Finance

CTRI Move Probability $19.80 -0.23 (-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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Touch Probability (First Passage)
65.2%
Stock touched +5.0% ($20.79) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.6%
$17.31 — $22.29

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%.

-28.1% to -23.7%: 5 occurrences (1.0%) -25.9% -23.7% to -19.4%: 11 occurrences (2.2%) -19.4% to -15.0%: 16 occurrences (3.1%) -15.0% to -10.7%: 30 occurrences (5.9%) -12.8% -10.7% to -6.3%: 38 occurrences (7.5%) -6.3% to -1.9%: 90 occurrences (17.7%) -1.9% to +2.4%: 102 occurrences (20.1%) 0.2% +2.4% to +6.8%: 78 occurrences (15.4%) +6.8% to +11.1%: 56 occurrences (11.0%) +11.1% to +15.5%: 35 occurrences (6.9%) 13.3% +15.5% to +19.8%: 27 occurrences (5.3%) +19.8% to +24.2%: 9 occurrences (1.8%) +24.2% to +28.5%: 5 occurrences (1.0%) 26.4% +28.5% to +32.9%: 4 occurrences (0.8%) +32.9% to +37.3%: 1 occurrences (0.2%) +37.3% to +41.6%: 1 occurrences (0.2%) 39.4%
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) 65.2% 32.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.7% Adjusts normal bell curve for real-world skewness (-0.82) and kurtosis (9.7).
Standard Normal (Black-Scholes / GBM) 69.8% 34.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.4% 34.1% Filters for historical windows that started with volatility similar to current 20-day HV (261 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 53.3%
  • Recent 20-Day HV: 33.5%
  • Parkinson Intraday Volatility: 40.3%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +14.8%
  • Bottom 10% Move (10th percentile): -11.8%
  • Max Historical Gain (14d): +41.6%
  • Max Historical Loss (14d): -28.1%