{"ok":true,"security_id":165,"symbol":"NGZ26","snapshot":{"security_id":165,"symbol":"NGZ26","asset_type":"future","sector_code":null,"industry":null,"exchange_code":null,"currency":"USD","data_mode":"demo","price":"2.949200","prev_close":"2.975800","chg_1d_pct":"-0.8940","volume":955855,"rvol_30":"1.633","avg_volume_30d":597713,"dollar_volume_avg":"1861989.8300","mcap":null,"wk52_high":"3.447400","wk52_low":"2.884900","pct_from_52wh":"-14.4500","dist_to_52wh_pct":"-14.4500","rsi14":"29.516","macd":"-0.064600","macd_hist":"-0.004000","adx14":"42.460","atr_pct":"2.5000","hv20":"15.8300","hv60":"15.3500","vol_regime":"low","bb_pctb":"0.0976","stoch_k":"15.801","above_sma20":0,"above_sma50":0,"above_sma200":0,"sma20":"3.063700","sma50":"3.195700","sma200":"3.187200","vwap":"2.946100","trend":"down","support":"3.135600","resistance":"3.334000","perf_1d":"-0.8900","perf_5d":"-2.9500","perf_1m":"-6.8300","perf_3m":"-9.6500","perf_6m":"-7.8800","perf_12m":"-0.2400","rel_strength_3m":"-14.0000","rs_rank":null,"mom_persist":null,"bars":760,"beta":"0.0050","mdd_pct":"-35.9800","gap_risk":"0.3850","liq_days":null,"pe_ttm":null,"pe_fwd":null,"peg":null,"ps":null,"pb":null,"ev_ebitda":null,"rev_g":null,"eps_g":null,"gross_margin":null,"op_margin":null,"fcf_margin":null,"roe":null,"roic":null,"debt_equity":null,"net_debt_ebitda":null,"div_yield":null,"payout":null,"buyback_yield":null,"eps_surprise_pct":null,"rev_surprise_pct":null,"earnings_days_out":null,"earnings_date":null,"consensus_score":"95.000","pct_analyst_buy":null,"pt_upside_pct":null,"sent_score":null,"sent_label":null,"sent_delta":null,"inst_ownership":null,"inst_chg_pct":null,"inst_top_name":null,"insider_net_usd":null,"insider_trades_90d":0,"short_pct_float":null,"score_total":"60.32","score_technical":"57.02","score_fundamental":"50.00","score_momentum":"34.28","score_sentiment":"95.00","score_institutional":"50.00","score_risk":"82.01","confidence":"49.00","risk_level":"medium","stance":"constructive","cats":"","catalysts":"Demo synthetic: NGZ26 confirms exploratory talks with supplier · Demo synthetic: NGZ26 confirms exploratory talks with supplier · Demo synthetic: NGZ26 confirms exploratory talks with supplier","risks":"Thin average dollar volume — fills and exits will cost you","model_version":"score-1.0.0","priced_at":"2026-10-23 16:00:00","computed_at":"2026-10-25 04:14:01"},"quote":{"security_id":165,"last_price":"2.949200","bid":null,"ask":null,"prev_close":"2.975800","open":"2.963000","day_high":"2.976000","day_low":"2.913000","volume":955855,"avg_volume_30d":584376,"change_abs":"-0.026600","change_pct":"-0.8940","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":"2.949200","as_of":"2026-10-23 16:00:00"},"score":{"id":1557,"security_id":165,"model_id":1,"scored_at":"2026-10-25 04:14:00","total_score":"60.32","technical":"57.02","fundamental":"50.00","momentum":"34.28","sentiment":"95.00","institutional":"50.00","risk":"82.01","components_json":"{\"components\":{\"technical\":{\"score\":57.02,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"trend_structure\",\"score\":32,\"why\":\"Price vs 20\\/50\\/200-day moving averages: down\",\"w\":1.8},{\"key\":\"trend_strength_adx\",\"score\":93.41,\"why\":\"ADX(14) 42.5 \\u2014 trending\",\"w\":1},{\"key\":\"rsi_condition\",\"score\":50.12,\"why\":\"RSI(14) 29.5 \\u2014 oversold, mean-reversion watch\",\"w\":1},{\"key\":\"macd_signal\",\"score\":37.76,\"why\":\"MACD(12,26,9) below, histogram -0.004\",\"w\":1},{\"key\":\"volume_confirmation\",\"score\":75.86,\"why\":\"Relative volume 1.63\\u00d7 its own 30-day average\",\"w\":0.8},{\"key\":\"52w_position\",\"score\":60.22,\"why\":\"-14.5% from its 52-week high\",\"w\":1.4},{\"key\":\"volatility_compression\",\"score\":70.95,\"why\":\"Bollinger width 9.3%\",\"w\":0.7},{\"key\":\"candlestick_patterns\",\"score\":62,\"why\":\"Bullish: hammer  \",\"w\":0.7},{\"key\":\"intraday_position\",\"score\":62,\"why\":\"Holding above session VWAP\",\"w\":0.4}]},\"fundamental\":{\"score\":50,\"label\":\"Partial (missing provider fields)\",\"complete\":false,\"factors\":[]},\"momentum\":{\"score\":34.28,\"label\":\"Weak\",\"complete\":true,\"factors\":[{\"key\":\"multi_horizon_performance\",\"score\":37.89,\"why\":\"1M -6.8% \\u00b7 3M -9.7% \\u00b7 6M -7.9% \\u00b7 12M -0.2%\",\"w\":1},{\"key\":\"relative_strength_vs_index\",\"score\":23.8,\"why\":\"3-month return minus index -14%\",\"w\":1},{\"key\":\"volume_acceleration\",\"score\":45.44,\"why\":\"Today -0.9% on 1.6\\u00d7 volume\",\"w\":1},{\"key\":\"momentum_persistence\",\"score\":30,\"why\":\"0 of 4 measured horizons are positive\",\"w\":1}]},\"sentiment\":{\"score\":95,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"recent_headline_tone\",\"score\":95,\"why\":\"Last items: 12 positive \\/ 0 negative headlines\",\"w\":1}]},\"institutional\":{\"score\":50,\"label\":\"Not available (no licensed filing feed configured)\",\"complete\":false,\"factors\":[]},\"risk\":{\"score\":82.01,\"label\":\"Medium risk\",\"complete\":true,\"factors\":[{\"key\":\"volatility\",\"score\":86.71,\"why\":\"20-day realised volatility 15.8% annualised\",\"w\":1.5},{\"key\":\"beta\",\"score\":73.45,\"why\":\"Beta 0.01 vs the reference index\",\"w\":1},{\"key\":\"drawdown_history\",\"score\":70.33,\"why\":\"Max drawdown in stored history -36%\",\"w\":1.2},{\"key\":\"liquidity\",\"score\":64.07,\"why\":\"Average $1.9M traded per session\",\"w\":1.3},{\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.39% \\u2014 position sizing must survive opens\",\"w\":1},{\"key\":\"event_risk_earnings\",\"score\":82,\"why\":\"No scheduled earnings date on file\",\"w\":1},{\"key\":\"sector_risk\",\"score\":90.29,\"why\":\"Sector average volatility 20%\",\"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\":97,\"why\":\"Correlation to benchmark 0.63-year rolling: -0.01\",\"w\":1}]}},\"weights\":{\"technical\":25,\"fundamental\":25,\"momentum\":15,\"sentiment\":10,\"institutional\":10,\"risk\":15},\"confidence\":49,\"confidence_basis\":\"760 bars \\u00b7 data 31h old \\u00b7 components covered 84%% \\u00b7 risk drag 80\",\"coverage\":84.3}","factors_json":"{\"positive\":[{\"component\":\"risk\",\"key\":\"correlation\",\"score\":97,\"why\":\"Correlation to benchmark 0.63-year rolling: -0.01\"},{\"component\":\"sentiment\",\"key\":\"recent_headline_tone\",\"score\":95,\"why\":\"Last items: 12 positive \\/ 0 negative headlines\"},{\"component\":\"risk\",\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.39% \\u2014 position sizing must survive opens\"},{\"component\":\"technical\",\"key\":\"trend_strength_adx\",\"score\":93.41,\"why\":\"ADX(14) 42.5 \\u2014 trending\"},{\"component\":\"risk\",\"key\":\"sector_risk\",\"score\":90.29,\"why\":\"Sector average volatility 20%\"},{\"component\":\"risk\",\"key\":\"volatility\",\"score\":86.71,\"why\":\"20-day realised volatility 15.8% annualised\"}],\"negative\":[{\"component\":\"momentum\",\"key\":\"relative_strength_vs_index\",\"score\":23.8,\"why\":\"3-month return minus index -14%\"},{\"component\":\"momentum\",\"key\":\"momentum_persistence\",\"score\":30,\"why\":\"0 of 4 measured horizons are positive\"},{\"component\":\"technical\",\"key\":\"trend_structure\",\"score\":32,\"why\":\"Price vs 20\\/50\\/200-day moving averages: down\"},{\"component\":\"technical\",\"key\":\"macd_signal\",\"score\":37.76,\"why\":\"MACD(12,26,9) below, histogram -0.004\"},{\"component\":\"momentum\",\"key\":\"multi_horizon_performance\",\"score\":37.89,\"why\":\"1M -6.8% \\u00b7 3M -9.7% \\u00b7 6M -7.9% \\u00b7 12M -0.2%\"}]}","inputs_snapshot":"{\"bars\":760,\"price\":\"2.949200\",\"trend\":\"down\",\"pe\":null,\"sent\":null,\"sector\":null}","data_mode":"demo","stance":"constructive","risk_level":"medium","confidence":"49.00","model_version":"score-1.0.0","computed_at":"2026-10-25 04:14:01","catalysts":"Demo synthetic: NGZ26 confirms exploratory talks with supplier · Demo synthetic: NGZ26 confirms exploratory talks with supplier · Demo synthetic: NGZ26 confirms exploratory talks with supplier","risks":"Thin average dollar volume — fills and exits will cost you","sent_score":null,"sent_label":null,"snap_total":"60.32","score_total":60.32,"components":{"technical":25,"fundamental":25,"momentum":15,"sentiment":10,"institutional":10,"risk":15},"component_detail":{"technical":{"score":57.02,"label":"Neutral","complete":true,"factors":[{"key":"trend_structure","score":32,"why":"Price