Finance

LCID Move Probability $3.22 -0.08 (-2.4%)

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)
67.7%
Stock touched +5.0% ($3.38) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.80x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.8%
$2.61 — $3.83

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%.

-40.3% to -33.7%: 11 occurrences (2.2%) -37.0% -33.7% to -27.0%: 29 occurrences (5.7%) -27.0% to -20.4%: 58 occurrences (11.4%) -20.4% to -13.7%: 68 occurrences (13.4%) -17.1% -13.7% to -7.1%: 72 occurrences (14.2%) -7.1% to -0.4%: 91 occurrences (17.9%) -0.4% to +6.2%: 64 occurrences (12.6%) 2.9% +6.2% to +12.9%: 42 occurrences (8.3%) +12.9% to +19.5%: 22 occurrences (4.3%) +19.5% to +26.1%: 17 occurrences (3.3%) 22.8% +26.1% to +32.8%: 15 occurrences (3.0%) +32.8% to +39.4%: 7 occurrences (1.4%) +39.4% to +46.1%: 6 occurrences (1.2%) 42.8% +46.1% to +52.7%: 3 occurrences (0.6%) +52.7% to +59.4%: 2 occurrences (0.4%) +59.4% to +66.0%: 1 occurrences (0.2%) 62.7%
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) 67.7% 24.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.6% Adjusts normal bell curve for real-world skewness (0.76) and kurtosis (4.77).
Standard Normal (Black-Scholes / GBM) 79.5% 39.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.5% 26.0% Filters for historical windows that started with volatility similar to current 20-day HV (411 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.7%
  • Recent 20-Day HV: 71.5%
  • Parkinson Intraday Volatility: 76.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -6.0%
  • Top 10% Move (90th percentile): +19.4%
  • Bottom 10% Move (10th percentile): -25.4%
  • Max Historical Gain (14d): +66.0%
  • Max Historical Loss (14d): -40.3%