Finance

LTRN Move Probability $0.67 +0.01 (+1.0%)

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)
64.6%
Stock touched +5.0% ($0.70) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.8%
$0.46 — $0.88

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%.

-50.5% to +0.9%: 303 occurrences (59.6%) -24.8% +0.9% to +52.3%: 176 occurrences (34.6%) +52.3% to +103.7%: 12 occurrences (2.4%) +103.7% to +155.1%: 3 occurrences (0.6%) 129.4% +155.1% to +206.5%: 0 occurrences (0.0%) +206.5% to +257.9%: 3 occurrences (0.6%) +257.9% to +309.3%: 1 occurrences (0.2%) 283.6% +309.3% to +360.7%: 1 occurrences (0.2%) +360.7% to +412.1%: 0 occurrences (0.0%) +412.1% to +463.5%: 2 occurrences (0.4%) 437.8% +463.5% to +514.9%: 0 occurrences (0.0%) +514.9% to +566.3%: 2 occurrences (0.4%) +566.3% to +617.7%: 1 occurrences (0.2%) 592.0% +617.7% to +669.1%: 1 occurrences (0.2%) +669.1% to +720.5%: 1 occurrences (0.2%) +720.5% to +771.9%: 2 occurrences (0.4%) 746.2%
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) 64.6% 34.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.3% Adjusts normal bell curve for real-world skewness (9.23) and kurtosis (151.84).
Standard Normal (Black-Scholes / GBM) 87.4% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.2% 35.1% Filters for historical windows that started with volatility similar to current 20-day HV (379 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 130.8%
  • Recent 20-Day HV: 90.1%
  • Parkinson Intraday Volatility: 69.2%
  • Vol Trend: Compressed (-31% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.3%
  • Top 10% Move (90th percentile): +29.5%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +771.9%
  • Max Historical Loss (14d): -50.5%