Finance

CMPX Move Probability $0.82 -0.02 (-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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
80.1%
Stock touched +5.0% ($0.86) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
45.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±46.1%
$0.44 — $1.19

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%.

-71.6% to +11.7%: 344 occurrences (67.7%) -30.0% +11.7% to +95.1%: 142 occurrences (28.0%) +95.1% to +178.4%: 8 occurrences (1.6%) +178.4% to +261.8%: 0 occurrences (0.0%) 220.1% +261.8% to +345.1%: 0 occurrences (0.0%) +345.1% to +428.5%: 0 occurrences (0.0%) +428.5% to +511.8%: 0 occurrences (0.0%) 470.1% +511.8% to +595.2%: 0 occurrences (0.0%) +595.2% to +678.5%: 0 occurrences (0.0%) +678.5% to +761.9%: 0 occurrences (0.0%) 720.2% +761.9% to +845.2%: 0 occurrences (0.0%) +845.2% to +928.6%: 6 occurrences (1.2%) +928.6% to +1011.9%: 1 occurrences (0.2%) 970.2% +1011.9% to +1095.3%: 1 occurrences (0.2%) +1095.3% to +1178.6%: 5 occurrences (1.0%) +1178.6% to +1262.0%: 1 occurrences (0.2%) 1220.3%
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) 80.1% 45.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (10.4) and kurtosis (208.46).
Standard Normal (Black-Scholes / GBM) 91.6% 45.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.5% 46.9% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 195.5%
  • Recent 20-Day HV: 82.3%
  • Parkinson Intraday Volatility: 78.9%
  • Vol Trend: Compressed (-58% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.2%
  • Top 10% Move (90th percentile): +30.7%
  • Bottom 10% Move (10th percentile): -21.8%
  • Max Historical Gain (14d): +1262.0%
  • Max Historical Loss (14d): -71.6%