Finance

FC Move Probability $17.89 -0.34 (-1.9%)

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)
50.6%
Stock touched +5.0% ($18.79) at least once during 14 trading days.
Median first touch: Day 5 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
2.12x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.1%
$15.55 — $20.24

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%.

-34.4% to -25.8%: 28 occurrences (5.5%) -30.1% -25.8% to -17.1%: 14 occurrences (2.8%) -17.1% to -8.4%: 97 occurrences (19.1%) -8.4% to +0.3%: 181 occurrences (35.6%) -4.1% +0.3% to +8.9%: 115 occurrences (22.6%) +8.9% to +17.6%: 43 occurrences (8.5%) +17.6% to +26.3%: 12 occurrences (2.4%) 21.9% +26.3% to +35.0%: 3 occurrences (0.6%) +35.0% to +43.6%: 2 occurrences (0.4%) +43.6% to +52.3%: 3 occurrences (0.6%) 48.0% +52.3% to +61.0%: 2 occurrences (0.4%) +61.0% to +69.6%: 2 occurrences (0.4%) +69.6% to +78.3%: 1 occurrences (0.2%) 74.0% +78.3% to +87.0%: 2 occurrences (0.4%) +87.0% to +95.7%: 2 occurrences (0.4%) +95.7% to +104.3%: 1 occurrences (0.2%) 100.0%
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) 50.6% 23.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.4% Adjusts normal bell curve for real-world skewness (0.82) and kurtosis (38.94).
Standard Normal (Black-Scholes / GBM) 70.9% 35.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.1% 19.1% Filters for historical windows that started with volatility similar to current 20-day HV (188 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.6%
  • Recent 20-Day HV: 27.0%
  • Parkinson Intraday Volatility: 32.4%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.5%
  • Top 10% Move (90th percentile): +12.6%
  • Bottom 10% Move (10th percentile): -15.4%
  • Max Historical Gain (14d): +104.3%
  • Max Historical Loss (14d): -34.4%