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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: PEP posts quarterly result inside modelled range","Demo synthetic: PEP cut to neutral on valuation","Street target implies 6.9%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 20.7% 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 17.33 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 33% 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":6051,"security_id":34,"model_id":2,"horizon_code":"1M","generated_at":"2026-10-24 23:42:35","ref_price":16.68,"bull_low_pct":3,"bull_high_pct":6,"base_low_pct":-2,"base_high_pct":3,"bear_low_pct":-5,"bear_high_pct":-2,"prob_up":0.55,"p10_pct":-4,"p25_pct":-2,"p50_pct":1,"p75_pct":3,"p90_pct":5,"expected_range_low":-2,"expected_range_high":3,"risk_range_low":-5,"risk_range_high":3,"confidence":59,"confidence_basis":"760 bars, blended vol 21%, score 61, coverage 100%%","risk_level":"low","volatility_ann":20.7,"max_hist_drawdown":"-31.7000","sample_size":760,"data_freshness_secs":96155,"bull_case":"If RSI mid-range — room to extend, 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: PEP posts quarterly result inside modelled range","Demo synthetic: PEP cut to neutral on valuation","Street target implies 6.9%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 20.7% 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 17.33 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 33% 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":6052,"security_id":34,"model_id":2,"horizon_code":"3M","generated_at":"2026-10-24 23:42:35","ref_price":16.68,"bull_low_pct":6,"bull_high_pct":10.5,"base_low_pct":-3,"base_high_pct":4.5,"bear_low_pct":-9,"bear_high_pct":-3,"prob_up":0.55,"p10_pct":-6,"p25_pct":-3,"p50_pct":1.5,"p75_pct":4.5,"p90_pct":9,"expected_range_low":-3,"expected_range_high":4.5,"risk_range_low":-9,"risk_range_high":4.5,"confidence":59,"confidence_basis":"760 bars, blended vol 21%, score 61, coverage 100%%","risk_level":"low","volatility_ann":20.7,"max_hist_drawdown":"-31.7000","sample_size":760,"data_freshness_secs":96155,"bull_case":"If RSI mid-range — room to extend, 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: PEP posts quarterly result inside modelled range","Demo synthetic: PEP cut to neutral on valuation","Street target implies 6.9%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 20.7% 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 17.33 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 33% 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":6053,"security_id":34,"model_id":2,"horizon_code":"6M","generated_at":"2026-10-24 23:42:35","ref_price":16.68,"bull_low_pct":7.5,"bull_high_pct":15,"base_low_pct":-4.5,"base_high_pct":7.5,"bear_low_pct":-12,"bear_high_pct":-6,"prob_up":0.55,"p10_pct":-9,"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":-12,"risk_range_high":7.5,"confidence":59,"confidence_basis":"760 bars, blended vol 21%, score 61, coverage 100%%","risk_level":"low","volatility_ann":20.7,"max_hist_drawdown":"-31.7000","sample_size":760,"data_freshness_secs":96155,"bull_case":"If RSI mid-range — room to extend, 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: PEP posts quarterly result inside modelled range","Demo synthetic: PEP cut to neutral on valuation","Street target implies 6.9%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 20.7% 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 17.33 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 33% 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":6054,"security_id":34,"model_id":2,"horizon_code":"12M","generated_at":"2026-10-24 23:42:35","ref_price":16.68,"bull_low_pct":12.5,"bull_high_pct":20,"base_low_pct":-5,"base_high_pct":10,"bear_low_pct":-17.5,"bear_high_pct":-7.5,"prob_up":0.55,"p10_pct":-12.5,"p25_pct":-5,"p50_pct":2.5,"p75_pct":10,"p90_pct":17.5,"expected_range_low":-5,"expected_range_high":10,"risk_range_low":-17.5,"risk_range_high":10,"confidence":59,"confidence_basis":"760 bars, blended vol 21%, score 61, coverage 100%%","risk_level":"low","volatility_ann":20.7,"max_hist_drawdown":"-31.7000","sample_size":760,"data_freshness_secs":96155,"bull_case":"If RSI mid-range — room to extend, 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: PEP posts quarterly result inside modelled range","Demo synthetic: PEP cut to neutral on valuation","Street target implies 6.9%"],"key_risks":"Binary event: 2026-12-10","assumptions":["Realised volatility stays near its recent level (blended 20.7% 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 17.33 support band or the strategy stop.","Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.","Volatility expanding beyond 33% 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."}