Finance

LQDA Move Probability $33.97 +7.16 (+26.7%)

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)
77.0%
Stock touched +5.0% ($35.67) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
51.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.50x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.6%
$26.98 — $40.96

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-16 to 2026-10-14). The colored bar indicates the win zone for +5.0%.

-62.2% to -54.4%: 10 occurrences (2.0%) -58.3% -54.4% to -46.6%: 1 occurrences (0.2%) -46.6% to -38.8%: 0 occurrences (0.0%) -38.8% to -31.1%: 1 occurrences (0.2%) -35.0% -31.1% to -23.3%: 10 occurrences (2.0%) -23.3% to -15.5%: 32 occurrences (6.3%) -15.5% to -7.7%: 52 occurrences (10.2%) -11.6% -7.7% to +0.0%: 89 occurrences (17.5%) +0.0% to +7.8%: 87 occurrences (17.1%) +7.8% to +15.6%: 106 occurrences (20.9%) 11.7% +15.6% to +23.4%: 53 occurrences (10.4%) +23.4% to +31.2%: 18 occurrences (3.5%) +31.2% to +38.9%: 24 occurrences (4.7%) 35.0% +38.9% to +46.7%: 9 occurrences (1.8%) +46.7% to +54.5%: 8 occurrences (1.6%) +54.5% to +62.3%: 8 occurrences (1.6%) 58.4%
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) 77.0% 51.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.6% Adjusts normal bell curve for real-world skewness (-6.88) and kurtosis (110.88).
Standard Normal (Black-Scholes / GBM) 81.3% 40.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.4%
  • Recent 20-Day HV: 323.0%
  • Parkinson Intraday Volatility: 68.3%
  • Vol Trend: Expanded (+270% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.7%
  • Top 10% Move (90th percentile): +30.6%
  • Bottom 10% Move (10th percentile): -15.9%
  • Max Historical Gain (14d): +62.3%
  • Max Historical Loss (14d): -62.2%