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Canadian Pacific Kansas City Limited
Industrials · Railroads
Made on Jul 13, 2026
Price at call $90.12
6-month call Bear -8.9%
Target by Jan 2027 $82.14
Great value below $68.00
Model v0.3.0

Projection vs Actual (6M history + forecast)

Our straight 6-month prediction (bold) with a textured realism line, and the actual price overlaid from the prediction date forward.

Forecast

One directional 6-month call and the six monthly points we'll be scored against. Predicted Jul 13, 2026 3:35 am
Bear CP trends lower to $82.14 (-8.9% from $90.12) by Jan 2027.
Monthmonths after the call Datewhen it gets graded Predictedthe claim: closing price Current priceactual close — fills in over time Predicted returnpredicted vs $90.12 at call
Prediction made Jul 13, 2026 $90.12 at call
M1 Aug 13, 2026 $88.79 -1.5%
What actually happened: closed $92.69 on Aug 12, 2026 = +2.9% vs the call (predicted -1.5%)  ·  direction HIT (called flat, was flat)  ·  off by 4.3 pp  ·  accuracy 8/10  ·  S&P +3.1% over the same window — lagged it
M2 Sep 13, 2026 $87.46 -3.0%
M3 Oct 13, 2026 $86.13 -4.4%
M4 Nov 13, 2026 $84.80 -5.9%
M5 Dec 13, 2026 $83.47 -7.4%
M6 Jan 13, 2027 $82.14 -8.9%

Deserved value (DCF/composite) is $45.24; over 6 months we project closing only part-way to it (reach 17.8%). Value-only — see Not Yet Modeled below.

Weaknesses

0 blocking · 2 degraded · 0 notes — follow the chain top-down (cause → effect).
  • Degraded
    High debt risk — interest coverage dangerously low or refinancing needed
    upstream:valuation-synthesis
  • Degraded
    Valuation is extremely fragile — almost no scenarios support the current price
    upstream:valuation-synthesis

Equation Inputs

Everything feeding the v0.3.0 model — value anchors, the stock's own price behaviour, and the tunable knobs.

Value anchors (from deep analysis)

Price at call$90.12
Composite fair value$55.55
Signal-adjusted fair value$53.78
DCF fair value$29.80
Anchored-PE fair value$124.75
Buy-below (value lens)$68.00
Value net score-76
Value confidence6 / 10
Quality net score+30
Memo confidence7 / 10
Deserved value (base)$42.68
Quality tilt+6%
Deserved value (used)$45.24
Coherence (value × quality)0.50

Price behaviour (trailing — shapes the realism line)

Realized volatility (annualized) 1m 20.7%  3m 24.1%  6m 24.4%  
Daily σ (realism noise)1.5%
Beta vs S&P 500 1m 0.29  3m 0.46  5m 0.56  
Trailing 6-month return27.9%

Knobs (equation params)

Deserved wt · DCF0.5
Quality tilt cap (±)0.2
Horizon reach (6mo)0.45
Coherence floor (conflict)0.5
Conviction gain / pt0.06
Realism mean-reversion φ0.85
Conviction floor0.4
Deserved wt · composite0.5
Realism vol window3m
Neutral band (%)5
Horizon (months)6
Realism σ fallback0.015

Version & Tech Chain

What produced this prediction — stamped on the record so versions can be compared by success rate later.
Model v0.3.0 #6bd904191719

Tech composition (what this version is built from)

#ProcessKindGroup
1 Synthesis valuation-synthesis deterministic final
2 Scenario Analysis scenario-valuation deterministic valuation
3 Valuation / Mispricing ext-lens-value llm extended
4 Company Quality ext-lens-quality llm extended
5 Forensic Memo (combiner) ext-forensic-memo llm extended
6 Classification company-classification llm foundation
7 Live Quote fmp-quote data market-data

Inputs used (the runs that fed this prediction)

Upstream processRanLagRun id
company-classification Jul 13, 2026 freshest CP-20260713-030002-317a
ext-forensic-memo Jul 13, 2026 freshest ext-CP-20260713-032730-e426
ext-lens-quality Jul 13, 2026 freshest ext-CP-20260713-032730-e426
ext-lens-value Jul 13, 2026 freshest ext-CP-20260713-032730-e426
scenario-valuation Jul 13, 2026 freshest CP-20260713-030002-317a
valuation-synthesis Jul 13, 2026 freshest CP-20260713-030002-317a

Inputs flagged 7d+ behind the freshest one may be stale relative to the rest of the analysis.

Saved History

2 frozen snapshots — the record we score once predictions mature.
MadeModelCallAt callTargetExp.Eval due
Aug 13, 2026 v0.3.0 view
Jul 13, 2026 v0.3.0 Bear $90.12 $82.14 -8.9% Jan 2027 viewing

Not Yet Modeled

What this v0.3.0 forecast deliberately ignores — the work ahead, in plain sight.
  • Signal-adjusted fair value ($53.78) — the red-flag-adjusted anchor isn't the primary input yet (we use the raw DCF/composite blend, which double-counts DCF).
  • Recent momentum / drift — the line takes off straight; the trailing 6-month move (27.9%) doesn't bend the slope.
  • Market beta — computed (1–5mo) for context but does not condition the path.
  • Earnings dates, catalysts, and known events — not modeled.
  • Macro regime & sector rotation — not modeled.
  • Horizon is a fixed 6-month assumption, not a modeled time-to-target.
  • Outcome scoring — predictions aren't yet graded against realized price once the evaluation date passes.