Finance

ONCO Move Probability $0.43 +0.03 (+6.5%)

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)
75.2%
Stock touched +5.0% ($0.45) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
21.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.50x
You are 3.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±42.2%
$0.25 — $0.61

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%.

-84.5% to -73.0%: 11 occurrences (2.2%) -78.8% -73.0% to -61.6%: 30 occurrences (5.9%) -61.6% to -50.2%: 46 occurrences (9.1%) -50.2% to -38.7%: 56 occurrences (11.0%) -44.5% -38.7% to -27.3%: 53 occurrences (10.4%) -27.3% to -15.9%: 76 occurrences (15.0%) -15.9% to -4.4%: 66 occurrences (13.0%) -10.2% -4.4% to +7.0%: 73 occurrences (14.4%) +7.0% to +18.4%: 45 occurrences (8.9%) +18.4% to +29.9%: 28 occurrences (5.5%) 24.1% +29.9% to +41.3%: 11 occurrences (2.2%) +41.3% to +52.7%: 5 occurrences (1.0%) +52.7% to +64.2%: 2 occurrences (0.4%) 58.4% +64.2% to +75.6%: 3 occurrences (0.6%) +75.6% to +87.0%: 2 occurrences (0.4%) +87.0% to +98.5%: 1 occurrences (0.2%) 92.7%
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) 75.2% 21.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 45.3% Adjusts normal bell curve for real-world skewness (-1.03) and kurtosis (13.09).
Standard Normal (Black-Scholes / GBM) 90.8% 45.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.8% 18.2% Filters for historical windows that started with volatility similar to current 20-day HV (330 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 178.9%
  • Recent 20-Day HV: 141.4%
  • Parkinson Intraday Volatility: 141.1%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: -18.8%
  • Top 10% Move (90th percentile): +18.4%
  • Bottom 10% Move (10th percentile): -58.8%
  • Max Historical Gain (14d): +98.5%
  • Max Historical Loss (14d): -84.5%