Finance

LXRX Move Probability $1.55 -0.02 (-1.6%)

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)
78.3%
Stock touched +5.0% ($1.63) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
42.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.0%
$1.13 — $1.97

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%.

-61.2% to -53.1%: 5 occurrences (1.0%) -57.2% -53.1% to -45.0%: 12 occurrences (2.4%) -45.0% to -36.8%: 10 occurrences (2.0%) -36.8% to -28.7%: 10 occurrences (2.0%) -32.8% -28.7% to -20.6%: 14 occurrences (2.8%) -20.6% to -12.4%: 55 occurrences (10.8%) -12.4% to -4.3%: 89 occurrences (17.5%) -8.4% -4.3% to +3.8%: 90 occurrences (17.7%) +3.8% to +12.0%: 71 occurrences (14.0%) +12.0% to +20.1%: 36 occurrences (7.1%) 16.0% +20.1% to +28.2%: 45 occurrences (8.9%) +28.2% to +36.4%: 33 occurrences (6.5%) +36.4% to +44.5%: 20 occurrences (3.9%) 40.4% +44.5% to +52.6%: 11 occurrences (2.2%) +52.6% to +60.8%: 5 occurrences (1.0%) +60.8% to +68.9%: 2 occurrences (0.4%) 64.8%
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) 78.3% 42.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.5% Adjusts normal bell curve for real-world skewness (-3.38) and kurtosis (50.58).
Standard Normal (Black-Scholes / GBM) 85.7% 42.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.1% 38.5% Filters for historical windows that started with volatility similar to current 20-day HV (213 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 114.6%
  • Recent 20-Day HV: 57.8%
  • Parkinson Intraday Volatility: 84.3%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +33.0%
  • Bottom 10% Move (10th percentile): -20.1%
  • Max Historical Gain (14d): +68.9%
  • Max Historical Loss (14d): -61.2%