":\"relative_strength_vs_index\",\"score\":32.49,\"why\":\"3-month return minus index -9.2%\"},{\"component\":\"technical\",\"key\":\"52w_position\",\"score\":33.52,\"why\":\"-37.8% from its 52-week high\"},{\"component\":\"institutional\",\"key\":\"short_interest\",\"score\":37.83,\"why\":\"Short interest 9.2% of float, days-to-cover 26.4\"}]}","inputs_snapshot":"{\"bars\":760,\"price\":\"182.590000\",\"trend\":\"up\",\"pe\":\"13.9030\",\"sent\":-4.03,\"sector\":\"financials\"}","data_mode":"demo","stance":"constructive","risk_level":"medium","confidence":"51.00","model_version":"score-1.0.0","computed_at":"2026-10-25 04:13:59","catalysts":"Earnings report 2026-12-10 (as scheduled) · Street target implies 9.1%","risks":"Historic drawdown deeper than 57% · Binary event: 2026-12-10","sent_score":null,"sent_label":null,"snap_total":"59.58","score_total":59.58,"components":{"technical":25,"fundamental":25,"momentum":15,"sentiment":10,"institutional":10,"risk":15},"component_detail":{"technical":{"score":60.59,"label":"Neutral","complete":true,"factors":[{"key":"trend_structure","score":70,"why":"Price vs 20/50/200-day moving averages: up","w":1.8},{"key":"trend_strength_adx","score":63.75,"why":"ADX(14) 29 — trending","w":1},{"key":"rsi_condition","score":70.31,"why":"RSI(14) 60.5 — constructive zone","w":1},{"key":"macd_signal","score":72,"why":"MACD(12,26,9) above, histogram 0.527","w":1},{"key":"volume_confirmation","score":60.8,"why":"Relative volume 1.23× its own 30-day average","w":0.8},{"key":"52w_position","score":33.52,"why":"-37.8% from its 52-week high","w":1.4},{"key":"volatility_compression","score":77.95,"why":"Bollinger width 12.6%","w":0.7},{"key":"candlestick_patterns","score":50,"why":"No reversal/breakout pattern at the latest close","w":0.7},{"key":"intraday_position","score":40,"why":"Below session VWAP","w":0.4}]},"fundamental":{"score":66.22,"label":"Available","complete":true,"factors":[{"key":"gross_margin","score":80.09,"why":"Gross margin 60.2%","w":1},{"key":"operating_margin","score":80.8,"why":"Operating margin 29.2%","w":1},{"key":"free_cash_flow","score":82,"why":"FCF margin 28.9%","w":1},{"key":"return_on_equity","score":77.46,"why":"ROE 22.3%","w":1},{"key":"return_on_invested_capital","score":75.96,"why":"ROIC 16.2%","w":1},{"key":"leverage","score":40.72,"why":"Debt/Equity 1.71","w":1},{"key":"coverage","score":82,"why":"Interest coverage 15.3×","w":1},{"key":"valuation_pe","score":53.03,"why":"P/E 13.9× vs sector median 12.7× (in line)","w":1},{"key":"peg","score":62.26,"why":"PEG 1.31","w":1},{"key":"valuation_sales","score":47.9,"why":"P/S 4× vs sector median 3.1×","w":1},{"key":"valuation_book","score":49.45,"why":"P/B 3.1×","w":1},{"key":"valuation_ebitda","score":66.12,"why":"EV/EBITDA 9.6×","w":1}]},"momentum":{"score":47.92,"label":"Neutral","complete":true,"factors":[{"key":"multi_horizon_performance","score":47.37,"why":"1M +12.1% · 3M -4.8% · 6M -15.7% · 12M +4%","w":1},{"key":"relative_strength_vs_index","score":32.49,"why":"3-month return minus index -9.2%","w":1},{"key":"volume_acceleration","score":49.3,"why":"Today -0.2% on 1.2× volume","w":1},{"key":"momentum_persistence","score":62.5,"why":"2 of 4 measured horizons are positive","w":1}]},"sentiment":{"score":56.45,"label":"Neutral","complete":true,"factors":[{"key":"news_sentiment_index","score":47.99,"why":"Aggregate news sentiment -4 (−100 bearish … +100 bullish) from 35 scored items","w":1},{"key":"sentiment_delta","score":95,"why":"30-day sentiment change 13.1 pts","w":1},{"key":"analyst_consensus","score":40.27,"why":"Analyst consensus score 3.29 (1=Strong Buy, 5=Sell) across 5 ratings","w":1},{"key":"analyst_distribution","score":78.8,"why":"79% Buy/Strong Buy · 15% Hold · 6% Sell/Short","w":1},{"key":"price_target_gap","score":66.62,"why":"Average target implies +9.1% from the last close","w":1},{"key":"estimate_revisions","score":10,"why":"Net EPS estimate revisions (90d): -12","w":1}]},"institutional":{"score":28.61,"label":"Available","complete":true,"factors":[{"key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -58.1% vs prior quarter2026-09-01","w":1},{"key":"ownership_crowding","score":26,"why":"Institutions hold ~242% of float (crowding risk rises above ~78%)","w":1},{"key":"short_interest","score":37.83,"why":"Short interest 9.2% of float, days-to-cover 26.4","w":1}]},"risk":{"score":81.22,"label":"Medium risk","complete":true,"factors":[{"key":"volatility","score":60.84,"why":"20-day realised volatility 33% annualised","w":1.5},{"key":"beta","score":91.75,"why":"Beta 0.67 vs the reference index","w":1},{"key":"drawdown_history","score":54.84,"why":"Max drawdown in stored history -56.9%","w":1.2},{"key":"liquidity","score":96,"why":"Average $2872.7M traded per