Finance

CSQR Move Probability $16.90 +0.19 (+1.1%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
60.0%
Stock touched +5.0% ($17.75) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
5.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
11.00x
You are 11.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.6%
$14.93 — $18.87

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 55 historical windows (2026-07-16 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-21.2% to -19.5%: 3 occurrences (5.5%) -20.3% -19.5% to -17.7%: 1 occurrences (1.8%) -17.7% to -15.9%: 1 occurrences (1.8%) -15.9% to -14.1%: 2 occurrences (3.6%) -15.0% -14.1% to -12.3%: 3 occurrences (5.5%) -12.3% to -10.5%: 6 occurrences (10.9%) -10.5% to -8.7%: 0 occurrences (0.0%) -9.6% -8.7% to -6.9%: 3 occurrences (5.5%) -6.9% to -5.1%: 7 occurrences (12.7%) -5.1% to -3.3%: 1 occurrences (1.8%) -4.2% -3.3% to -1.5%: 6 occurrences (10.9%) -1.5% to +0.3%: 5 occurrences (9.1%) +0.3% to +2.1%: 4 occurrences (7.3%) 1.2% +2.1% to +3.9%: 8 occurrences (14.5%) +3.9% to +5.7%: 2 occurrences (3.6%) +5.7% to +7.5%: 3 occurrences (5.5%) 6.6%
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) 60.0% 5.5% Model-free reality across 55 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.7% Adjusts normal bell curve for real-world skewness (0.02) and kurtosis (-0.6).
Standard Normal (Black-Scholes / GBM) 67.5% 33.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 45.7% 2.9% Filters for historical windows that started with volatility similar to current 20-day HV (35 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.4%
  • Recent 20-Day HV: 51.9%
  • Parkinson Intraday Volatility: 45.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.2%
  • Top 10% Move (90th percentile): +3.8%
  • Bottom 10% Move (10th percentile): -14.8%
  • Max Historical Gain (14d): +7.5%
  • Max Historical Loss (14d): -21.2%