Finance

CTRE Move Probability $35.67 -0.75 (-2.1%)

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)
36.8%
Stock touched +5.0% ($37.45) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
20.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.6%
$33.66 — $37.68

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%.

-11.7% to -10.1%: 10 occurrences (2.0%) -10.9% -10.1% to -8.4%: 7 occurrences (1.4%) -8.4% to -6.8%: 18 occurrences (3.5%) -6.8% to -5.1%: 22 occurrences (4.3%) -6.0% -5.1% to -3.5%: 37 occurrences (7.3%) -3.5% to -1.8%: 54 occurrences (10.6%) -1.8% to -0.2%: 76 occurrences (15.0%) -1.0% -0.2% to +1.5%: 67 occurrences (13.2%) +1.5% to +3.1%: 58 occurrences (11.4%) +3.1% to +4.8%: 52 occurrences (10.2%) 4.0% +4.8% to +6.4%: 31 occurrences (6.1%) +6.4% to +8.1%: 36 occurrences (7.1%) +8.1% to +9.8%: 12 occurrences (2.4%) 8.9% +9.8% to +11.4%: 14 occurrences (2.8%) +11.4% to +13.1%: 8 occurrences (1.6%) +13.1% to +14.7%: 6 occurrences (1.2%) 13.9%
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) 36.8% 20.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.0% Adjusts normal bell curve for real-world skewness (-0.33) and kurtosis (2.34).
Standard Normal (Black-Scholes / GBM) 38.6% 19.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.2% 16.4% Filters for historical windows that started with volatility similar to current 20-day HV (256 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 23.9%
  • Recent 20-Day HV: 18.1%
  • Parkinson Intraday Volatility: 21.0%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +7.6%
  • Bottom 10% Move (10th percentile): -5.7%
  • Max Historical Gain (14d): +14.7%
  • Max Historical Loss (14d): -11.7%