Finance

MEDS Move Probability $6.07 +4.45 (+274.4%)

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)
66.1%
Stock touched +5.0% ($6.37) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
21.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.02x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±55.6%
$2.69 — $9.44

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 380 historical windows (2025-02-21 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-91.6% to -63.9%: 14 occurrences (3.7%) -77.8% -63.9% to -36.1%: 85 occurrences (22.4%) -36.1% to -8.3%: 142 occurrences (37.4%) -8.3% to +19.4%: 89 occurrences (23.4%) 5.5% +19.4% to +47.2%: 24 occurrences (6.3%) +47.2% to +75.0%: 14 occurrences (3.7%) +75.0% to +102.7%: 5 occurrences (1.3%) 88.8% +102.7% to +130.5%: 6 occurrences (1.6%) +130.5% to +158.3%: 0 occurrences (0.0%) +158.3% to +186.0%: 0 occurrences (0.0%) 172.1% +186.0% to +213.8%: 0 occurrences (0.0%) +213.8% to +241.5%: 0 occurrences (0.0%) +241.5% to +269.3%: 0 occurrences (0.0%) 255.4% +269.3% to +297.1%: 0 occurrences (0.0%) +297.1% to +324.8%: 0 occurrences (0.0%) +324.8% to +352.6%: 1 occurrences (0.3%) 338.7%
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) 66.1% 21.8% Model-free reality across 380 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.7% Adjusts normal bell curve for real-world skewness (0.79) and kurtosis (40.36).
Standard Normal (Black-Scholes / GBM) 93.0% 46.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.5% 10.0% Filters for historical windows that started with volatility similar to current 20-day HV (40 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 235.9%
  • Recent 20-Day HV: 518.0%
  • Parkinson Intraday Volatility: 159.1%
  • Vol Trend: Expanded (+120% vs baseline)

14-Day Return Quantiles

  • Median Return: -21.5%
  • Top 10% Move (90th percentile): +34.4%
  • Bottom 10% Move (10th percentile): -50.5%
  • Max Historical Gain (14d): +352.6%
  • Max Historical Loss (14d): -91.6%