Finance

LAR Move Probability $4.46 +0.01 (+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)
72.4%
Stock touched +5.0% ($4.69) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.5%
$3.68 — $5.25

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%.

-28.7% to -22.5%: 17 occurrences (3.3%) -25.6% -22.5% to -16.4%: 42 occurrences (8.3%) -16.4% to -10.2%: 69 occurrences (13.6%) -10.2% to -4.0%: 80 occurrences (15.7%) -7.1% -4.0% to +2.1%: 77 occurrences (15.2%) +2.1% to +8.3%: 69 occurrences (13.6%) +8.3% to +14.4%: 46 occurrences (9.1%) 11.4% +14.4% to +20.6%: 27 occurrences (5.3%) +20.6% to +26.8%: 26 occurrences (5.1%) +26.8% to +32.9%: 22 occurrences (4.3%) 29.9% +32.9% to +39.1%: 9 occurrences (1.8%) +39.1% to +45.3%: 8 occurrences (1.6%) +45.3% to +51.4%: 13 occurrences (2.6%) 48.3% +51.4% to +57.6%: 2 occurrences (0.4%) +57.6% to +63.7%: 0 occurrences (0.0%) +63.7% to +69.9%: 1 occurrences (0.2%) 66.8%
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) 72.4% 36.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.6% Adjusts normal bell curve for real-world skewness (0.66) and kurtosis (2.55).
Standard Normal (Black-Scholes / GBM) 78.1% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.1% 51.2% Filters for historical windows that started with volatility similar to current 20-day HV (43 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 74.4%
  • Recent 20-Day HV: 36.3%
  • Parkinson Intraday Volatility: 56.2%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.3%
  • Top 10% Move (90th percentile): +27.8%
  • Bottom 10% Move (10th percentile): -17.2%
  • Max Historical Gain (14d): +69.9%
  • Max Historical Loss (14d): -28.7%