Finance

LXEO Move Probability $3.02 -0.00 (-0.2%)

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)
77.6%
Stock touched +5.0% ($3.17) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.30x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.7%
$2.31 — $3.73

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%.

-52.1% to -40.5%: 9 occurrences (1.8%) -46.3% -40.5% to -28.9%: 23 occurrences (4.5%) -28.9% to -17.3%: 75 occurrences (14.8%) -17.3% to -5.6%: 115 occurrences (22.6%) -11.5% -5.6% to +6.0%: 123 occurrences (24.2%) +6.0% to +17.6%: 84 occurrences (16.5%) +17.6% to +29.2%: 34 occurrences (6.7%) 23.4% +29.2% to +40.8%: 18 occurrences (3.5%) +40.8% to +52.5%: 13 occurrences (2.6%) +52.5% to +64.1%: 8 occurrences (1.6%) 58.3% +64.1% to +75.7%: 1 occurrences (0.2%) +75.7% to +87.3%: 0 occurrences (0.0%) +87.3% to +99.0%: 2 occurrences (0.4%) 93.2% +99.0% to +110.6%: 1 occurrences (0.2%) +110.6% to +122.2%: 1 occurrences (0.2%) +122.2% to +133.8%: 1 occurrences (0.2%) 128.0%
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) 77.6% 33.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.0% Adjusts normal bell curve for real-world skewness (0.46) and kurtosis (6.54).
Standard Normal (Black-Scholes / GBM) 83.7% 41.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.1% 26.3% Filters for historical windows that started with volatility similar to current 20-day HV (308 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 100.4%
  • Recent 20-Day HV: 80.6%
  • Parkinson Intraday Volatility: 85.8%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.4%
  • Top 10% Move (90th percentile): +27.3%
  • Bottom 10% Move (10th percentile): -25.1%
  • Max Historical Gain (14d): +133.8%
  • Max Historical Loss (14d): -52.1%