Finance

ICUI Move Probability $160.81 -0.37 (-0.2%)

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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Touch Probability (First Passage)
53.3%
Stock touched +5.0% ($168.85) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
21.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.44x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.9%
$146.42 — $175.20

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%.

-20.5% to -18.0%: 2 occurrences (0.4%) -19.2% -18.0% to -15.5%: 5 occurrences (1.0%) -15.5% to -13.0%: 14 occurrences (2.8%) -13.0% to -10.5%: 15 occurrences (3.0%) -11.7% -10.5% to -8.0%: 30 occurrences (5.9%) -8.0% to -5.5%: 33 occurrences (6.5%) -5.5% to -3.0%: 73 occurrences (14.4%) -4.3% -3.0% to -0.5%: 82 occurrences (16.1%) -0.5% to +2.0%: 73 occurrences (14.4%) +2.0% to +4.5%: 58 occurrences (11.4%) 3.2% +4.5% to +7.0%: 37 occurrences (7.3%) +7.0% to +9.5%: 34 occurrences (6.7%) +9.5% to +12.0%: 20 occurrences (3.9%) 10.7% +12.0% to +14.5%: 12 occurrences (2.4%) +14.5% to +16.9%: 13 occurrences (2.6%) +16.9% to +19.4%: 7 occurrences (1.4%) 18.2%
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) 53.3% 21.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.9% Adjusts normal bell curve for real-world skewness (-0.03) and kurtosis (4.38).
Standard Normal (Black-Scholes / GBM) 58.6% 29.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.8% 19.6% Filters for historical windows that started with volatility similar to current 20-day HV (199 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.0%
  • Recent 20-Day HV: 25.0%
  • Parkinson Intraday Volatility: 29.6%
  • Vol Trend: Compressed (-34% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +9.5%
  • Bottom 10% Move (10th percentile): -9.1%
  • Max Historical Gain (14d): +19.4%
  • Max Historical Loss (14d): -20.5%