vs 20/50/200-day moving averages: down","w":1.8},{"key":"trend_strength_adx","score":93.41,"why":"ADX(14) 42.5 — trending","w":1},{"key":"rsi_condition","score":50.12,"why":"RSI(14) 29.5 — oversold, mean-reversion watch","w":1},{"key":"macd_signal","score":37.76,"why":"MACD(12,26,9) below, histogram -0.004","w":1},{"key":"volume_confirmation","score":75.86,"why":"Relative volume 1.63× its own 30-day average","w":0.8},{"key":"52w_position","score":60.22,"why":"-14.5% from its 52-week high","w":1.4},{"key":"volatility_compression","score":70.95,"why":"Bollinger width 9.3%","w":0.7},{"key":"candlestick_patterns","score":62,"why":"Bullish: hammer  ","w":0.7},{"key":"intraday_position","score":62,"why":"Holding above session VWAP","w":0.4}]},"fundamental":{"score":50,"label":"Partial (missing provider fields)","complete":false,"factors":[]},"momentum":{"score":34.28,"label":"Weak","complete":true,"factors":[{"key":"multi_horizon_performance","score":37.89,"why":"1M -6.8% · 3M -9.7% · 6M -7.9% · 12M -0.2%","w":1},{"key":"relative_strength_vs_index","score":23.8,"why":"3-month return minus index -14%","w":1},{"key":"volume_acceleration","score":45.44,"why":"Today -0.9% on 1.6× volume","w":1},{"key":"momentum_persistence","score":30,"why":"0 of 4 measured horizons are positive","w":1}]},"sentiment":{"score":95,"label":"Neutral","complete":true,"factors":[{"key":"recent_headline_tone","score":95,"why":"Last items: 12 positive / 0 negative headlines","w":1}]},"institutional":{"score":50,"label":"Not available (no licensed filing feed configured)","complete":false,"factors":[]},"risk":{"score":82.01,"label":"Medium risk","complete":true,"factors":[{"key":"volatility","score":86.71,"why":"20-day realised volatility 15.8% annualised","w":1.5},{"key":"beta","score":73.45,"why":"Beta 0.01 vs the reference index","w":1},{"key":"drawdown_history","score":70.33,"why":"Max drawdown in stored history -36%","w":1.2},{"key":"liquidity","score":64.07,"why":"Average $1.9M traded per session","w":1.3},{"key":"gap_risk","score":95,"why":"Median overnight gap 0.39% — position sizing must survive opens","w":1},{"key":"event_risk_earnings","score":82,"why":"No scheduled earnings date on file","w":1},{"key":"sector_risk","score":90.29,"why":"Sector average volatility 20%","w":1},{"key":"market_risk","score":84.63,"why":"Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off","w":1},{"key":"correlation","score":97,"why":"Correlation to benchmark 0.63-year rolling: -0.01","w":1}]}},"coverage":84.3,"confidence_basis":"760 bars · data 31h old · components covered 84%% · risk drag 80","factors":[{"component":"risk","key":"correlation","label":"Correlation","score":97,"why":"Correlation to benchmark 0.63-year rolling: -0.01","w":1,"direction":"positive"},{"component":"sentiment","key":"recent_headline_tone","label":"Recent Headline Tone","score":95,"why":"Last items: 12 positive / 0 negative headlines","w":1,"direction":"positive"},{"component":"risk","key":"gap_risk","label":"Gap Risk","score":95,"why":"Median overnight gap 0.39% — position sizing must survive opens","w":1,"direction":"positive"},{"component":"technical","key":"trend_strength_adx","label":"Trend Strength Adx","score":93.41,"why":"ADX(14) 42.5 — trending","w":1,"direction":"positive"},{"component":"risk","key":"sector_risk","label":"Sector Risk","score":90.29,"why":"Sector average volatility 20%","w":1,"direction":"positive"},{"component":"risk","key":"volatility","label":"Volatility","score":86.71,"why":"20-day realised volatility 15.8% annualised","w":1.5,"direction":"positive"},{"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":"event_risk_earnings","label":"Event Risk Earnings","score":82,"why":"No scheduled earnings date on file","w":1,"direction":"positive"},{"component":"momentum","key":"relative_strength_vs_index","label":"Relative Strength Vs Index","score":23.8,"why":"3-month return minus index -14%","w":1,"direction":"negative"},{"component":"technical","key":"volume_confirmation","label":"Volume Confirmation","score":75.86,"why":"Relative volume 1.63× its