Finance

OSRH Move Probability $0.12 -0.13 (-53.2%)

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)
57.9%
Stock touched +5.0% ($0.12) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
27.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±45.9%
$0.06 — $0.17

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%.

-80.5% to -67.9%: 11 occurrences (2.2%) -74.2% -67.9% to -55.2%: 13 occurrences (2.6%) -55.2% to -42.6%: 25 occurrences (4.9%) -42.6% to -29.9%: 30 occurrences (5.9%) -36.2% -29.9% to -17.2%: 63 occurrences (12.4%) -17.2% to -4.6%: 93 occurrences (18.3%) -4.6% to +8.1%: 150 occurrences (29.5%) 1.7% +8.1% to +20.7%: 44 occurrences (8.7%) +20.7% to +33.4%: 36 occurrences (7.1%) +33.4% to +46.0%: 20 occurrences (3.9%) 39.7% +46.0% to +58.7%: 7 occurrences (1.4%) +58.7% to +71.4%: 2 occurrences (0.4%) +71.4% to +84.0%: 0 occurrences (0.0%) 77.7% +84.0% to +96.7%: 0 occurrences (0.0%) +96.7% to +109.3%: 7 occurrences (1.4%) +109.3% to +122.0%: 7 occurrences (1.4%) 115.6%
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) 57.9% 27.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.5% Adjusts normal bell curve for real-world skewness (0.13) and kurtosis (26.7).
Standard Normal (Black-Scholes / GBM) 91.5% 45.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 194.7%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 116.4%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.3%
  • Top 10% Move (90th percentile): +30.1%
  • Bottom 10% Move (10th percentile): -41.8%
  • Max Historical Gain (14d): +122.0%
  • Max Historical Loss (14d): -80.5%