Finance

LCTX Move Probability $0.96 -0.03 (-2.9%)

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)
75.0%
Stock touched +5.0% ($1.00) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
33.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.3%
$0.79 — $1.12

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%.

-43.6% to -36.8%: 6 occurrences (1.2%) -40.2% -36.8% to -30.0%: 6 occurrences (1.2%) -30.0% to -23.1%: 9 occurrences (1.8%) -23.1% to -16.3%: 37 occurrences (7.3%) -19.7% -16.3% to -9.4%: 52 occurrences (10.2%) -9.4% to -2.6%: 92 occurrences (18.1%) -2.6% to +4.2%: 129 occurrences (25.4%) 0.8% +4.2% to +11.1%: 67 occurrences (13.2%) +11.1% to +17.9%: 41 occurrences (8.1%) +17.9% to +24.8%: 28 occurrences (5.5%) 21.3% +24.8% to +31.6%: 14 occurrences (2.8%) +31.6% to +38.4%: 6 occurrences (1.2%) +38.4% to +45.3%: 12 occurrences (2.4%) 41.9% +45.3% to +52.1%: 6 occurrences (1.2%) +52.1% to +59.0%: 1 occurrences (0.2%) +59.0% to +65.8%: 2 occurrences (0.4%) 62.4%
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) 75.0% 33.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.4% Adjusts normal bell curve for real-world skewness (-0.46) and kurtosis (9.03).
Standard Normal (Black-Scholes / GBM) 77.8% 38.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.2% 33.3% Filters for historical windows that started with volatility similar to current 20-day HV (345 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 73.5%
  • Recent 20-Day HV: 69.4%
  • Parkinson Intraday Volatility: 61.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +22.4%
  • Bottom 10% Move (10th percentile): -17.0%
  • Max Historical Gain (14d): +65.8%
  • Max Historical Loss (14d): -43.6%