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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 (as scheduled)","Demo synthetic: options market shows elevated COST skew into event","Demo synthetic: COST confirms exploratory talks with supplier","Demo synthetic: COST guides below consensus on cost pressure","Street target implies 3.1%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 22.9% 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 85.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 37% 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":8559,"security_id":30,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-25 04:13:59","ref_price":83.22,"bull_low_pct":4,"bull_high_pct":8,"base_low_pct":-2,"base_high_pct":4,"bear_low_pct":-6,"bear_high_pct":-3,"prob_up":0.55,"p10_pct":-5,"p25_pct":-2,"p50_pct":1,"p75_pct":4,"p90_pct":6,"expected_range_low":-2,"expected_range_high":4,"risk_range_low":-6,"risk_range_high":4,"confidence":59,"confidence_basis":"760 bars, blended vol 23%, score 63, coverage 100%%","risk_level":"low","volatility_ann":22.9,"max_hist_drawdown":"-37.0000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If 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)","Demo synthetic: options market shows elevated COST skew into event","Demo synthetic: COST confirms exploratory talks with supplier","Demo synthetic: COST guides below consensus on cost pressure","Street target implies 3.1%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 22.9% 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 85.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 37% 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":8560,"security_id":30,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-25 04:13:59","ref_price":83.22,"bull_low_pct":7.5,"bull_high_pct":13.5,"base_low_pct":-4.5,"base_high_pct":6,"bear_low_pct":-10.5,"bear_high_pct":-4.5,"prob_up":0.55,"p10_pct":-9,"p25_pct":-4.5,"p50_pct":1.5,"p75_pct":6,"p90_pct":10.5,"expected_range_low":-4.5,"expected_range_high":6,"risk_range_low":-10.5,"risk_range_high":6,"confidence":59,"confidence_basis":"760 bars, blended vol 23%, score 63, coverage 100%%","risk_level":"low","volatility_ann":22.9,"max_hist_drawdown":"-37.0000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If 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)","Demo synthetic: options market shows elevated COST skew into event","Demo synthetic: COST confirms exploratory talks with supplier","Demo synthetic: COST guides below consensus on cost pressure","Street target implies 3.1%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 22.9% 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 85.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 37% 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":8561,"security_id":30,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-25 04:13:59","ref_price":83.22,"bull_low_pct":10.5,"bull_high_pct":19.5,"base_low_pct":-6,"base_high_pct":9,"bear_low_pct":-15,"bear_high_pct":-7.5,"prob_up":0.55,"p10_pct":-12,"p25_pct":-6,"p50_pct":1.5,"p75_pct":9,"p90_pct":15,"expected_range_low":-6,"expected_range_high":9,"risk_range_low":-15,"risk_range_high":9,"confidence":59,"confidence_basis":"760 bars, blended vol 23%, score 63, coverage 100%%","risk_level":"low","volatility_ann":22.9,"max_hist_drawdown":"-37.0000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If 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)","Demo synthetic: options market shows elevated COST skew into event","Demo synthetic: COST confirms exploratory talks with supplier","Demo synthetic: COST guides below consensus on cost pressure","Street target implies 3.1%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 22.9% 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 85.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 37% 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":8562,"security_id":30,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-25 04:13:59","ref_price":83.22,"bull_low_pct":15,"bull_high_pct":27.5,"base_low_pct":-7.5,"base_high_pct":12.5,"bear_low_pct":-22.5,"bear_high_pct":-10,"prob_up":0.55,"p10_pct":-17.5,"p25_pct":-7.5,"p50_pct":2.5,"p75_pct":12.5,"p90_pct":22.5,"expected_range_low":-7.5,"expected_range_high":12.5,"risk_range_low":-22.5,"risk_range_high":12.5,"confidence":59,"confidence_basis":"760 bars, blended vol 23%, score 63, coverage 100%%","risk_level":"medium","volatility_ann":22.9,"max_hist_drawdown":"-37.0000","sample_size":760,"data_freshness_secs":112439,"bull_case":"If 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)","Demo synthetic: options market shows elevated COST skew into event","Demo synthetic: COST confirms exploratory talks with supplier","Demo synthetic: COST guides below consensus on cost pressure","Street target implies 3.1%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 22.9% 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 85.73 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 37% 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."}