session","w":1.3},{"key":"gap_risk","score":95,"why":"Median overnight gap 0.59% — position sizing must survive opens","w":1},{"key":"event_risk_earnings","score":82,"why":"No earnings inside the next 3 weeks","w":1},{"key":"sector_risk","score":82.27,"why":"Sector average volatility 26.6%","w":1},{"key":"market_risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off","w":1},{"key":"correlation","score":94.65,"why":"Correlation to benchmark 0.63-year rolling: 0.38","w":1}]}},"coverage":100,"confidence_basis":"760 bars · data 31h old · components covered 100%% · risk drag 82","factors":[{"component":"risk","key":"liquidity","label":"Liquidity","score":96,"why":"Average $2872.7M traded per session","w":1.3,"direction":"positive"},{"component":"sentiment","key":"sentiment_delta","label":"Sentiment Delta","score":95,"why":"30-day sentiment change 13.1 pts","w":1,"direction":"positive"},{"component":"risk","key":"gap_risk","label":"Gap Risk","score":95,"why":"Median overnight gap 0.59% — position sizing must survive opens","w":1,"direction":"positive"},{"component":"risk","key":"correlation","label":"Correlation","score":94.65,"why":"Correlation to benchmark 0.63-year rolling: 0.38","w":1,"direction":"positive"},{"component":"risk","key":"beta","label":"Beta","score":91.75,"why":"Beta 0.67 vs the reference index","w":1,"direction":"positive"},{"component":"sentiment","key":"estimate_revisions","label":"Estimate Revisions","score":10,"why":"Net EPS estimate revisions (90d): -12","w":1,"direction":"negative"},{"component":"risk","key":"market_risk","label":"Market Risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off","w":1,"direction":"positive"},{"component":"risk","key":"sector_risk","label":"Sector Risk","score":82.27,"why":"Sector average volatility 26.6%","w":1,"direction":"positive"},{"component":"fundamental","key":"free_cash_flow","label":"Free Cash Flow","score":82,"why":"FCF margin 28.9%","w":1,"direction":"positive"},{"component":"fundamental","key":"coverage","label":"Coverage","score":82,"why":"Interest coverage 15.3×","w":1,"direction":"positive"},{"component":"risk","key":"event_risk_earnings","label":"Event Risk Earnings","score":82,"why":"No earnings inside the next 3 weeks","w":1,"direction":"positive"},{"component":"fundamental","key":"operating_margin","label":"Operating Margin","score":80.8,"why":"Operating margin 29.2%","w":1,"direction":"positive"},{"component":"fundamental","key":"gross_margin","label":"Gross Margin","score":80.09,"why":"Gross margin 60.2%","w":1,"direction":"positive"},{"component":"sentiment","key":"analyst_distribution","label":"Analyst Distribution","score":78.8,"why":"79% Buy/Strong Buy · 15% Hold · 6% Sell/Short","w":1,"direction":"positive"}],"factors_positive":[{"component":"risk","key":"liquidity","score":96,"why":"Average $2872.7M traded per session"},{"component":"sentiment","key":"sentiment_delta","score":95,"why":"30-day sentiment change 13.1 pts"},{"component":"risk","key":"gap_risk","score":95,"why":"Median overnight gap 0.59% — position sizing must survive opens"},{"component":"risk","key":"correlation","score":94.65,"why":"Correlation to benchmark 0.63-year rolling: 0.38"},{"component":"risk","key":"beta","score":91.75,"why":"Beta 0.67 vs the reference index"},{"component":"risk","key":"market_risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off"}],"factors_negative":[{"component":"sentiment","key":"estimate_revisions","score":10,"why":"Net EPS estimate revisions (90d): -12"},{"component":"institutional","key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -58.1% vs prior quarter2026-09-01"},{"component":"institutional","key":"ownership_crowding","score":26,"why":"Institutions hold ~242% of float (crowding risk rises above ~78%)"},{"component":"momentum","key":"relative_strength_vs_index","score":32.49,"why":"3-month return minus index -9.2%"},{"component":"technical","key":"52w_position","score":33.52,"why":"-37.8% from its 52-week high"},{"component":"institutional","key":"short_interest","score":37.83,"why":"Short interest 9.2% of float, days-to-cover 26.4"}],"inputs":{"bars":760,"price":"182.590000","trend":"up","pe":"13.9030","sent":-4.03,"sector":"financials"}},"predictions":[{"id":8497,"security_id":20,"model_id":2,"horizon_code":"1D","generated_at":"2026-10-25 04:13:59","ref_price":182.59,"bull_low_pct":1.5,"bull_high_pct":2.5,"base_low_pct":-1,"base_high_pct":1,"bear_low_pct":-2,"bear_high_pct":-1,"prob_up":0.54,"p10_pct":-1.5,"p25_pct":-1,"p50_pct":0,"p75_pct":1,"p90_pct":2,"expected_range_low":-1,"expected_range_high":1,"risk_range_low":-2,"risk_range_high":1,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 60, coverage 100%%","risk_level":"low","volatility_ann":33.7,"max_hist_drawdown":"-56.9000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, 