Finance

CXAI Move Probability $1.92 -0.05 (-2.8%)

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)
73.9%
Stock touched +5.0% ($2.01) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
23.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.10x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.9%
$1.36 — $2.47

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-59.2% to -50.4%: 5 occurrences (1.0%) -54.8% -50.4% to -41.5%: 10 occurrences (2.1%) -41.5% to -32.7%: 26 occurrences (5.3%) -32.7% to -23.9%: 65 occurrences (13.3%) -28.3% -23.9% to -15.0%: 86 occurrences (17.7%) -15.0% to -6.2%: 98 occurrences (20.1%) -6.2% to +2.6%: 67 occurrences (13.8%) -1.8% +2.6% to +11.5%: 54 occurrences (11.1%) +11.5% to +20.3%: 29 occurrences (6.0%) +20.3% to +29.1%: 15 occurrences (3.1%) 24.7% +29.1% to +38.0%: 13 occurrences (2.7%) +38.0% to +46.8%: 10 occurrences (2.1%) +46.8% to +55.6%: 3 occurrences (0.6%) 51.2% +55.6% to +64.5%: 1 occurrences (0.2%) +64.5% to +73.3%: 3 occurrences (0.6%) +73.3% to +82.1%: 2 occurrences (0.4%) 77.7%
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) 73.9% 23.8% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.5% Adjusts normal bell curve for real-world skewness (0.98) and kurtosis (11.2).
Standard Normal (Black-Scholes / GBM) 86.6% 43.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.8% 28.9% Filters for historical windows that started with volatility similar to current 20-day HV (246 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 122.8%
  • Recent 20-Day HV: 84.2%
  • Parkinson Intraday Volatility: 112.0%
  • Vol Trend: Compressed (-31% vs baseline)

14-Day Return Quantiles

  • Median Return: -10.5%
  • Top 10% Move (90th percentile): +18.9%
  • Bottom 10% Move (10th percentile): -31.3%
  • Max Historical Gain (14d): +82.1%
  • Max Historical Loss (14d): -59.2%