Finance

PRLD Move Probability $3.65 +0.13 (+3.7%)

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)
83.0%
Stock touched +5.0% ($3.83) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
43.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±32.7%
$2.46 — $4.84

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-58.0% to -41.5%: 1 occurrences (0.2%) -49.8% -41.5% to -25.0%: 34 occurrences (7.0%) -25.0% to -8.5%: 113 occurrences (23.2%) -8.5% to +8.0%: 144 occurrences (29.6%) -0.2% +8.0% to +24.5%: 94 occurrences (19.3%) +24.5% to +41.0%: 58 occurrences (11.9%) +41.0% to +57.5%: 31 occurrences (6.4%) 49.3% +57.5% to +74.1%: 9 occurrences (1.8%) +74.1% to +90.6%: 1 occurrences (0.2%) +90.6% to +107.1%: 1 occurrences (0.2%) 98.8% +107.1% to +123.6%: 0 occurrences (0.0%) +123.6% to +140.1%: 0 occurrences (0.0%) +140.1% to +156.6%: 0 occurrences (0.0%) 148.4% +156.6% to +173.1%: 0 occurrences (0.0%) +173.1% to +189.6%: 0 occurrences (0.0%) +189.6% to +206.2%: 1 occurrences (0.2%) 197.9%
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) 83.0% 43.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.9% Adjusts normal bell curve for real-world skewness (0.95) and kurtosis (38.51).
Standard Normal (Black-Scholes / GBM) 88.1% 44.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 89.0% 53.0% Filters for historical windows that started with volatility similar to current 20-day HV (100 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 138.8%
  • Recent 20-Day HV: 60.6%
  • Parkinson Intraday Volatility: 118.6%
  • Vol Trend: Compressed (-56% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.2%
  • Top 10% Move (90th percentile): +38.6%
  • Bottom 10% Move (10th percentile): -22.9%
  • Max Historical Gain (14d): +206.2%
  • Max Historical Loss (14d): -58.0%