Made on
Aug 31, 2026
Price at call
$139.85
6-month call
Neutral -4.2%
Target by Mar 2027
$134.00
Great value below
$115.00
Model
v0.6.0
Projection vs Actual (6M history + forecast)
Forecast Change
-4.2% to $134.00
Predicted High
$141.20
at 1 month
Predicted Low
$134.00
at 6 months
Max Drawdown (predicted)
-4.2%
Forecast
The masterbrain trajectory — 7 dated checkpoints. Short rungs (2w, 1m) show the typical range as the primary claim; point calls run from 2 months out. Every claim still gets graded. Predicted Aug 31, 2026 1:08 pm
Neutral
PEP trends range-bound to
$134.00
(-4.2% from $139.85)
by Mar 2027.
ride-then-fade
ThesisPEP screens as overvalued vs composite fair value ($107.86) but the defensive-dividend narrative, Cramer tailwind, and negative beta provide near-term support in a risk-on tape. Expect modest early drift up on sentiment, then gradual mean-reversion toward the deterministic baseline as value gravity reasserts over months.
Invalidated ifA break above $148 on sustained volume or below $128 would invalidate the mild-drift-then-fade path.
| Checkpointtime after the call | Datewhen it gets graded | Predictedthe claim: closing price | Current priceactual close — fills in over time | Predicted returnpredicted vs $139.85 at call | Conv.brain's confidence, 1–10 | Driverwhy the brain put the point here |
|---|---|---|---|---|---|---|
| Prediction made | Aug 31, 2026 | — | $139.85 at call | — | — | The anchor — every point below is measured from this price and date. |
| 2 weeks | Sep 14, 2026 | $133.46–$146.24 typical range · internal point $140.60 | — | ±4.6% | 7/10 | Defensive bid and Cramer tailwind hold near term |
| What actually happened: closed $136.32 on Sep 11, 2026 = -2.5% vs the call (predicted +0.5%) · direction HIT (called flat, was flat) · off by 3.1 pp · accuracy 9/10 · typical range ±4.6%: inside the band · S&P -0.4% over the same window — lagged it | ||||||
| 1 month | Oct 1, 2026 | $130.60–$149.10 typical range · internal point $141.20 | — | ±6.6% | 6/10 | Sentiment carry continues, no catalysts |
| What actually happened: closed $126.72 on Sep 30, 2026 = -9.4% vs the call (predicted +1.0%) · direction MISS (called flat, was down) · off by 10.4 pp · accuracy 4/10 · typical range ±6.6%: OUTSIDE the band · S&P -0.5% over the same window — lagged it | ||||||
| 2 months | Oct 31, 2026 | $139.00 | — | -0.6% | 5/10 | Risk-on tape rotates away from defensives |
| 3 months | Dec 1, 2026 | $137.50 | — | -1.7% | 5/10 | Value gravity pulls toward baseline |
| 4 months | Dec 31, 2026 | $138.20 | — | -1.2% | 4/10 | Year-end defensive rebalancing modest support |
| 5 months | Jan 31, 2027 | $135.50 | — | -3.1% | 4/10 | January earnings anticipation, valuation drag |
| 6 months | Mar 3, 2027 | $134.00 | — | -4.2% | 4/10 | Convergence toward deterministic baseline endpoint |
Why ranges on the short rungs?
A 102-prediction trial (2026-07-21) showed 2-week point calls carry no information here —
three prompt formulations all lost to simply predicting zero — while the stock's own
volatility scale (σ×√t) described those windows well. So the short rungs claim what's
actually knowable: the typical travel, with earnings timing flagged where the variance
will come from. The internal point calls keep being generated and graded to map where
real skill begins. Full evidence: stocks/predictions/V0.5-DESIGN.md §8.
Deterministic control (v0.3 value line) targets $136.17 (-2.6%) — both lines get graded at every checkpoint, so the brain has to beat the formula, not just replace it. Brain: claude-opus-4-7.
Weaknesses
No weaknesses recorded for this run.All inputs present, no fallbacks used — nothing to flag.
Equation Inputs
Everything feeding the v0.6.0 model — value anchors, the stock's own price behaviour, and the tunable knobs.Value anchors (from deep analysis)
| Price at call | $139.85 |
| Composite fair value | $107.86 |
| Signal-adjusted fair value | $85.50 |
| DCF fair value | $110.35 |
| Anchored-PE fair value | $150.67 |
| Buy-below (value lens) | $115.00 |
| Value net score | -43 |
| Value confidence | 6 / 10 |
| Quality net score | +46 |
| Memo confidence | 7 / 10 |
| Deserved value (base) | — |
| Quality tilt | — |
| Deserved value (used) | — |
| Coherence (value × quality) | — |
Price behaviour (trailing — shapes the realism line)
| Realized volatility (annualized) | 1m 15.7% 3m 22.9% 6m 21.5% |
| Daily σ (realism noise) | 1.4% |
| Beta vs S&P 500 | 1m -0.12 3m -0.27 5m -0.21 |
| Trailing 6-month return | -16.9% |
Knobs (equation params)
| ladder | ["w2","m1","m2","m3","m4","m5","m6"] |
| llm_model | claude-opus-4-7 |
| max_tokens | 3000 |
| control_knobs | {"w_dcf":0.5,"k_qual":0.200000000000000011102230246251565404236316680908203125,"reach_6m":0.450000000000000011102230246251565404236316680908203125,"coh_floor":0.5,"conf_gain":0.059999999999999997779553950749686919152736663818359375,"noise_phi":0.84999999999999997779553950749686919152736663818359375,"conf_floor":0.40000000000000002220446049250313080847263336181640625,"w_composite":0.5,"noise_window":"3m","flat_band_pct":5,"horizon_months":6,"noise_sigma_fallback":0.01499999999999999944488848768742172978818416595458984375} |
| Neutral band (%) | 5 |
| earnings_brief | v1 |
| prompt_version | p1 |
| control_version | v0.3.0 |
Version & Tech Chain
What produced this prediction — stamped on the record so versions can be compared by success rate later.
Model
v0.6.0
#271041f8fcd5 Tech composition (what this version is built from)
| # | Process | Kind | Group |
|---|---|---|---|
| 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 process | Ran | Lag | Run id |
|---|---|---|---|
company-classification |
Aug 4, 2026 | 27d behind | PEP-20260804-000624-e77d |
ext-forensic-memo |
Aug 31, 2026 | freshest | ext-PEP-20260831-031754-6b18 |
ext-lens-quality |
Aug 31, 2026 | freshest | ext-PEP-20260831-031754-6b18 |
ext-lens-sentiment |
Aug 31, 2026 | freshest | ext-PEP-20260831-031754-6b18 |
ext-lens-value |
Aug 31, 2026 | freshest | ext-PEP-20260831-031754-6b18 |
scenario-valuation |
Aug 31, 2026 | freshest | PEP-20260809-000707-ad82 |
valuation-synthesis |
Aug 31, 2026 | freshest | PEP-20260831-030001-e49a |
Inputs flagged 7d+ behind the freshest one may be stale relative to the rest of the analysis.
Saved History
3 frozen snapshots — the record we score once predictions mature.Not Yet Modeled
What this v0.6.0 forecast deliberately ignores — the work ahead, in plain sight.- Scenario probabilities — one path, no bull/bear split (base_prob = 1.0).
- Intraday / sub-2-week behaviour — the first claim is at 14 days by design (EOD product).
- Position sizing / portfolio context — the path is a price claim only.