Finance

FCUV Move Probability $3.63 -0.97 (-21.1%)

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)
68.5%
Stock touched +5.0% ($3.81) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±55.6%
$1.61 — $5.65

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%.

-76.4% to -52.0%: 14 occurrences (2.8%) -64.2% -52.0% to -27.6%: 81 occurrences (15.9%) -27.6% to -3.2%: 191 occurrences (37.6%) -3.2% to +21.2%: 127 occurrences (25.0%) 9.0% +21.2% to +45.6%: 45 occurrences (8.9%) +45.6% to +70.1%: 15 occurrences (3.0%) +70.1% to +94.5%: 9 occurrences (1.8%) 82.3% +94.5% to +118.9%: 2 occurrences (0.4%) +118.9% to +143.3%: 5 occurrences (1.0%) +143.3% to +167.7%: 2 occurrences (0.4%) 155.5% +167.7% to +192.1%: 6 occurrences (1.2%) +192.1% to +216.5%: 1 occurrences (0.2%) +216.5% to +240.9%: 0 occurrences (0.0%) 228.7% +240.9% to +265.3%: 4 occurrences (0.8%) +265.3% to +289.7%: 5 occurrences (1.0%) +289.7% to +314.1%: 1 occurrences (0.2%) 301.9%
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) 68.5% 34.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.4% Adjusts normal bell curve for real-world skewness (3.5) and kurtosis (53.78).
Standard Normal (Black-Scholes / GBM) 93.0% 46.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.8% 41.4% Filters for historical windows that started with volatility similar to current 20-day HV (220 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 236.0%
  • Recent 20-Day HV: 102.5%
  • Parkinson Intraday Volatility: 124.3%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.2%
  • Top 10% Move (90th percentile): +40.3%
  • Bottom 10% Move (10th percentile): -34.6%
  • Max Historical Gain (14d): +314.1%
  • Max Historical Loss (14d): -76.4%