Finance

CURI Move Probability $2.79 +0.00 (+0.0%)

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)
73.2%
Stock touched +5.0% ($2.93) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
39.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.8%
$2.24 — $3.34

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%.

-41.1% to -32.5%: 7 occurrences (1.4%) -36.8% -32.5% to -23.8%: 9 occurrences (1.8%) -23.8% to -15.2%: 50 occurrences (9.8%) -15.2% to -6.6%: 106 occurrences (20.9%) -10.9% -6.6% to +2.0%: 103 occurrences (20.3%) +2.0% to +10.7%: 99 occurrences (19.5%) +10.7% to +19.3%: 50 occurrences (9.8%) 15.0% +19.3% to +27.9%: 29 occurrences (5.7%) +27.9% to +36.6%: 20 occurrences (3.9%) +36.6% to +45.2%: 17 occurrences (3.3%) 40.9% +45.2% to +53.8%: 2 occurrences (0.4%) +53.8% to +62.5%: 4 occurrences (0.8%) +62.5% to +71.1%: 5 occurrences (1.0%) 66.8% +71.1% to +79.7%: 2 occurrences (0.4%) +79.7% to +88.3%: 1 occurrences (0.2%) +88.3% to +97.0%: 4 occurrences (0.8%) 92.7%
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) 73.2% 39.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.0% Adjusts normal bell curve for real-world skewness (0.75) and kurtosis (9.84).
Standard Normal (Black-Scholes / GBM) 80.5% 40.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.0% 33.2% Filters for historical windows that started with volatility similar to current 20-day HV (253 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 84.0%
  • Recent 20-Day HV: 52.7%
  • Parkinson Intraday Volatility: 61.0%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +29.9%
  • Bottom 10% Move (10th percentile): -17.2%
  • Max Historical Gain (14d): +97.0%
  • Max Historical Loss (14d): -41.1%