Finance

CCC Move Probability $7.66 +0.00 (+0.1%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
47.0%
Stock touched +5.0% ($8.04) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
25.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.87x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.4%
$6.87 — $8.45

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-24 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-37.2% to -32.1%: 7 occurrences (1.4%) -34.7% -32.1% to -26.9%: 5 occurrences (1.0%) -26.9% to -21.8%: 2 occurrences (0.4%) -21.8% to -16.6%: 13 occurrences (2.6%) -19.2% -16.6% to -11.4%: 34 occurrences (6.7%) -11.4% to -6.3%: 57 occurrences (11.2%) -6.3% to -1.1%: 131 occurrences (25.7%) -3.7% -1.1% to +4.0%: 114 occurrences (22.4%) +4.0% to +9.2%: 69 occurrences (13.6%) +9.2% to +14.3%: 31 occurrences (6.1%) 11.8% +14.3% to +19.5%: 27 occurrences (5.3%) +19.5% to +24.7%: 12 occurrences (2.4%) +24.7% to +29.8%: 2 occurrences (0.4%) 27.2% +29.8% to +35.0%: 2 occurrences (0.4%) +35.0% to +40.1%: 2 occurrences (0.4%) +40.1% to +45.3%: 1 occurrences (0.2%) 42.7%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 47.0% 25.1% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.3% Adjusts normal bell curve for real-world skewness (0.81) and kurtosis (11.48).
Standard Normal (Black-Scholes / GBM) 63.8% 31.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.3% 33.2% Filters for historical windows that started with volatility similar to current 20-day HV (199 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 44.0%
  • Recent 20-Day HV: 42.6%
  • Parkinson Intraday Volatility: 37.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +12.5%
  • Bottom 10% Move (10th percentile): -12.3%
  • Max Historical Gain (14d): +45.3%
  • Max Historical Loss (14d): -37.2%