Finance

CIFR Move Probability $11.02 -1.99 (-15.3%)

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)
88.8%
Stock touched +5.0% ($11.57) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
53.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.5%
$8.10 — $13.94

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-47.7% to -39.0%: 5 occurrences (1.0%) -43.4% -39.0% to -30.4%: 19 occurrences (3.7%) -30.4% to -21.7%: 54 occurrences (10.6%) -21.7% to -13.0%: 42 occurrences (8.3%) -17.4% -13.0% to -4.3%: 62 occurrences (12.2%) -4.3% to +4.3%: 51 occurrences (10.0%) +4.3% to +13.0%: 78 occurrences (15.4%) 8.7% +13.0% to +21.7%: 63 occurrences (12.4%) +21.7% to +30.4%: 39 occurrences (7.7%) +30.4% to +39.0%: 36 occurrences (7.1%) 34.7% +39.0% to +47.7%: 21 occurrences (4.1%) +47.7% to +56.4%: 14 occurrences (2.8%) +56.4% to +65.1%: 11 occurrences (2.2%) 60.7% +65.1% to +73.7%: 8 occurrences (1.6%) +73.7% to +82.4%: 4 occurrences (0.8%) +82.4% to +91.1%: 1 occurrences (0.2%) 86.7%
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) 88.8% 53.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.6% Adjusts normal bell curve for real-world skewness (0.19) and kurtosis (1.01).
Standard Normal (Black-Scholes / GBM) 85.4% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 91.0% 62.2% Filters for historical windows that started with volatility similar to current 20-day HV (312 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 112.3%
  • Recent 20-Day HV: 88.9%
  • Parkinson Intraday Volatility: 95.1%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: +6.5%
  • Top 10% Move (90th percentile): +42.7%
  • Bottom 10% Move (10th percentile): -25.7%
  • Max Historical Gain (14d): +91.1%
  • Max Historical Loss (14d): -47.7%