Finance

LOAR Move Probability $62.98 +0.81 (+1.3%)

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)
57.7%
Stock touched +5.0% ($66.13) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.2%
$56.57 — $69.39

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%.

-22.2% to -18.3%: 11 occurrences (2.2%) -20.3% -18.3% to -14.4%: 18 occurrences (3.5%) -14.4% to -10.6%: 53 occurrences (10.4%) -10.6% to -6.7%: 55 occurrences (10.8%) -8.6% -6.7% to -2.8%: 76 occurrences (15.0%) -2.8% to +1.0%: 68 occurrences (13.4%) +1.0% to +4.9%: 78 occurrences (15.4%) 3.0% +4.9% to +8.8%: 55 occurrences (10.8%) +8.8% to +12.7%: 48 occurrences (9.4%) +12.7% to +16.5%: 18 occurrences (3.5%) 14.6% +16.5% to +20.4%: 9 occurrences (1.8%) +20.4% to +24.3%: 7 occurrences (1.4%) +24.3% to +28.2%: 5 occurrences (1.0%) 26.2% +28.2% to +32.0%: 3 occurrences (0.6%) +32.0% to +35.9%: 3 occurrences (0.6%) +35.9% to +39.8%: 1 occurrences (0.2%) 37.8%
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) 57.7% 29.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.9% Adjusts normal bell curve for real-world skewness (-0.2) and kurtosis (2.4).
Standard Normal (Black-Scholes / GBM) 63.2% 31.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 42.3% 20.5% Filters for historical windows that started with volatility similar to current 20-day HV (78 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.2%
  • Recent 20-Day HV: 22.3%
  • Parkinson Intraday Volatility: 36.9%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +11.9%
  • Bottom 10% Move (10th percentile): -12.6%
  • Max Historical Gain (14d): +39.8%
  • Max Historical Loss (14d): -22.2%