Finance

LAC Move Probability $2.15 -0.00 (-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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
69.9%
Stock touched +5.0% ($2.25) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.3%
$1.69 — $2.60

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%.

-51.2% to -36.5%: 3 occurrences (0.6%) -43.9% -36.5% to -21.8%: 40 occurrences (7.9%) -21.8% to -7.1%: 154 occurrences (30.3%) -7.1% to +7.5%: 163 occurrences (32.1%) 0.2% +7.5% to +22.2%: 98 occurrences (19.3%) +22.2% to +36.9%: 27 occurrences (5.3%) +36.9% to +51.6%: 3 occurrences (0.6%) 44.3% +51.6% to +66.3%: 4 occurrences (0.8%) +66.3% to +81.0%: 2 occurrences (0.4%) +81.0% to +95.7%: 0 occurrences (0.0%) 88.3% +95.7% to +110.4%: 2 occurrences (0.4%) +110.4% to +125.1%: 2 occurrences (0.4%) +125.1% to +139.8%: 2 occurrences (0.4%) 132.4% +139.8% to +154.4%: 4 occurrences (0.8%) +154.4% to +169.1%: 2 occurrences (0.4%) +169.1% to +183.8%: 2 occurrences (0.4%) 176.5%
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) 69.9% 33.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.1% Adjusts normal bell curve for real-world skewness (3.55) and kurtosis (38.03).
Standard Normal (Black-Scholes / GBM) 81.9% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.5% 38.2% Filters for historical windows that started with volatility similar to current 20-day HV (212 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.5%
  • Recent 20-Day HV: 43.7%
  • Parkinson Intraday Volatility: 63.6%
  • Vol Trend: Compressed (-52% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.9%
  • Top 10% Move (90th percentile): +21.9%
  • Bottom 10% Move (10th percentile): -20.6%
  • Max Historical Gain (14d): +183.8%
  • Max Historical Loss (14d): -51.2%