Finance

LIQT Move Probability $0.37 -0.01 (-1.4%)

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)
58.3%
Stock touched +5.0% ($0.39) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±43.2%
$0.21 — $0.53

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%.

-47.2% to +11.3%: 376 occurrences (74.0%) -18.0% +11.3% to +69.7%: 104 occurrences (20.5%) +69.7% to +128.2%: 10 occurrences (2.0%) +128.2% to +186.7%: 4 occurrences (0.8%) 157.5% +186.7% to +245.2%: 0 occurrences (0.0%) +245.2% to +303.7%: 0 occurrences (0.0%) +303.7% to +362.1%: 0 occurrences (0.0%) 332.9% +362.1% to +420.6%: 0 occurrences (0.0%) +420.6% to +479.1%: 0 occurrences (0.0%) +479.1% to +537.6%: 0 occurrences (0.0%) 508.3% +537.6% to +596.1%: 0 occurrences (0.0%) +596.1% to +654.5%: 0 occurrences (0.0%) +654.5% to +713.0%: 3 occurrences (0.6%) 683.8% +713.0% to +771.5%: 0 occurrences (0.0%) +771.5% to +830.0%: 7 occurrences (1.4%) +830.0% to +888.4%: 4 occurrences (0.8%) 859.2%
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) 58.3% 32.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.2% Adjusts normal bell curve for real-world skewness (13.71) and kurtosis (248.74).
Standard Normal (Black-Scholes / GBM) 91.0% 45.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.9% 20.9% Filters for historical windows that started with volatility similar to current 20-day HV (182 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 183.2%
  • Recent 20-Day HV: 115.4%
  • Parkinson Intraday Volatility: 49.4%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.4%
  • Top 10% Move (90th percentile): +28.0%
  • Bottom 10% Move (10th percentile): -21.6%
  • Max Historical Gain (14d): +888.4%
  • Max Historical Loss (14d): -47.2%