Finance

LOCL Move Probability $0.94 +0.04 (+4.3%)

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)
54.8%
Stock touched +5.0% ($0.99) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
28.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.92x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.8%
$0.70 — $1.18

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-46.4% to -33.6%: 18 occurrences (3.6%) -40.0% -33.6% to -20.8%: 49 occurrences (9.7%) -20.8% to -8.0%: 117 occurrences (23.1%) -8.0% to +4.8%: 175 occurrences (34.5%) -1.6% +4.8% to +17.6%: 69 occurrences (13.6%) +17.6% to +30.4%: 24 occurrences (4.7%) +30.4% to +43.2%: 22 occurrences (4.3%) 36.8% +43.2% to +55.9%: 21 occurrences (4.1%) +55.9% to +68.7%: 6 occurrences (1.2%) +68.7% to +81.5%: 4 occurrences (0.8%) 75.1% +81.5% to +94.3%: 1 occurrences (0.2%) +94.3% to +107.1%: 0 occurrences (0.0%) +107.1% to +119.9%: 0 occurrences (0.0%) 113.5% +119.9% to +132.7%: 0 occurrences (0.0%) +132.7% to +145.5%: 0 occurrences (0.0%) +145.5% to +158.3%: 1 occurrences (0.2%) 151.9%
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) 54.8% 28.6% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.7% Adjusts normal bell curve for real-world skewness (1.74) and kurtosis (16.8).
Standard Normal (Black-Scholes / GBM) 85.0% 42.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.6% 36.4% Filters for historical windows that started with volatility similar to current 20-day HV (187 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 109.5%
  • Recent 20-Day HV: 68.7%
  • Parkinson Intraday Volatility: 49.5%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.2%
  • Top 10% Move (90th percentile): +32.2%
  • Bottom 10% Move (10th percentile): -25.8%
  • Max Historical Gain (14d): +158.3%
  • Max Historical Loss (14d): -46.4%