Finance

CRWD Move Probability $241.10 +1.82 (+0.8%)

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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Touch Probability (First Passage)
71.5%
Stock touched +5.0% ($253.16) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
43.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.65x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.9%
$212.51 — $269.69

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-32.2% to -27.3%: 1 occurrences (0.2%) -29.7% -27.3% to -22.4%: 3 occurrences (0.6%) -22.4% to -17.5%: 3 occurrences (0.6%) -17.5% to -12.7%: 11 occurrences (2.2%) -15.1% -12.7% to -7.8%: 47 occurrences (9.2%) -7.8% to -2.9%: 90 occurrences (17.7%) -2.9% to +2.0%: 80 occurrences (15.7%) -0.5% +2.0% to +6.8%: 93 occurrences (18.3%) +6.8% to +11.7%: 59 occurrences (11.6%) +11.7% to +16.6%: 54 occurrences (10.6%) 14.2% +16.6% to +21.5%: 35 occurrences (6.9%) +21.5% to +26.3%: 10 occurrences (2.0%) +26.3% to +31.2%: 9 occurrences (1.8%) 28.8% +31.2% to +36.1%: 5 occurrences (1.0%) +36.1% to +41.0%: 5 occurrences (1.0%) +41.0% to +45.8%: 4 occurrences (0.8%) 43.4%
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) 71.5% 43.2% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.7% Adjusts normal bell curve for real-world skewness (0.57) and kurtosis (3.67).
Standard Normal (Black-Scholes / GBM) 68.1% 34.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.7% 45.3% Filters for historical windows that started with volatility similar to current 20-day HV (358 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 50.3%
  • Recent 20-Day HV: 51.0%
  • Parkinson Intraday Volatility: 40.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.2%
  • Top 10% Move (90th percentile): +18.2%
  • Bottom 10% Move (10th percentile): -9.4%
  • Max Historical Gain (14d): +45.8%
  • Max Historical Loss (14d): -32.2%