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Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.","catalysts":["Earnings report 2026-10-23 (as scheduled)","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 46%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.9% 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 155.03 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":4839,"security_id":27,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-23 17:35:22","ref_price":137.21,"bull_low_pct":5,"bull_high_pct":9,"base_low_pct":-3,"base_high_pct":4,"bear_low_pct":-8,"bear_high_pct":-4,"prob_up":0.53,"p10_pct":-6,"p25_pct":-3,"p50_pct":1,"p75_pct":4,"p90_pct":7,"expected_range_low":-3,"expected_range_high":4,"risk_range_low":-8,"risk_range_high":4,"confidence":68,"confidence_basis":"760 bars, blended vol 26%, score 58, coverage 100%%","risk_level":"low","volatility_ann":25.9,"max_hist_drawdown":"-46.2000","sample_size":760,"data_freshness_secs":0,"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 2026-10-23 (as scheduled)","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 46%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.9% 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 155.03 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":4840,"security_id":27,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-23 17:35:22","ref_price":137.21,"bull_low_pct":9,"bull_high_pct":15,"base_low_pct":-4.5,"base_high_pct":7.5,"bear_low_pct":-13.5,"bear_high_pct":-6,"prob_up":0.53,"p10_pct":-10.5,"p25_pct":-4.5,"p50_pct":1.5,"p75_pct":7.5,"p90_pct":12,"expected_range_low":-4.5,"expected_range_high":7.5,"risk_range_low":-13.5,"risk_range_high":7.5,"confidence":68,"confidence_basis":"760 bars, blended vol 26%, score 58, coverage 100%%","risk_level":"low","volatility_ann":25.9,"max_hist_drawdown":"-46.2000","sample_size":760,"data_freshness_secs":0,"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 2026-10-23 (as scheduled)","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 46%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.9% 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 155.03 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":4841,"security_id":27,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-23 17:35:22","ref_price":137.21,"bull_low_pct":12,"bull_high_pct":22.5,"base_low_pct":-7.5,"base_high_pct":10.5,"bear_low_pct":-19.5,"bear_high_pct":-9,"prob_up":0.53,"p10_pct":-15,"p25_pct":-7.5,"p50_pct":1.5,"p75_pct":10.5,"p90_pct":18,"expected_range_low":-7.5,"expected_range_high":10.5,"risk_range_low":-19.5,"risk_range_high":10.5,"confidence":68,"confidence_basis":"760 bars, blended vol 26%, score 58, coverage 100%%","risk_level":"low","volatility_ann":25.9,"max_hist_drawdown":"-46.2000","sample_size":760,"data_freshness_secs":0,"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 2026-10-23 (as scheduled)","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 46%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.9% 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 155.03 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":4842,"security_id":27,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-23 17:35:22","ref_price":137.21,"bull_low_pct":17.5,"bull_high_pct":32.5,"base_low_pct":-10,"base_high_pct":15,"bear_low_pct":-27.5,"bear_high_pct":-12.5,"prob_up":0.53,"p10_pct":-20,"p25_pct":-10,"p50_pct":2.5,"p75_pct":15,"p90_pct":25,"expected_range_low":-10,"expected_range_high":15,"risk_range_low":-27.5,"risk_range_high":15,"confidence":68,"confidence_basis":"760 bars, blended vol 26%, score 58, coverage 100%%","risk_level":"medium","volatility_ann":25.9,"max_hist_drawdown":"-46.2000","sample_size":760,"data_freshness_secs":0,"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 2026-10-23 (as scheduled)","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Demo synthetic: MA completes share buyback tranche","Street target implies 9.1%"],"key_risks":["Historic drawdown deeper than 46%","Binary event: 2026-10-23"],"assumptions":["Realised volatility stays near its recent level (blended 25.9% 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 155.03 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."}