Finance

CIFR Move Probability $10.95 -2.06 (-15.8%)

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)
66.1%
Stock touched +5.0% ($11.49) at least once during 3 trading days.
Median first touch: Day 1 of 3
Expiration Close Probability
35.8%
Stock closed at or beyond +5.0% at the end of the 3-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%)
±12.3%
$9.60 — $12.29

Historical 3-Day Return Distribution

Frequency of rolling 3-day percentage returns over 519 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-32.7% to -28.2%: 1 occurrences (0.2%) -30.5% -28.2% to -23.7%: 5 occurrences (1.0%) -23.7% to -19.2%: 13 occurrences (2.5%) -19.2% to -14.7%: 22 occurrences (4.2%) -17.0% -14.7% to -10.2%: 35 occurrences (6.7%) -10.2% to -5.7%: 78 occurrences (15.0%) -5.7% to -1.2%: 86 occurrences (16.6%) -3.5% -1.2% to +3.3%: 63 occurrences (12.1%) +3.3% to +7.8%: 66 occurrences (12.7%) +7.8% to +12.3%: 48 occurrences (9.2%) 10.0% +12.3% to +16.8%: 38 occurrences (7.3%) +16.8% to +21.3%: 28 occurrences (5.4%) +21.3% to +25.8%: 15 occurrences (2.9%) 23.5% +25.8% to +30.3%: 9 occurrences (1.7%) +30.3% to +34.8%: 4 occurrences (0.8%) +34.8% to +39.3%: 8 occurrences (1.5%) 37.0%
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) 66.1% 35.8% Model-free reality across 519 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.9% Adjusts normal bell curve for real-world skewness (0.19) and kurtosis (1.01).
Standard Normal (Black-Scholes / GBM) 69.1% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.3% 41.5% Filters for historical windows that started with volatility similar to current 20-day HV (323 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)

3-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +18.2%
  • Bottom 10% Move (10th percentile): -13.2%
  • Max Historical Gain (3d): +39.3%
  • Max Historical Loss (3d): -32.7%