Finance

LUCK Move Probability $4.67 -0.45 (-8.7%)

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)
59.1%
Stock touched +5.0% ($4.90) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
23.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.54x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.2%
$4.10 — $5.24

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%.

-31.7% to -27.6%: 1 occurrences (0.2%) -29.6% -27.6% to -23.4%: 3 occurrences (0.6%) -23.4% to -19.3%: 9 occurrences (1.8%) -19.3% to -15.2%: 25 occurrences (4.9%) -17.3% -15.2% to -11.1%: 48 occurrences (9.4%) -11.1% to -7.0%: 64 occurrences (12.6%) -7.0% to -2.9%: 93 occurrences (18.3%) -4.9% -2.9% to +1.2%: 80 occurrences (15.7%) +1.2% to +5.4%: 72 occurrences (14.2%) +5.4% to +9.5%: 48 occurrences (9.4%) 7.4% +9.5% to +13.6%: 29 occurrences (5.7%) +13.6% to +17.7%: 17 occurrences (3.3%) +17.7% to +21.8%: 9 occurrences (1.8%) 19.8% +21.8% to +25.9%: 5 occurrences (1.0%) +25.9% to +30.0%: 4 occurrences (0.8%) +30.0% to +34.2%: 1 occurrences (0.2%) 32.1%
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) 59.1% 23.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.5% Adjusts normal bell curve for real-world skewness (-0.22) and kurtosis (3.06).
Standard Normal (Black-Scholes / GBM) 69.0% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.7% 27.1% Filters for historical windows that started with volatility similar to current 20-day HV (362 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.9%
  • Recent 20-Day HV: 62.5%
  • Parkinson Intraday Volatility: 41.5%
  • Vol Trend: Expanded (+20% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.3%
  • Top 10% Move (90th percentile): +11.0%
  • Bottom 10% Move (10th percentile): -13.8%
  • Max Historical Gain (14d): +34.2%
  • Max Historical Loss (14d): -31.7%