{"ok":true,"security_id":89,"symbol":"VTI","snapshot":{"security_id":89,"symbol":"VTI","asset_type":"etf","sector_code":null,"industry":null,"exchange_code":null,"currency":"USD","data_mode":"demo","price":"260.000000","prev_close":"265.555400","chg_1d_pct":"-2.0920","volume":57883506,"rvol_30":"1.192","avg_volume_30d":48876215,"dollar_volume_avg":"12331192502.7700","mcap":null,"wk52_high":"331.737400","wk52_low":"230.407400","pct_from_52wh":"-21.6200","dist_to_52wh_pct":"-21.6200","rsi14":"55.925","macd":"2.310000","macd_hist":"0.849300","adx14":"36.134","atr_pct":"2.5900","hv20":"24.6500","hv60":"20.9600","vol_regime":"normal","bb_pctb":"0.6648","stoch_k":"38.235","above_sma20":1,"above_sma50":1,"above_sma200":0,"sma20":"256.170700","sma50":"255.963000","sma200":"281.110500","vwap":"262.408000","trend":"up","support":"259.659900","resistance":"277.792600","perf_1d":"-2.0900","perf_5d":"0.7200","perf_1m":"9.8800","perf_3m":"-4.1500","perf_6m":"-7.8000","perf_12m":"-6.9100","rel_strength_3m":"-8.5000","rs_rank":null,"mom_persist":null,"bars":760,"beta":"0.5180","mdd_pct":"-27.7500","gap_risk":"0.3310","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":"47.280","pct_analyst_buy":null,"pt_upside_pct":null,"sent_score":null,"sent_label":null,"sent_delta":"7.970","inst_ownership":"272.9440","inst_chg_pct":"-65.0400","inst_top_name":"Vanguard Index Group","insider_net_usd":null,"insider_trades_90d":0,"short_pct_float":null,"score_total":"55.16","score_technical":"64.55","score_fundamental":"50.00","score_momentum":"42.19","score_sentiment":"43.39","score_institutional":"24.00","score_risk":"85.85","confidence":"52.00","risk_level":"low","stance":"neutral","cats":"","catalysts":"Demo synthetic: VTI guides below consensus on cost pressure · Demo synthetic: VTI guides below consensus on cost pressure","risks":"No exceptional risk flags from stored data; normal market risk always applies","model_version":"score-1.0.0","priced_at":"2026-10-23 16:00:00","computed_at":"2026-10-25 04:14:00"},"quote":{"security_id":89,"last_price":"260.000000","bid":null,"ask":null,"prev_close":"265.555400","open":"265.043100","day_high":"268.185800","day_low":"259.038100","volume":57883506,"avg_volume_30d":47850761,"change_abs":"-5.555400","change_pct":"-2.0920","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":"260.000000","as_of":"2026-10-23 16:00:00"},"score":{"id":1486,"security_id":89,"model_id":1,"scored_at":"2026-10-25 04:14:00","total_score":"55.16","technical":"64.55","fundamental":"50.00","momentum":"42.19","sentiment":"43.39","institutional":"24.00","risk":"85.85","components_json":"{\"components\":{\"technical\":{\"score\":64.55,\"label\":\"Positive\",\"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\":79.49,\"why\":\"ADX(14) 36.1 \\u2014 trending\",\"w\":1},{\"key\":\"rsi_condition\",\"score\":71.72,\"why\":\"RSI(14) 55.9 \\u2014 constructive zone\",\"w\":1},{\"key\":\"macd_signal\",\"score\":72,\"why\":\"MACD(12,26,9) above, histogram 0.849\",\"w\":1},{\"key\":\"volume_confirmation\",\"score\":59.22,\"why\":\"Relative volume 1.19\\u00d7 its own 30-day average\",\"w\":0.8},{\"key\":\"52w_position\",\"score\":50.89,\"why\":\"-21.6% from its 52-week high\",\"w\":1.4},{\"key\":\"volatility_compression\",\"score\":70.24,\"why\":\"Bollinger width 9.1%\",\"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\":50,\"label\":\"Partial (missing provider fields)\",\"complete\":false,\"factors\":[]},\"momentum\":{\"score\":42.19,\"label\":\"Weak\",\"complete\":true,\"factors\":[{\"key\":\"multi_horizon_performance\",\"score\":46.6,\"why\":\"1M +9.9% \\u00b7 3M -4.2% \\u00b7 6M -7.8% \\u00b7 12M -6.9%\",\"w\":1},{\"key\":\"relative_strength_vs_index\",\"score\":33.7,\"why\":\"3-month return minus index -8.5%\",\"w\":1},{\"key\":\"volume_acceleration\",\"score\":42.21,\"why\":\"Today -2.1% on 1.2\\u00d7 volume\",\"w\":1},{\"key\":\"momentum_persistence\",\"score\":46.25,\"why\":\"1 of 4 measured horizons are