Finance

CORZ Move Probability $14.26 +0.46 (+3.4%)

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)
79.7%
Stock touched +5.0% ($14.97) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
44.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.5%
$11.62 — $16.90

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%.

-37.7% to -32.3%: 4 occurrences (0.8%) -35.0% -32.3% to -27.0%: 4 occurrences (0.8%) -27.0% to -21.6%: 27 occurrences (5.3%) -21.6% to -16.3%: 41 occurrences (8.1%) -18.9% -16.3% to -10.9%: 57 occurrences (11.2%) -10.9% to -5.5%: 47 occurrences (9.3%) -5.5% to -0.2%: 60 occurrences (11.8%) -2.9% -0.2% to +5.2%: 45 occurrences (8.9%) +5.2% to +10.5%: 58 occurrences (11.4%) +10.5% to +15.9%: 71 occurrences (14.0%) 13.2% +15.9% to +21.3%: 35 occurrences (6.9%) +21.3% to +26.6%: 27 occurrences (5.3%) +26.6% to +32.0%: 12 occurrences (2.4%) 29.3% +32.0% to +37.3%: 8 occurrences (1.6%) +37.3% to +42.7%: 6 occurrences (1.2%) +42.7% to +48.1%: 6 occurrences (1.2%) 45.4%
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) 79.7% 44.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.2% Adjusts normal bell curve for real-world skewness (-0.54) and kurtosis (7.36).
Standard Normal (Black-Scholes / GBM) 79.2% 39.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.5% 44.4% Filters for historical windows that started with volatility similar to current 20-day HV (356 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 78.4%
  • Recent 20-Day HV: 69.9%
  • Parkinson Intraday Volatility: 67.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.1%
  • Top 10% Move (90th percentile): +22.8%
  • Bottom 10% Move (10th percentile): -19.1%
  • Max Historical Gain (14d): +48.1%
  • Max Historical Loss (14d): -37.7%