Finance

LFMD Move Probability $2.15 -0.10 (-4.2%)

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)
67.7%
Stock touched +5.0% ($2.26) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.15x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.5%
$1.67 — $2.63

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%.

-48.7% to -40.7%: 5 occurrences (1.0%) -44.7% -40.7% to -32.7%: 15 occurrences (3.0%) -32.7% to -24.8%: 16 occurrences (3.1%) -24.8% to -16.8%: 68 occurrences (13.4%) -20.8% -16.8% to -8.8%: 91 occurrences (17.9%) -8.8% to -0.8%: 104 occurrences (20.5%) -0.8% to +7.2%: 56 occurrences (11.0%) 3.2% +7.2% to +15.2%: 43 occurrences (8.5%) +15.2% to +23.1%: 24 occurrences (4.7%) +23.1% to +31.1%: 28 occurrences (5.5%) 27.1% +31.1% to +39.1%: 17 occurrences (3.3%) +39.1% to +47.1%: 14 occurrences (2.8%) +47.1% to +55.1%: 16 occurrences (3.1%) 51.1% +55.1% to +63.1%: 6 occurrences (1.2%) +63.1% to +71.0%: 3 occurrences (0.6%) +71.0% to +79.0%: 2 occurrences (0.4%) 75.0%
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% 31.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.6% Adjusts normal bell curve for real-world skewness (-1.31) and kurtosis (22.74).
Standard Normal (Black-Scholes / GBM) 82.8% 41.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.0% 18.4% Filters for historical windows that started with volatility similar to current 20-day HV (87 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 95.5%
  • Recent 20-Day HV: 43.1%
  • Parkinson Intraday Volatility: 66.6%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +32.8%
  • Bottom 10% Move (10th percentile): -22.1%
  • Max Historical Gain (14d): +79.0%
  • Max Historical Loss (14d): -48.7%