positive\",\"w\":1}]},\"sentiment\":{\"score\":43.39,\"label\":\"Neutral\",\"complete\":true,\"factors\":[{\"key\":\"news_sentiment_index\",\"score\":47.28,\"why\":\"Aggregate news sentiment -5.5 (\\u2212100 bearish \\u2026 +100 bullish) from 35 scored items\",\"w\":1},{\"key\":\"sentiment_delta\",\"score\":77.9,\"why\":\"30-day sentiment change 8 pts\",\"w\":1},{\"key\":\"recent_headline_tone\",\"score\":5,\"why\":\"Last items: 0 positive \\/ 2 negative headlines\",\"w\":1}]},\"institutional\":{\"score\":24,\"label\":\"Available\",\"complete\":true,\"factors\":[{\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -65% vs prior quarter2026-09-01\",\"w\":1},{\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~272.9% of float (crowding risk rises above ~78%)\",\"w\":1}]},\"risk\":{\"score\":85.85,\"label\":\"Low risk\",\"complete\":true,\"factors\":[{\"key\":\"volatility\",\"score\":72.6,\"why\":\"20-day realised volatility 24.7% annualised\",\"w\":1.5},{\"key\":\"beta\",\"score\":87.54,\"why\":\"Beta 0.52 vs the reference index\",\"w\":1},{\"key\":\"drawdown_history\",\"score\":78.25,\"why\":\"Max drawdown in stored history -27.8%\",\"w\":1.2},{\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $12331.2M traded per session\",\"w\":1.3},{\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.33% \\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\":91.4,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.5\",\"w\":1}]}},\"weights\":{\"technical\":25,\"fundamental\":25,\"momentum\":15,\"sentiment\":10,\"institutional\":10,\"risk\":15},\"confidence\":52,\"confidence_basis\":\"760 bars \\u00b7 data 31h old \\u00b7 components covered 89%% \\u00b7 risk drag 68\",\"coverage\":88.8}","factors_json":"{\"positive\":[{\"component\":\"risk\",\"key\":\"liquidity\",\"score\":96,\"why\":\"Average $12331.2M traded per session\"},{\"component\":\"risk\",\"key\":\"gap_risk\",\"score\":95,\"why\":\"Median overnight gap 0.33% \\u2014 position sizing must survive opens\"},{\"component\":\"risk\",\"key\":\"correlation\",\"score\":91.4,\"why\":\"Correlation to benchmark 0.63-year rolling: 0.5\"},{\"component\":\"risk\",\"key\":\"sector_risk\",\"score\":90.29,\"why\":\"Sector average volatility 20%\"},{\"component\":\"risk\",\"key\":\"beta\",\"score\":87.54,\"why\":\"Beta 0.52 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\":\"recent_headline_tone\",\"score\":5,\"why\":\"Last items: 0 positive \\/ 2 negative headlines\"},{\"component\":\"institutional\",\"key\":\"institutional_flows\",\"score\":22,\"why\":\"Reported 13F-style positioning change -65% vs prior quarter2026-09-01\"},{\"component\":\"institutional\",\"key\":\"ownership_crowding\",\"score\":26,\"why\":\"Institutions hold ~272.9% of float (crowding risk rises above ~78%)\"},{\"component\":\"momentum\",\"key\":\"relative_strength_vs_index\",\"score\":33.7,\"why\":\"3-month return minus index -8.5%\"}]}","inputs_snapshot":"{\"bars\":760,\"price\":\"260.000000\",\"trend\":\"up\",\"pe\":null,\"sent\":-5.45,\"sector\":null}","data_mode":"demo","stance":"neutral","risk_level":"low","confidence":"52.00","model_version":"score-1.0.0","computed_at":"2026-10-25 04:14:00","catalysts":"Demo synthetic: VTI guides below consensus on cost pressure · Demo synthetic: VTI guides below consensus on cost pressure","risks":"No exceptional risk flags from stored data; normal market risk always applies","sent_score":null,"sent_label":null,"snap_total":"55.16","score_total":55.16,"components":{"technical":25,"fundamental":25,"momentum":15,"sentiment":10,"institutional":10,"risk":15},"component_detail":{"technical":{"score":64.55,"label":"Positive","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":79.49,"why":"ADX(14) 36.1 — trending","w":1},{"key":"rsi_condition","score":71.72,"why":"RSI(14) 55.9 — constructive zone","w":1},{"key":"macd_signal","score":72,"why":"MACD(12,26,9) above, histogram 0.849","w":1},{"key":"volume_confirmation","score":59.22,"why":"Relative volume 1.19× its own 30-day