Finance

CUB Move Probability $10.92 +0.01 (+0.1%)

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)
0.0%
Stock touched +5.0% ($11.47) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.5%
$10.87 — $10.97

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-0.9% to -0.7%: 9 occurrences (1.8%) -0.8% -0.7% to -0.5%: 3 occurrences (0.6%) -0.5% to -0.4%: 28 occurrences (5.5%) -0.4% to -0.2%: 5 occurrences (1.0%) -0.3% -0.2% to +0.0%: 144 occurrences (28.4%) +0.0% to +0.2%: 85 occurrences (16.8%) +0.2% to +0.4%: 100 occurrences (19.7%) 0.3% +0.4% to +0.6%: 59 occurrences (11.6%) +0.6% to +0.7%: 41 occurrences (8.1%) +0.7% to +0.9%: 3 occurrences (0.6%) 0.8% +0.9% to +1.1%: 2 occurrences (0.4%) +1.1% to +1.3%: 0 occurrences (0.0%) +1.3% to +1.5%: 3 occurrences (0.6%) 1.4% +1.5% to +1.7%: 24 occurrences (4.7%) +1.7% to +1.9%: 0 occurrences (0.0%) +1.9% to +2.0%: 1 occurrences (0.2%) 1.9%
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) 0.0% 0.0% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (6.16) and kurtosis (71.63).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (69 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 2.1%
  • Recent 20-Day HV: 0.8%
  • Parkinson Intraday Volatility: 0.5%
  • Vol Trend: Compressed (-61% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +0.6%
  • Bottom 10% Move (10th percentile): -0.1%
  • Max Historical Gain (14d): +2.0%
  • Max Historical Loss (14d): -0.9%