Finance

ORCU Move Probability $7.08 +0.53 (+8.1%)

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)
76.2%
Stock touched +5.0% ($7.43) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.22x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.8%
$5.11 — $9.05

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 210 historical windows (2025-11-20 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-59.9% to -51.3%: 6 occurrences (2.9%) -55.6% -51.3% to -42.6%: 11 occurrences (5.2%) -42.6% to -34.0%: 9 occurrences (4.3%) -34.0% to -25.3%: 16 occurrences (7.6%) -29.6% -25.3% to -16.7%: 27 occurrences (12.9%) -16.7% to -8.0%: 32 occurrences (15.2%) -8.0% to +0.6%: 27 occurrences (12.9%) -3.7% +0.6% to +9.3%: 19 occurrences (9.0%) +9.3% to +17.9%: 17 occurrences (8.1%) +17.9% to +26.5%: 18 occurrences (8.6%) 22.2% +26.5% to +35.2%: 8 occurrences (3.8%) +35.2% to +43.8%: 9 occurrences (4.3%) +43.8% to +52.5%: 2 occurrences (1.0%) 48.2% +52.5% to +61.1%: 6 occurrences (2.9%) +61.1% to +69.8%: 2 occurrences (1.0%) +69.8% to +78.4%: 1 occurrences (0.5%) 74.1%
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) 76.2% 34.3% Model-free reality across 210 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 42.1% Adjusts normal bell curve for real-world skewness (0.07) and kurtosis (0.66).
Standard Normal (Black-Scholes / GBM) 86.1% 43.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.1% 41.5% Filters for historical windows that started with volatility similar to current 20-day HV (142 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 118.1%
  • Recent 20-Day HV: 97.2%
  • Parkinson Intraday Volatility: 76.8%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: -6.5%
  • Top 10% Move (90th percentile): +32.8%
  • Bottom 10% Move (10th percentile): -37.0%
  • Max Historical Gain (14d): +78.4%
  • Max Historical Loss (14d): -59.9%