Finance

PRIM Move Probability $72.74 +0.59 (+0.8%)

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)
71.1%
Stock touched +5.0% ($76.38) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
45.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.57x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.2%
$53.68 — $91.80

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%.

-31.6% to -1.2%: 187 occurrences (36.8%) -16.4% -1.2% to +29.3%: 302 occurrences (59.4%) +29.3% to +59.8%: 5 occurrences (1.0%) +59.8% to +90.3%: 0 occurrences (0.0%) 75.1% +90.3% to +120.8%: 0 occurrences (0.0%) +120.8% to +151.3%: 0 occurrences (0.0%) +151.3% to +181.7%: 0 occurrences (0.0%) 166.5% +181.7% to +212.2%: 0 occurrences (0.0%) +212.2% to +242.7%: 0 occurrences (0.0%) +242.7% to +273.2%: 0 occurrences (0.0%) 257.9% +273.2% to +303.7%: 0 occurrences (0.0%) +303.7% to +334.1%: 0 occurrences (0.0%) +334.1% to +364.6%: 2 occurrences (0.4%) 349.4% +364.6% to +395.1%: 1 occurrences (0.2%) +395.1% to +425.6%: 8 occurrences (1.6%) +425.6% to +456.1%: 3 occurrences (0.6%) 440.8%
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) 71.1% 45.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (14.46) and kurtosis (285.45).
Standard Normal (Black-Scholes / GBM) 85.2% 42.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.2% 48.9% Filters for historical windows that started with volatility similar to current 20-day HV (354 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 111.2%
  • Recent 20-Day HV: 47.6%
  • Parkinson Intraday Volatility: 43.0%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.8%
  • Top 10% Move (90th percentile): +21.9%
  • Bottom 10% Move (10th percentile): -12.1%
  • Max Historical Gain (14d): +456.1%
  • Max Historical Loss (14d): -31.6%