Finance

LUCD Move Probability $0.34 -0.02 (-5.1%)

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)
69.3%
Stock touched +5.0% ($0.35) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.0%
$0.28 — $0.39

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%.

-53.6% to -45.3%: 3 occurrences (0.6%) -49.4% -45.3% to -36.9%: 2 occurrences (0.4%) -36.9% to -28.6%: 3 occurrences (0.6%) -28.6% to -20.3%: 31 occurrences (6.1%) -24.4% -20.3% to -11.9%: 78 occurrences (15.4%) -11.9% to -3.6%: 91 occurrences (17.9%) -3.6% to +4.7%: 127 occurrences (25.0%) 0.6% +4.7% to +13.1%: 90 occurrences (17.7%) +13.1% to +21.4%: 43 occurrences (8.5%) +21.4% to +29.7%: 22 occurrences (4.3%) 25.6% +29.7% to +38.1%: 3 occurrences (0.6%) +38.1% to +46.4%: 2 occurrences (0.4%) +46.4% to +54.7%: 5 occurrences (1.0%) 50.6% +54.7% to +63.1%: 4 occurrences (0.8%) +63.1% to +71.4%: 2 occurrences (0.4%) +71.4% to +79.7%: 2 occurrences (0.4%) 75.6%
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) 69.3% 32.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.9% Adjusts normal bell curve for real-world skewness (-0.78) and kurtosis (6.95).
Standard Normal (Black-Scholes / GBM) 77.4% 38.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.5% 33.5% Filters for historical windows that started with volatility similar to current 20-day HV (167 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 71.9%
  • Recent 20-Day HV: 112.8%
  • Parkinson Intraday Volatility: 61.9%
  • Vol Trend: Expanded (+57% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +18.8%
  • Bottom 10% Move (10th percentile): -18.7%
  • Max Historical Gain (14d): +79.7%
  • Max Historical Loss (14d): -53.6%