tests/fixtures/scenario-example.json

{
  "schema_version": 1,
  "horizon_years": 7,
  "currency": "USD",
  "severe_loss_threshold": 0.4,
  "policy": {"min_success_probability": 0.6, "max_severe_loss_probability": 0.2},
  "companies": [
    {
      "id": "FICTION:ALPHA", "name": "Fictional Alpha Industries", "currency": "USD",
      "price": {"value": 100, "as_of": "2026-09-15", "source_id": "SYNTHETIC-1"},
      "evidence_eligible": true,
      "eligibility_notes": ["Synthetic example only; this attestation demonstrates the schema, not audited investment evidence."],
      "scenario_sets": [
        {"name": "central", "scenarios": [
          {"name": "bear", "probability": 0.2, "terminal_price": 60, "cash_distributions": 7, "benchmark_wealth_multiple": 0.8},
          {"name": "base", "probability": 0.5, "terminal_price": 180, "cash_distributions": 14, "benchmark_wealth_multiple": 1.6},
          {"name": "bull", "probability": 0.3, "terminal_price": 300, "cash_distributions": 21, "benchmark_wealth_multiple": 2.0}
        ]},
        {"name": "stress", "scenarios": [
          {"name": "bear", "probability": 0.2, "terminal_price": 45, "cash_distributions": 0, "benchmark_wealth_multiple": 0.7},
          {"name": "base", "probability": 0.6, "terminal_price": 155, "cash_distributions": 7, "benchmark_wealth_multiple": 1.5},
          {"name": "bull", "probability": 0.2, "terminal_price": 240, "cash_distributions": 14, "benchmark_wealth_multiple": 1.9}
        ]}
      ]
    },
    {
      "id": "FICTION:BETA", "name": "Fictional Beta Systems", "currency": "USD",
      "price": {"value": 100, "as_of": "2026-09-15", "source_id": "SYNTHETIC-2"},
      "evidence_eligible": true,
      "eligibility_notes": ["Invented scenarios and weights, with no empirical probability calibration or guarantees."],
      "scenario_sets": [
        {"name": "central", "scenarios": [
          {"name": "bear", "probability": 0.1, "terminal_price": 75, "cash_distributions": 7, "benchmark_wealth_multiple": 0.8},
          {"name": "base", "probability": 0.6, "terminal_price": 160, "cash_distributions": 14, "benchmark_wealth_multiple": 1.6},
          {"name": "bull", "probability": 0.3, "terminal_price": 230, "cash_distributions": 21, "benchmark_wealth_multiple": 2.0}
        ]},
        {"name": "stress", "scenarios": [
          {"name": "bear", "probability": 0.1, "terminal_price": 65, "cash_distributions": 0, "benchmark_wealth_multiple": 0.7},
          {"name": "base", "probability": 0.6, "terminal_price": 150, "cash_distributions": 7, "benchmark_wealth_multiple": 1.5},
          {"name": "bull", "probability": 0.3, "terminal_price": 205, "cash_distributions": 14, "benchmark_wealth_multiple": 1.9}
        ]}
      ]
    }
  ]
}