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: 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 2026-12-10 (as scheduled)","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 57%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.7% 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 206.03 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":8498,"security_id":20,"model_id":2,"horizon_code":"5D","generated_at":"2026-10-25 04:13:59","ref_price":182.59,"bull_low_pct":3,"bull_high_pct":6,"base_low_pct":-2,"base_high_pct":3,"bear_low_pct":-5,"bear_high_pct":-2,"prob_up":0.54,"p10_pct":-4,"p25_pct":-2,"p50_pct":0,"p75_pct":3,"p90_pct":4,"expected_range_low":-2,"expected_range_high":3,"risk_range_low":-5,"risk_range_high":3,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 60, coverage 100%%","risk_level":"low","volatility_ann":33.7,"max_hist_drawdown":"-56.9000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, 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: 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 2026-12-10 (as scheduled)","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 57%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.7% 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 206.03 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":8499,"security_id":20,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:13:59","ref_price":182.59,"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":0.54,"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 60, coverage 100%%","risk_level":"low","volatility_ann":33.7,"max_hist_drawdown":"-56.9000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, 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: 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 2026-12-10 (as scheduled)","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 57%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.7% 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 206.03 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":8500,"security_id":20,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:13:59","ref_price":182.59,"bull_low_pct":10.5,"bull_high_pct":19.5,"base_low_pct":-6,"base_high_pct":9,"bear_low_pct":-16.5,"bear_high_pct":-7.5,"prob_up":0.54,"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":-16.5,"risk_range_high":9,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 60, coverage 100%%","risk_level":"low","volatility_ann":33.7,"max_hist_drawdown":"-56.9000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, 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: 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 2026-12-10 (as scheduled)","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 57%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.7% 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 206.03 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":8501,"security_id":20,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:13:59","ref_price":182.59,"bull_low_pct":15,"bull_high_pct":28.5,"base_low_pct":-9,"base_high_pct":13.5,"bear_low_pct":-24,"bear_high_pct":-12,"prob_up":0.54,"p10_pct":-18,"p25_pct":-9,"p50_pct":1.5,"p75_pct":13.5,"p90_pct":22.5,"expected_range_low":-9,"expected_range_high":13.5,"risk_range_low":-24,"risk_range_high":13.5,"confidence":56,"confidence_basis":"760 bars, blended vol 34%, score 60, coverage 100%%","risk_level":"medium","volatility_ann":33.7,"max_hist_drawdown":"-56.9000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, 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: 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 2026-12-10 (as scheduled)","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 57%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.7% 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 206.03 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":8502,"security_id":20,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:13:59","ref_price":182.59,"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":-15,"prob_up":0.54,"p10_pct":-25,"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 60, coverage 100%%","risk_level":"medium","volatility_ann":33.7,"max_hist_drawdown":"-56.9000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If RSI mid-range — room to extend, 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: 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 2026-12-10 (as scheduled)","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 57%","Binary event: 2026-12-10"],"assumptions":["Realised volatility stays near its recent level (blended 33.7% 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 206.03 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."}