Finance

FDCT Move Probability $3.99 +0.00 (+0.0%)

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)
88.7%
Stock touched +5.0% ($4.19) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
47.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±149.6%
$0.04 — $9.96

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-92.9% to +978.1%: 473 occurrences (97.3%) 442.6% +978.1% to +2049.1%: 5 occurrences (1.0%) +2049.1% to +3120.1%: 1 occurrences (0.2%) +3120.1% to +4191.1%: 2 occurrences (0.4%) 3655.6% +4191.1% to +5262.1%: 0 occurrences (0.0%) +5262.1% to +6333.0%: 0 occurrences (0.0%) +6333.0% to +7404.0%: 1 occurrences (0.2%) 6868.5% +7404.0% to +8475.0%: 3 occurrences (0.6%) +8475.0% to +9546.0%: 0 occurrences (0.0%) +9546.0% to +10617.0%: 0 occurrences (0.0%) 10081.5% +10617.0% to +11687.9%: 0 occurrences (0.0%) +11687.9% to +12758.9%: 0 occurrences (0.0%) +12758.9% to +13829.9%: 0 occurrences (0.0%) 13294.4% +13829.9% to +14900.9%: 0 occurrences (0.0%) +14900.9% to +15971.9%: 0 occurrences (0.0%) +15971.9% to +17042.9%: 1 occurrences (0.2%) 16507.4%
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) 88.7% 47.7% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.0% Adjusts normal bell curve for real-world skewness (1.41) and kurtosis (31.32).
Standard Normal (Black-Scholes / GBM) 97.4% 48.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 86.6% 38.0% Filters for historical windows that started with volatility similar to current 20-day HV (276 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 634.8%
  • Recent 20-Day HV: 213.9%
  • Parkinson Intraday Volatility: 408.6%
  • Vol Trend: Compressed (-66% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +103.4%
  • Bottom 10% Move (10th percentile): -47.2%
  • Max Historical Gain (14d): +17042.9%
  • Max Historical Loss (14d): -92.9%