Finance

DRCT Move Probability $0.90 -0.68 (-43.3%)

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)
61.8%
Stock touched +5.0% ($0.94) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
23.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.62x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±58.1%
$0.38 — $1.42

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%.

-64.3% to -8.1%: 304 occurrences (59.8%) -36.2% -8.1% to +48.1%: 149 occurrences (29.3%) +48.1% to +104.2%: 24 occurrences (4.7%) +104.2% to +160.4%: 11 occurrences (2.2%) 132.3% +160.4% to +216.6%: 4 occurrences (0.8%) +216.6% to +272.7%: 1 occurrences (0.2%) +272.7% to +328.9%: 1 occurrences (0.2%) 300.8% +328.9% to +385.1%: 0 occurrences (0.0%) +385.1% to +441.3%: 0 occurrences (0.0%) +441.3% to +497.4%: 0 occurrences (0.0%) 469.3% +497.4% to +553.6%: 0 occurrences (0.0%) +553.6% to +609.8%: 1 occurrences (0.2%) +609.8% to +666.0%: 3 occurrences (0.6%) 637.9% +666.0% to +722.1%: 6 occurrences (1.2%) +722.1% to +778.3%: 2 occurrences (0.4%) +778.3% to +834.5%: 2 occurrences (0.4%) 806.4%
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) 61.8% 23.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.0% Adjusts normal bell curve for real-world skewness (7.27) and kurtosis (92.67).
Standard Normal (Black-Scholes / GBM) 93.3% 46.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.1% 16.8% Filters for historical windows that started with volatility similar to current 20-day HV (137 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 246.5%
  • Recent 20-Day HV: 201.2%
  • Parkinson Intraday Volatility: 113.8%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: -12.8%
  • Top 10% Move (90th percentile): +61.3%
  • Bottom 10% Move (10th percentile): -45.8%
  • Max Historical Gain (14d): +834.5%
  • Max Historical Loss (14d): -64.3%