Finance

CURR Move Probability $2.47 -0.04 (-1.6%)

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)
74.2%
Stock touched +5.0% ($2.59) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
43.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.72x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±53.6%
$1.15 — $3.79

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%.

-59.8% to +7.8%: 309 occurrences (60.8%) -26.0% +7.8% to +75.4%: 158 occurrences (31.1%) +75.4% to +143.0%: 7 occurrences (1.4%) +143.0% to +210.5%: 4 occurrences (0.8%) 176.7% +210.5% to +278.1%: 9 occurrences (1.8%) +278.1% to +345.7%: 3 occurrences (0.6%) +345.7% to +413.2%: 4 occurrences (0.8%) 379.5% +413.2% to +480.8%: 4 occurrences (0.8%) +480.8% to +548.4%: 1 occurrences (0.2%) +548.4% to +616.0%: 0 occurrences (0.0%) 582.2% +616.0% to +683.5%: 3 occurrences (0.6%) +683.5% to +751.1%: 0 occurrences (0.0%) +751.1% to +818.7%: 1 occurrences (0.2%) 784.9% +818.7% to +886.3%: 1 occurrences (0.2%) +886.3% to +953.8%: 1 occurrences (0.2%) +953.8% to +1021.4%: 3 occurrences (0.6%) 987.6%
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) 74.2% 43.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.9% Adjusts normal bell curve for real-world skewness (7.93) and kurtosis (112.78).
Standard Normal (Black-Scholes / GBM) 92.7% 46.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 92.1% 70.8% Filters for historical windows that started with volatility similar to current 20-day HV (89 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 227.2%
  • Recent 20-Day HV: 53.6%
  • Parkinson Intraday Volatility: 124.9%
  • Vol Trend: Compressed (-76% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +53.7%
  • Bottom 10% Move (10th percentile): -23.5%
  • Max Historical Gain (14d): +1021.4%
  • Max Historical Loss (14d): -59.8%