Finance

CRSR Move Probability $13.81 +0.63 (+4.8%)

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)
70.8%
Stock touched +5.0% ($14.50) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
44.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.60x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.5%
$11.39 — $16.23

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-40.8% to -34.0%: 9 occurrences (1.8%) -37.4% -34.0% to -27.1%: 12 occurrences (2.5%) -27.1% to -20.3%: 6 occurrences (1.2%) -20.3% to -13.5%: 25 occurrences (5.1%) -16.9% -13.5% to -6.6%: 68 occurrences (14.0%) -6.6% to +0.2%: 90 occurrences (18.5%) +0.2% to +7.0%: 86 occurrences (17.7%) 3.6% +7.0% to +13.9%: 83 occurrences (17.0%) +13.9% to +20.7%: 42 occurrences (8.6%) +20.7% to +27.5%: 35 occurrences (7.2%) 24.1% +27.5% to +34.4%: 13 occurrences (2.7%) +34.4% to +41.2%: 11 occurrences (2.3%) +41.2% to +48.0%: 3 occurrences (0.6%) 44.6% +48.0% to +54.9%: 3 occurrences (0.6%) +54.9% to +61.7%: 0 occurrences (0.0%) +61.7% to +68.5%: 1 occurrences (0.2%) 65.1%
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) 70.8% 44.4% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.1% Adjusts normal bell curve for real-world skewness (1.88) and kurtosis (15.25).
Standard Normal (Black-Scholes / GBM) 78.1% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.1% 45.2% Filters for historical windows that started with volatility similar to current 20-day HV (292 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 74.4%
  • Recent 20-Day HV: 49.2%
  • Parkinson Intraday Volatility: 58.2%
  • Vol Trend: Compressed (-34% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.4%
  • Top 10% Move (90th percentile): +22.1%
  • Bottom 10% Move (10th percentile): -13.8%
  • Max Historical Gain (14d): +68.5%
  • Max Historical Loss (14d): -40.8%