average","w":0.8},{"key":"52w_position","score":50.89,"why":"-21.6% from its 52-week high","w":1.4},{"key":"volatility_compression","score":70.24,"why":"Bollinger width 9.1%","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":50,"label":"Partial (missing provider fields)","complete":false,"factors":[]},"momentum":{"score":42.19,"label":"Weak","complete":true,"factors":[{"key":"multi_horizon_performance","score":46.6,"why":"1M +9.9% · 3M -4.2% · 6M -7.8% · 12M -6.9%","w":1},{"key":"relative_strength_vs_index","score":33.7,"why":"3-month return minus index -8.5%","w":1},{"key":"volume_acceleration","score":42.21,"why":"Today -2.1% on 1.2× volume","w":1},{"key":"momentum_persistence","score":46.25,"why":"1 of 4 measured horizons are positive","w":1}]},"sentiment":{"score":43.39,"label":"Neutral","complete":true,"factors":[{"key":"news_sentiment_index","score":47.28,"why":"Aggregate news sentiment -5.5 (−100 bearish … +100 bullish) from 35 scored items","w":1},{"key":"sentiment_delta","score":77.9,"why":"30-day sentiment change 8 pts","w":1},{"key":"recent_headline_tone","score":5,"why":"Last items: 0 positive / 2 negative headlines","w":1}]},"institutional":{"score":24,"label":"Available","complete":true,"factors":[{"key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -65% vs prior quarter2026-09-01","w":1},{"key":"ownership_crowding","score":26,"why":"Institutions hold ~272.9% of float (crowding risk rises above ~78%)","w":1}]},"risk":{"score":85.85,"label":"Low risk","complete":true,"factors":[{"key":"volatility","score":72.6,"why":"20-day realised volatility 24.7% annualised","w":1.5},{"key":"beta","score":87.54,"why":"Beta 0.52 vs the reference index","w":1},{"key":"drawdown_history","score":78.25,"why":"Max drawdown in stored history -27.8%","w":1.2},{"key":"liquidity","score":96,"why":"Average $12331.2M traded per session","w":1.3},{"key":"gap_risk","score":95,"why":"Median overnight gap 0.33% — 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":91.4,"why":"Correlation to benchmark 0.63-year rolling: 0.5","w":1}]}},"coverage":88.8,"confidence_basis":"760 bars · data 31h old · components covered 89%% · risk drag 68","factors":[{"component":"risk","key":"liquidity","label":"Liquidity","score":96,"why":"Average $12331.2M traded per session","w":1.3,"direction":"positive"},{"component":"sentiment","key":"recent_headline_tone","label":"Recent Headline Tone","score":5,"why":"Last items: 0 positive / 2 negative headlines","w":1,"direction":"negative"},{"component":"risk","key":"gap_risk","label":"Gap Risk","score":95,"why":"Median overnight gap 0.33% — position sizing must survive opens","w":1,"direction":"positive"},{"component":"risk","key":"correlation","label":"Correlation","score":91.4,"why":"Correlation to benchmark 0.63-year rolling: 0.5","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":"beta","label":"Beta","score":87.54,"why":"Beta 0.52 vs the reference index","w":1,"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":"technical","key":"trend_strength_adx","label":"Trend Strength Adx","score":79.49,"why":"ADX(14) 36.1 — trending","w":1,"direction":"positive"},{"component":"risk","key":"drawdown_history","label":"Drawdown History","score":78.25,"why":"Max drawdown in stored history -27.8%","w":1.2,"direction":"positive"},{"component":"institutional","key":"institutional_flows","label":"Institutional Flows","score":22,"why":"Reported 13F-style positioning change -65% vs prior quarter2026-09-01","w":1,"direction":"negative"},{"component":"sentiment","key":"sentiment_delta","label":"Sentiment Delta","score":77.9,"why":"30-day sentiment change 8 pts","w":1,"direction":"positive"},{"component":"institutional","key":"ownership_crowding","label":"Ownership Crowding","score":26,"why":"Institutions hold ~272.9% of float (crowding risk rises above ~78%)","w":1,"direction":"negative"},{"component":"risk","key":"volatility","label":"Volatility","score":72.6,"why":"20-day realised volatility 