Finance

CDIO Move Probability $1.76 +0.02 (+1.1%)

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)
70.3%
Stock touched +5.0% ($1.85) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.26x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±34.5%
$1.15 — $2.37

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%.

-72.9% to -35.5%: 52 occurrences (10.2%) -54.2% -35.5% to +1.8%: 263 occurrences (51.8%) +1.8% to +39.2%: 142 occurrences (28.0%) +39.2% to +76.6%: 21 occurrences (4.1%) 57.9% +76.6% to +113.9%: 5 occurrences (1.0%) +113.9% to +151.3%: 4 occurrences (0.8%) +151.3% to +188.7%: 2 occurrences (0.4%) 170.0% +188.7% to +226.1%: 2 occurrences (0.4%) +226.1% to +263.4%: 4 occurrences (0.8%) +263.4% to +300.8%: 1 occurrences (0.2%) 282.1% +300.8% to +338.2%: 7 occurrences (1.4%) +338.2% to +375.5%: 1 occurrences (0.2%) +375.5% to +412.9%: 3 occurrences (0.6%) 394.2% +412.9% to +450.3%: 0 occurrences (0.0%) +450.3% to +487.6%: 0 occurrences (0.0%) +487.6% to +525.0%: 1 occurrences (0.2%) 506.3%
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) 70.3% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.7% Adjusts normal bell curve for real-world skewness (0.2) and kurtosis (10.94).
Standard Normal (Black-Scholes / GBM) 88.8% 44.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.2% 34.7% Filters for historical windows that started with volatility similar to current 20-day HV (98 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 146.3%
  • Recent 20-Day HV: 53.2%
  • Parkinson Intraday Volatility: 106.6%
  • Vol Trend: Compressed (-64% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.2%
  • Top 10% Move (90th percentile): +38.4%
  • Bottom 10% Move (10th percentile): -36.4%
  • Max Historical Gain (14d): +525.0%
  • Max Historical Loss (14d): -72.9%