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Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Demo synthetic: options market shows elevated ZNM27 skew into event","Demo synthetic: options market shows elevated ZNM27 skew into event","Demo synthetic: options market shows elevated ZNM27 skew into event"],"key_risks":"Historic drawdown deeper than 54%","assumptions":["Realised volatility stays near its recent level (blended 17.8% 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 119.02 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 29% 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."}