Finance

CCLD Move Probability $1.77 -0.05 (-2.7%)

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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Touch Probability (First Passage)
73.2%
Stock touched +5.0% ($1.86) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
39.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±42.6%
$1.02 — $2.53

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-38.5% to +29.3%: 429 occurrences (84.4%) -4.6% +29.3% to +97.1%: 56 occurrences (11.0%) +97.1% to +164.9%: 6 occurrences (1.2%) +164.9% to +232.7%: 3 occurrences (0.6%) 198.8% +232.7% to +300.5%: 0 occurrences (0.0%) +300.5% to +368.3%: 0 occurrences (0.0%) +368.3% to +436.1%: 0 occurrences (0.0%) 402.2% +436.1% to +503.9%: 0 occurrences (0.0%) +503.9% to +571.7%: 0 occurrences (0.0%) +571.7% to +639.5%: 2 occurrences (0.4%) 605.6% +639.5% to +707.3%: 0 occurrences (0.0%) +707.3% to +775.1%: 6 occurrences (1.2%) +775.1% to +842.9%: 2 occurrences (0.4%) 809.0% +842.9% to +910.7%: 2 occurrences (0.4%) +910.7% to +978.5%: 1 occurrences (0.2%) +978.5% to +1046.3%: 1 occurrences (0.2%) 1012.4%
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) 73.2% 39.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (14.51) and kurtosis (269.43).
Standard Normal (Black-Scholes / GBM) 90.9% 45.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.2% 39.6% Filters for historical windows that started with volatility similar to current 20-day HV (265 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 180.9%
  • Recent 20-Day HV: 56.9%
  • Parkinson Intraday Volatility: 63.9%
  • Vol Trend: Compressed (-69% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +41.1%
  • Bottom 10% Move (10th percentile): -18.3%
  • Max Historical Gain (14d): +1046.3%
  • Max Historical Loss (14d): -38.5%