own 30-day average","w":0.8,"direction":"positive"},{"component":"risk","key":"beta","label":"Beta","score":73.45,"why":"Beta 0.01 vs the reference index","w":1,"direction":"positive"},{"component":"technical","key":"volatility_compression","label":"Volatility Compression","score":70.95,"why":"Bollinger width 9.3%","w":0.7,"direction":"positive"},{"component":"risk","key":"drawdown_history","label":"Drawdown History","score":70.33,"why":"Max drawdown in stored history -36%","w":1.2,"direction":"positive"},{"component":"momentum","key":"momentum_persistence","label":"Momentum Persistence","score":30,"why":"0 of 4 measured horizons are positive","w":1,"direction":"negative"}],"factors_positive":[{"component":"risk","key":"correlation","score":97,"why":"Correlation to benchmark 0.63-year rolling: -0.01"},{"component":"sentiment","key":"recent_headline_tone","score":95,"why":"Last items: 12 positive / 0 negative headlines"},{"component":"risk","key":"gap_risk","score":95,"why":"Median overnight gap 0.39% — position sizing must survive opens"},{"component":"technical","key":"trend_strength_adx","score":93.41,"why":"ADX(14) 42.5 — trending"},{"component":"risk","key":"sector_risk","score":90.29,"why":"Sector average volatility 20%"},{"component":"risk","key":"volatility","score":86.71,"why":"20-day realised volatility 15.8% annualised"}],"factors_negative":[{"component":"momentum","key":"relative_strength_vs_index","score":23.8,"why":"3-month return minus index -14%"},{"component":"momentum","key":"momentum_persistence","score":30,"why":"0 of 4 measured horizons are positive"},{"component":"technical","key":"trend_structure","score":32,"why":"Price vs 20/50/200-day moving averages: down"},{"component":"technical","key":"macd_signal","score":37.76,"why":"MACD(12,26,9) below, histogram -0.004"},{"component":"momentum","key":"multi_horizon_performance","score":37.89,"why":"1M -6.8% · 3M -9.7% · 6M -7.9% · 12M -0.2%"}],"inputs":{"bars":760,"price":"2.949200","trend":"down","pe":null,"sent":null,"sector":null}},"predictions":[{"id":9337,"security_id":165,"model_id":2,"horizon_code":"1D","generated_at":"2026-10-25 04:14:01","ref_price":2.9492,"bull_low_pct":0.5,"bull_high_pct":1,"base_low_pct":-0.5,"base_high_pct":0.5,"bear_low_pct":-1,"bear_high_pct":-0.5,"prob_up":0.54,"p10_pct":-0.5,"p25_pct":-0.5,"p50_pct":0,"p75_pct":0.5,"p90_pct":1,"expected_range_low":-0.5,"expected_range_high":0.5,"risk_range_low":-1,"risk_range_high":0.5,"confidence":53,"confidence_basis":"760 bars, blended vol 16%, score 60, coverage 84%%","risk_level":"low","volatility_ann":15.6,"max_hist_drawdown":"-36.0000","sample_size":760,"data_freshness_secs":112441,"bull_case":"If 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":["Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier"],"key_risks":"Thin average dollar volume — fills and exits will cost you","assumptions":["Realised volatility stays near its recent level (blended 15.6% 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 3.19 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 25% 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":9338,"security_id":165,"model_id":2,"horizon_code":"5D","generated_at":"2026-10-25 04:14:01","ref_price":2.9492,"bull_low_pct":1,"bull_high_pct":2,"base_low_pct":-1,"base_high_pct":1,"bear_low_pct":-2,"bear_high_pct":-1,"prob_up":0.55,"p10_pct":-1,"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":53,"confidence_basis":"760 bars, blended vol 16%, score 60, coverage 84%%","risk_level":"low","volatility_ann":15.6,"max_hist_drawdown":"-36.0000","sample_size":760,"data_freshness_secs":112441,"bull_case":"If 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":["Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier"],"key_risks":"Thin average dollar volume — fills and exits will cost you","assumptions":["Realised volatility stays near its recent level (blended 15.6% 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 3.19 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 25% 