24.7% annualised","w":1.5,"direction":"positive"}],"factors_positive":[{"component":"risk","key":"liquidity","score":96,"why":"Average $12331.2M traded per session"},{"component":"risk","key":"gap_risk","score":95,"why":"Median overnight gap 0.33% — position sizing must survive opens"},{"component":"risk","key":"correlation","score":91.4,"why":"Correlation to benchmark 0.63-year rolling: 0.5"},{"component":"risk","key":"sector_risk","score":90.29,"why":"Sector average volatility 20%"},{"component":"risk","key":"beta","score":87.54,"why":"Beta 0.52 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":"recent_headline_tone","score":5,"why":"Last items: 0 positive / 2 negative headlines"},{"component":"institutional","key":"institutional_flows","score":22,"why":"Reported 13F-style positioning change -65% vs prior quarter2026-09-01"},{"component":"institutional","key":"ownership_crowding","score":26,"why":"Institutions hold ~272.9% of float (crowding risk rises above ~78%)"},{"component":"momentum","key":"relative_strength_vs_index","score":33.7,"why":"3-month return minus index -8.5%"}],"inputs":{"bars":760,"price":"260.000000","trend":"up","pe":null,"sent":-5.45,"sector":null}},"predictions":[{"id":8911,"security_id":89,"model_id":2,"horizon_code":"1D","generated_at":"2026-10-25 04:14:00","ref_price":260,"bull_low_pct":0.5,"bull_high_pct":1.5,"base_low_pct":-0.5,"base_high_pct":0.5,"bear_low_pct":-1,"bear_high_pct":-0.5,"prob_up":0.52,"p10_pct":-1,"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":56,"confidence_basis":"760 bars, blended vol 23%, score 55, coverage 89%%","risk_level":"low","volatility_ann":22.6,"max_hist_drawdown":"-27.8000","sample_size":760,"data_freshness_secs":112440,"bull_case":"If RSI mid-range — room to extend, 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":["Demo synthetic: VTI guides below consensus on cost pressure","Demo synthetic: VTI guides below consensus on cost pressure"],"key_risks":"No exceptional risk flags from stored data; normal market risk always applies","assumptions":["Realised volatility stays near its recent level (blended 22.6% 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 281.11 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 36% 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":8912,"security_id":89,"model_id":2,"horizon_code":"5D","generated_at":"2026-10-25 04:14:00","ref_price":260,"bull_low_pct":2,"bull_high_pct":3,"base_low_pct":-1,"base_high_pct":1,"bear_low_pct":-3,"bear_high_pct":-1,"prob_up":0.52,"p10_pct":-2,"p25_pct":-1,"p50_pct":0,"p75_pct":1,"p90_pct":2,"expected_range_low":-1,"expected_range_high":1,"risk_range_low":-3,"risk_range_high":1,"confidence":56,"confidence_basis":"760 bars, blended vol 23%, score 55, coverage 89%%","risk_level":"low","volatility_ann":22.6,"max_hist_drawdown":"-27.8000","sample_size":760,"data_freshness_secs":112440,"bull_case":"If RSI mid-range — room to extend, 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":["Demo synthetic: VTI guides below consensus on cost pressure","Demo synthetic: VTI guides below consensus on cost pressure"],"key_risks":"No exceptional risk flags from stored data; normal market risk always applies","assumptions":["Realised volatility stays near its recent level (blended 22.6% 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 281.11 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 36% 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":8913,"security_id":89,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:14:00","ref_price":260,"bull_low_pct":3,"bull_high_pct":6,"base_low_pct":-2,"base_high_pct":3,"bear_low_pct":-6,"bear_high_pct":-3,"prob_up":0.52,"p10_pct":-4,"p25_pct":-2,"p50_pct":0,"p75_pct":3,"p90_pct":5,"expected_range_low":-2,"expected_range_high":3,"risk_range_low":-6,"risk_range_high":3,"confidence":56,"confidence_basis":"760 bars, blended vol 23%, score 55, coverage 89%%","risk_level":"low","volatility_ann":22.6,"max_hist_drawdown":"-27.8000","sample_size":760,"data_freshness_secs":112440,"bull_case":"If