Finance

FLR Move Probability $46.44 +1.23 (+2.7%)

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)
70.3%
Stock touched +5.0% ($48.76) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
37.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.4%
$40.66 — $52.22

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%.

-28.0% to -24.3%: 8 occurrences (1.6%) -26.2% -24.3% to -20.6%: 12 occurrences (2.4%) -20.6% to -16.9%: 15 occurrences (3.0%) -16.9% to -13.1%: 16 occurrences (3.1%) -15.0% -13.1% to -9.4%: 30 occurrences (5.9%) -9.4% to -5.7%: 54 occurrences (10.6%) -5.7% to -2.0%: 49 occurrences (9.6%) -3.8% -2.0% to +1.8%: 65 occurrences (12.8%) +1.8% to +5.5%: 82 occurrences (16.1%) +5.5% to +9.2%: 82 occurrences (16.1%) 7.3% +9.2% to +12.9%: 50 occurrences (9.8%) +12.9% to +16.7%: 25 occurrences (4.9%) +16.7% to +20.4%: 16 occurrences (3.1%) 18.5% +20.4% to +24.1%: 2 occurrences (0.4%) +24.1% to +27.8%: 0 occurrences (0.0%) +27.8% to +31.6%: 2 occurrences (0.4%) 29.7%
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) 70.3% 37.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.2% Adjusts normal bell curve for real-world skewness (-1.88) and kurtosis (18.34).
Standard Normal (Black-Scholes / GBM) 69.5% 34.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.3% 35.9% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 52.8%
  • Recent 20-Day HV: 36.3%
  • Parkinson Intraday Volatility: 36.9%
  • Vol Trend: Compressed (-31% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.1%
  • Top 10% Move (90th percentile): +12.5%
  • Bottom 10% Move (10th percentile): -13.1%
  • Max Historical Gain (14d): +31.6%
  • Max Historical Loss (14d): -28.0%