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":9339,"security_id":165,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:14:01","ref_price":2.9492,"bull_low_pct":2,"bull_high_pct":4,"base_low_pct":-1,"base_high_pct":2,"bear_low_pct":-4,"bear_high_pct":-2,"prob_up":0.55,"p10_pct":-3,"p25_pct":-1,"p50_pct":0,"p75_pct":2,"p90_pct":4,"expected_range_low":-1,"expected_range_high":2,"risk_range_low":-4,"risk_range_high":2,"confidence":53,"confidence_basis":"760 bars, blended vol 16%, score 60, coverage 84%%","risk_level":"low","volatility_ann":15.6,"max_hist_drawdown":"-36.0000","sample_size":760,"data_freshness_secs":112441,"bull_case":"If 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":["Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier"],"key_risks":"Thin average dollar volume — fills and exits will cost you","assumptions":["Realised volatility stays near its recent level (blended 15.6% 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 3.19 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 25% 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":9340,"security_id":165,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:14:01","ref_price":2.9492,"bull_low_pct":4.5,"bull_high_pct":7.5,"base_low_pct":-1.5,"base_high_pct":3,"bear_low_pct":-6,"bear_high_pct":-3,"prob_up":0.55,"p10_pct":-4.5,"p25_pct":-1.5,"p50_pct":0,"p75_pct":3,"p90_pct":6,"expected_range_low":-1.5,"expected_range_high":3,"risk_range_low":-6,"risk_range_high":3,"confidence":53,"confidence_basis":"760 bars, blended vol 16%, score 60, coverage 84%%","risk_level":"low","volatility_ann":15.6,"max_hist_drawdown":"-36.0000","sample_size":760,"data_freshness_secs":112441,"bull_case":"If 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":["Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier"],"key_risks":"Thin average dollar volume — fills and exits will cost you","assumptions":["Realised volatility stays near its recent level (blended 15.6% 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 3.19 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 25% 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":9341,"security_id":165,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:14:01","ref_price":2.9492,"bull_low_pct":6,"bull_high_pct":10.5,"base_low_pct":-3,"base_high_pct":4.5,"bear_low_pct":-9,"bear_high_pct":-4.5,"prob_up":0.55,"p10_pct":-7.5,"p25_pct":-3,"p50_pct":1.5,"p75_pct":4.5,"p90_pct":9,"expected_range_low":-3,"expected_range_high":4.5,"risk_range_low":-9,"risk_range_high":4.5,"confidence":53,"confidence_basis":"760 bars, blended vol 16%, score 60, coverage 84%%","risk_level":"low","volatility_ann":15.6,"max_hist_drawdown":"-36.0000","sample_size":760,"data_freshness_secs":112441,"bull_case":"If 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":["Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier"],"key_risks":"Thin average dollar volume — fills and exits will cost you","assumptions":["Realised volatility stays near its recent level (blended 15.6% 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 3.19 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 25% 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":9342,"security_id":165,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:14:01","ref_price":2.9492,"bull_low_pct":7.5,"bull_high_pct":15,"base_low_pct":-5,"base_high_pct":7.5,"bear_low_pct":-12.5,"bear_high_pct":-5,"prob_up":0.55,"p10_pct":-10,"p25_pct":-5,"p50_pct":2.5,"p75_pct":7.5,"p90_pct":12.5,"expected_range_low":-5,"expected_range_high":7.5,"risk_range_low":-12.5,"risk_range_high":7.5,"confidence":53,"confidence_basis":"760 bars, blended vol 16%, score 60, coverage 84%%","risk_level":"low","volatility_ann":15.6,"max_hist_drawdown":"-36.0000","sample_size":760,"data_freshness_secs":112441,"bull_case":"If 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":["Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier","Demo synthetic: NGZ26 confirms exploratory talks with supplier"],"key_risks":"Thin average dollar volume — fills and exits will cost you","assumptions":["Realised volatility stays near its recent level (blended 15.6% 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 3.19 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 25% 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."}