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Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (after close)","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Street target implies 16.7%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 25.4% 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 256.51 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 41% 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":8565,"security_id":31,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:13:59","ref_price":235.28,"bull_low_pct":4,"bull_high_pct":7,"base_low_pct":-3,"base_high_pct":3,"bear_low_pct":-6,"bear_high_pct":-3,"prob_up":0.51,"p10_pct":-5,"p25_pct":-3,"p50_pct":0,"p75_pct":3,"p90_pct":5,"expected_range_low":-3,"expected_range_high":3,"risk_range_low":-6,"risk_range_high":3,"confidence":58,"confidence_basis":"760 bars, blended vol 25%, score 53, coverage 100%%","risk_level":"low","volatility_ann":25.4,"max_hist_drawdown":"-37.8000","sample_size":760,"data_freshness_secs":112439,"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: P/E 31.1× leaves no valuation buffer. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (after close)","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Street target implies 16.7%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 25.4% 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 256.51 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 41% 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":8566,"security_id":31,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:13:59","ref_price":235.28,"bull_low_pct":6,"bull_high_pct":12,"base_low_pct":-4.5,"base_high_pct":4.5,"bear_low_pct":-10.5,"bear_high_pct":-6,"prob_up":0.51,"p10_pct":-9,"p25_pct":-4.5,"p50_pct":0,"p75_pct":4.5,"p90_pct":9,"expected_range_low":-4.5,"expected_range_high":4.5,"risk_range_low":-10.5,"risk_range_high":4.5,"confidence":58,"confidence_basis":"760 bars, blended vol 25%, score 53, coverage 100%%","risk_level":"low","volatility_ann":25.4,"max_hist_drawdown":"-37.8000","sample_size":760,"data_freshness_secs":112439,"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: P/E 31.1× leaves no valuation buffer. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (after close)","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Street target implies 16.7%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 25.4% 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 256.51 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 41% 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":8567,"security_id":31,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:13:59","ref_price":235.28,"bull_low_pct":9,"bull_high_pct":16.5,"base_low_pct":-6,"base_high_pct":7.5,"bear_low_pct":-16.5,"bear_high_pct":-7.5,"prob_up":0.51,"p10_pct":-12,"p25_pct":-6,"p50_pct":0,"p75_pct":7.5,"p90_pct":13.5,"expected_range_low":-6,"expected_range_high":7.5,"risk_range_low":-16.5,"risk_range_high":7.5,"confidence":58,"confidence_basis":"760 bars, blended vol 25%, score 53, coverage 100%%","risk_level":"low","volatility_ann":25.4,"max_hist_drawdown":"-37.8000","sample_size":760,"data_freshness_secs":112439,"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: P/E 31.1× leaves no valuation buffer. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (after close)","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Street target implies 16.7%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 25.4% 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 256.51 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 41% 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":8568,"security_id":31,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:13:59","ref_price":235.28,"bull_low_pct":12.5,"bull_high_pct":22.5,"base_low_pct":-10,"base_high_pct":10,"bear_low_pct":-22.5,"bear_high_pct":-10,"prob_up":0.51,"p10_pct":-17.5,"p25_pct":-10,"p50_pct":0,"p75_pct":10,"p90_pct":17.5,"expected_range_low":-10,"expected_range_high":10,"risk_range_low":-22.5,"risk_range_high":10,"confidence":58,"confidence_basis":"760 bars, blended vol 25%, score 53, coverage 100%%","risk_level":"medium","volatility_ann":25.4,"max_hist_drawdown":"-37.8000","sample_size":760,"data_freshness_secs":112439,"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: P/E 31.1× leaves no valuation buffer. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-12-10 (after close)","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Demo synthetic: WMT announces platform refresh for enterprise buyers","Street target implies 16.7%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 25.4% 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 256.51 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 41% 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."}