Finance

CORT Move Probability $85.94 -21.61 (-20.1%)

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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Touch Probability (First Passage)
76.3%
Stock touched +5.0% ($90.23) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
52.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.47x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.1%
$60.92 — $110.95

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 510 historical windows (2024-09-23 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-45.0% to -24.4%: 5 occurrences (1.0%) -34.7% -24.4% to -3.8%: 112 occurrences (22.0%) -3.8% to +16.8%: 279 occurrences (54.7%) +16.8% to +37.4%: 91 occurrences (17.8%) 27.1% +37.4% to +57.9%: 7 occurrences (1.4%) +57.9% to +78.5%: 1 occurrences (0.2%) +78.5% to +99.1%: 0 occurrences (0.0%) 88.8% +99.1% to +119.7%: 1 occurrences (0.2%) +119.7% to +140.2%: 0 occurrences (0.0%) +140.2% to +160.8%: 0 occurrences (0.0%) 150.5% +160.8% to +181.4%: 0 occurrences (0.0%) +181.4% to +202.0%: 0 occurrences (0.0%) +202.0% to +222.5%: 1 occurrences (0.2%) 212.3% +222.5% to +243.1%: 5 occurrences (1.0%) +243.1% to +263.7%: 4 occurrences (0.8%) +263.7% to +284.3%: 4 occurrences (0.8%) 274.0%
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) 76.3% 52.0% Model-free reality across 510 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.2% Adjusts normal bell curve for real-world skewness (11.93) and kurtosis (196.0).
Standard Normal (Black-Scholes / GBM) 86.7% 43.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.3% 46.7% Filters for historical windows that started with volatility similar to current 20-day HV (150 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 123.5%
  • Recent 20-Day HV: 89.3%
  • Parkinson Intraday Volatility: 51.5%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.6%
  • Top 10% Move (90th percentile): +26.8%
  • Bottom 10% Move (10th percentile): -10.8%
  • Max Historical Gain (14d): +284.3%
  • Max Historical Loss (14d): -45.0%