RSI mid-range — room to extend, 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":["Demo synthetic: VTI guides below consensus on cost pressure","Demo synthetic: VTI guides below consensus on cost pressure"],"key_risks":"No exceptional risk flags from stored data; normal market risk always applies","assumptions":["Realised volatility stays near its recent level (blended 22.6% 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 281.11 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 36% 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":8914,"security_id":89,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:14:00","ref_price":260,"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":0.52,"p10_pct":-7.5,"p25_pct":-3,"p50_pct":0,"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":56,"confidence_basis":"760 bars, blended vol 23%, score 55, coverage 89%%","risk_level":"low","volatility_ann":22.6,"max_hist_drawdown":"-27.8000","sample_size":760,"data_freshness_secs":112440,"bull_case":"If RSI mid-range — room to extend, 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":["Demo synthetic: VTI guides below consensus on cost pressure","Demo synthetic: VTI guides below consensus on cost pressure"],"key_risks":"No exceptional risk flags from stored data; normal market risk always applies","assumptions":["Realised volatility stays near its recent level (blended 22.6% 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 281.11 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 36% 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":8915,"security_id":89,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:14:00","ref_price":260,"bull_low_pct":7.5,"bull_high_pct":15,"base_low_pct":-4.5,"base_high_pct":6,"bear_low_pct":-13.5,"bear_high_pct":-6,"prob_up":0.52,"p10_pct":-10.5,"p25_pct":-4.5,"p50_pct":1.5,"p75_pct":6,"p90_pct":12,"expected_range_low":-4.5,"expected_range_high":6,"risk_range_low":-13.5,"risk_range_high":6,"confidence":56,"confidence_basis":"760 bars, blended vol 23%, score 55, coverage 89%%","risk_level":"low","volatility_ann":22.6,"max_hist_drawdown":"-27.8000","sample_size":760,"data_freshness_secs":112440,"bull_case":"If RSI mid-range — room to extend, 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":["Demo synthetic: VTI guides below consensus on cost pressure","Demo synthetic: VTI guides below consensus on cost pressure"],"key_risks":"No exceptional risk flags from stored data; normal market risk always applies","assumptions":["Realised volatility stays near its recent level (blended 22.6% 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 281.11 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 36% 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":8916,"security_id":89,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:14:00","ref_price":260,"bull_low_pct":12.5,"bull_high_pct":22.5,"base_low_pct":-7.5,"base_high_pct":10,"bear_low_pct":-20,"bear_high_pct":-10,"prob_up":0.52,"p10_pct":-15,"p25_pct":-7.5,"p50_pct":0,"p75_pct":10,"p90_pct":17.5,"expected_range_low":-7.5,"expected_range_high":10,"risk_range_low":-20,"risk_range_high":10,"confidence":56,"confidence_basis":"760 bars, blended vol 23%, score 55, coverage 89%%","risk_level":"low","volatility_ann":22.6,"max_hist_drawdown":"-27.8000","sample_size":760,"data_freshness_secs":112440,"bull_case":"If RSI mid-range — room to extend, 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":["Demo synthetic: VTI guides below consensus on cost pressure","Demo synthetic: VTI guides below consensus on cost pressure"],"key_risks":"No exceptional risk flags from stored data; normal market risk always applies","assumptions":["Realised volatility stays near its recent level (blended 22.6% 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 281.11 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 36% 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."}