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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: META confirms exploratory talks with supplier","Demo synthetic: META confirms exploratory talks with supplier","Street target implies 5.8%"],"key_risks":["Elevated realised volatility (43.7%)","Binary event: 2026-12-10","P/E 56× — multiple compression risk"],"assumptions":["Realised volatility stays near its recent level (blended 42.2% 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 43.83 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 67% 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":5949,"security_id":17,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-24 23:42:35","ref_price":40.06,"bull_low_pct":10,"bull_high_pct":20,"base_low_pct":-8,"base_high_pct":8,"bear_low_pct":-19,"bear_high_pct":-10,"prob_up":0.5,"p10_pct":-15,"p25_pct":-8,"p50_pct":0,"p75_pct":8,"p90_pct":15,"expected_range_low":-8,"expected_range_high":8,"risk_range_low":-19,"risk_range_high":8,"confidence":56,"confidence_basis":"760 bars, blended vol 42%, score 52, coverage 100%%","risk_level":"low","volatility_ann":42.2,"max_hist_drawdown":"-34.2000","sample_size":760,"data_freshness_secs":96155,"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 56× leaves no valuation buffer; realised volatility already elevated. 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: META confirms exploratory talks with supplier","Demo synthetic: META confirms exploratory talks with supplier","Street target implies 5.8%"],"key_risks":["Elevated realised volatility (43.7%)","Binary event: 2026-12-10","P/E 56× — multiple compression risk"],"assumptions":["Realised volatility stays near its recent level (blended 42.2% 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 43.83 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 67% 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":5950,"security_id":17,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-24 23:42:35","ref_price":40.06,"bull_low_pct":18,"bull_high_pct":34.5,"base_low_pct":-13.5,"base_high_pct":13.5,"bear_low_pct":-33,"bear_high_pct":-16.5,"prob_up":0.5,"p10_pct":-25.5,"p25_pct":-13.5,"p50_pct":0,"p75_pct":13.5,"p90_pct":27,"expected_range_low":-13.5,"expected_range_high":13.5,"risk_range_low":-33,"risk_range_high":13.5,"confidence":56,"confidence_basis":"760 bars, blended vol 42%, score 52, coverage 100%%","risk_level":"medium","volatility_ann":42.2,"max_hist_drawdown":"-34.2000","sample_size":760,"data_freshness_secs":96155,"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 56× leaves no valuation buffer; realised volatility already elevated. 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: META confirms exploratory talks with supplier","Demo synthetic: META confirms exploratory talks with supplier","Street target implies 5.8%"],"key_risks":["Elevated realised volatility (43.7%)","Binary event: 2026-12-10","P/E 56× — multiple compression risk"],"assumptions":["Realised volatility stays near its recent level (blended 42.2% 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 43.83 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 67% 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":5951,"security_id":17,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-24 23:42:35","ref_price":40.06,"bull_low_pct":25.5,"bull_high_pct":48,"base_low_pct":-19.5,"base_high_pct":19.5,"bear_low_pct":-48,"bear_high_pct":-24,"prob_up":0.5,"p10_pct":-36,"p25_pct":-19.5,"p50_pct":0,"p75_pct":19.5,"p90_pct":37.5,"expected_range_low":-19.5,"expected_range_high":19.5,"risk_range_low":-48,"risk_range_high":19.5,"confidence":56,"confidence_basis":"760 bars, blended vol 42%, score 52, coverage 100%%","risk_level":"high","volatility_ann":42.2,"max_hist_drawdown":"-34.2000","sample_size":760,"data_freshness_secs":96155,"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 56× leaves no valuation buffer; realised volatility already elevated. 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: META confirms exploratory talks with supplier","Demo synthetic: META confirms exploratory talks with supplier","Street target implies 5.8%"],"key_risks":["Elevated realised volatility (43.7%)","Binary event: 2026-12-10","P/E 56× — multiple compression risk"],"assumptions":["Realised volatility stays near its recent level (blended 42.2% 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 43.83 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 67% 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":5952,"security_id":17,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-24 23:42:35","ref_price":40.06,"bull_low_pct":35,"bull_high_pct":67.5,"base_low_pct":-27.5,"base_high_pct":27.5,"bear_low_pct":-67.5,"bear_high_pct":-35,"prob_up":0.5,"p10_pct":-52.5,"p25_pct":-27.5,"p50_pct":0,"p75_pct":27.5,"p90_pct":52.5,"expected_range_low":-27.5,"expected_range_high":27.5,"risk_range_low":-67.5,"risk_range_high":27.5,"confidence":56,"confidence_basis":"760 bars, blended vol 42%, score 52, coverage 100%%","risk_level":"very_high","volatility_ann":42.2,"max_hist_drawdown":"-34.2000","sample_size":760,"data_freshness_secs":96155,"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 56× leaves no valuation buffer; realised volatility already elevated. 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: META confirms exploratory talks with supplier","Demo synthetic: META confirms exploratory talks with supplier","Street target implies 5.8%"],"key_risks":["Elevated realised volatility (43.7%)","Binary event: 2026-12-10","P/E 56× — multiple compression risk"],"assumptions":["Realised volatility stays near its recent level (blended 42.2% 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 43.83 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 67% 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."}