Finance

CYRX Move Probability $18.52 +1.09 (+6.2%)

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)
79.1%
Stock touched +5.0% ($19.45) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
43.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.8%
$15.22 — $21.82

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%.

-30.4% to -26.0%: 2 occurrences (0.4%) -28.2% -26.0% to -21.5%: 5 occurrences (1.0%) -21.5% to -17.1%: 18 occurrences (3.5%) -17.1% to -12.7%: 22 occurrences (4.3%) -14.9% -12.7% to -8.3%: 46 occurrences (9.1%) -8.3% to -3.8%: 56 occurrences (11.0%) -3.8% to +0.6%: 73 occurrences (14.4%) -1.6% +0.6% to +5.0%: 66 occurrences (13.0%) +5.0% to +9.4%: 70 occurrences (13.8%) +9.4% to +13.9%: 59 occurrences (11.6%) 11.6% +13.9% to +18.3%: 41 occurrences (8.1%) +18.3% to +22.7%: 20 occurrences (3.9%) +22.7% to +27.1%: 15 occurrences (3.0%) 24.9% +27.1% to +31.5%: 7 occurrences (1.4%) +31.5% to +36.0%: 4 occurrences (0.8%) +36.0% to +40.4%: 4 occurrences (0.8%) 38.2%
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) 79.1% 43.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.8% Adjusts normal bell curve for real-world skewness (1.29) and kurtosis (12.07).
Standard Normal (Black-Scholes / GBM) 78.4% 39.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.0% 40.4% Filters for historical windows that started with volatility similar to current 20-day HV (178 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 75.5%
  • Recent 20-Day HV: 36.6%
  • Parkinson Intraday Volatility: 56.5%
  • Vol Trend: Compressed (-52% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.1%
  • Top 10% Move (90th percentile): +17.5%
  • Bottom 10% Move (10th percentile): -12.3%
  • Max Historical Gain (14d): +40.4%
  • Max Historical Loss (14d): -30.4%