Finance

LEU Move Probability $108.92 -0.97 (-0.9%)

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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Touch Probability (First Passage)
82.3%
Stock touched +5.0% ($114.37) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.99x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.7%
$84.25 — $133.60

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%.

-38.9% to -31.1%: 11 occurrences (2.2%) -35.0% -31.1% to -23.3%: 36 occurrences (7.1%) -23.3% to -15.5%: 39 occurrences (7.7%) -15.5% to -7.7%: 85 occurrences (16.7%) -11.6% -7.7% to +0.0%: 82 occurrences (16.1%) +0.0% to +7.8%: 67 occurrences (13.2%) +7.8% to +15.6%: 54 occurrences (10.6%) 11.7% +15.6% to +23.4%: 28 occurrences (5.5%) +23.4% to +31.1%: 32 occurrences (6.3%) +31.1% to +38.9%: 25 occurrences (4.9%) 35.0% +38.9% to +46.7%: 21 occurrences (4.1%) +46.7% to +54.5%: 15 occurrences (3.0%) +54.5% to +62.2%: 4 occurrences (0.8%) 58.4% +62.2% to +70.0%: 2 occurrences (0.4%) +70.0% to +77.8%: 4 occurrences (0.8%) +77.8% to +85.6%: 3 occurrences (0.6%) 81.7%
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) 82.3% 41.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.5% Adjusts normal bell curve for real-world skewness (-0.07) and kurtosis (3.3).
Standard Normal (Black-Scholes / GBM) 82.9% 41.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 88.9% 47.9% Filters for historical windows that started with volatility similar to current 20-day HV (332 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 96.1%
  • Recent 20-Day HV: 71.4%
  • Parkinson Intraday Volatility: 73.9%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +38.6%
  • Bottom 10% Move (10th percentile): -22.0%
  • Max Historical Gain (14d): +85.6%
  • Max Historical Loss (14d): -38.9%