Finance

LCTC Move Probability $3.50 -0.32 (-8.3%)

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)
36.8%
Stock touched +5.0% ($3.68) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
19.5%
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%)
±16.7%
$2.92 — $4.08

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-34.8% to -27.7%: 6 occurrences (1.2%) -31.3% -27.7% to -20.7%: 4 occurrences (0.8%) -20.7% to -13.6%: 26 occurrences (5.3%) -13.6% to -6.5%: 79 occurrences (16.2%) -10.1% -6.5% to +0.6%: 160 occurrences (32.9%) +0.6% to +7.6%: 138 occurrences (28.3%) +7.6% to +14.7%: 30 occurrences (6.2%) 11.2% +14.7% to +21.8%: 7 occurrences (1.4%) +21.8% to +28.9%: 18 occurrences (3.7%) +28.9% to +36.0%: 6 occurrences (1.2%) 32.4% +36.0% to +43.0%: 6 occurrences (1.2%) +43.0% to +50.1%: 1 occurrences (0.2%) +50.1% to +57.2%: 2 occurrences (0.4%) 53.6% +57.2% to +64.3%: 1 occurrences (0.2%) +64.3% to +71.3%: 1 occurrences (0.2%) +71.3% to +78.4%: 2 occurrences (0.4%) 74.9%
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) 36.8% 19.5% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.5% Adjusts normal bell curve for real-world skewness (-0.41) and kurtosis (20.03).
Standard Normal (Black-Scholes / GBM) 77.0% 38.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.0% 31.8% Filters for historical windows that started with volatility similar to current 20-day HV (154 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.7%
  • Recent 20-Day HV: 83.5%
  • Parkinson Intraday Volatility: 54.0%
  • Vol Trend: Expanded (+18% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.3%
  • Top 10% Move (90th percentile): +13.1%
  • Bottom 10% Move (10th percentile): -12.8%
  • Max Historical Gain (14d): +78.4%
  • Max Historical Loss (14d): -34.8%