Finance

QBAK Move Probability $3.04

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)
53.6%
Stock touched +5.0% ($3.19) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
39.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.37x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±32.7%
$2.04 — $4.04

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%.

-66.2% to -48.6%: 3 occurrences (0.6%) -57.4% -48.6% to -31.0%: 10 occurrences (2.1%) -31.0% to -13.3%: 35 occurrences (7.2%) -13.3% to +4.3%: 240 occurrences (49.3%) -4.5% +4.3% to +21.9%: 115 occurrences (23.6%) +21.9% to +39.5%: 38 occurrences (7.8%) +39.5% to +57.2%: 21 occurrences (4.3%) 48.3% +57.2% to +74.8%: 15 occurrences (3.1%) +74.8% to +92.4%: 7 occurrences (1.4%) +92.4% to +110.0%: 0 occurrences (0.0%) 101.2% +110.0% to +127.7%: 0 occurrences (0.0%) +127.7% to +145.3%: 0 occurrences (0.0%) +145.3% to +162.9%: 0 occurrences (0.0%) 154.1% +162.9% to +180.5%: 0 occurrences (0.0%) +180.5% to +198.2%: 0 occurrences (0.0%) +198.2% to +215.8%: 3 occurrences (0.6%) 207.0%
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) 53.6% 39.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.3% Adjusts normal bell curve for real-world skewness (0.11) and kurtosis (99.28).
Standard Normal (Black-Scholes / GBM) 88.2% 44.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.4% 52.8% Filters for historical windows that started with volatility similar to current 20-day HV (125 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 138.9%
  • Recent 20-Day HV: 151.3%
  • Parkinson Intraday Volatility: 52.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +36.4%
  • Bottom 10% Move (10th percentile): -13.3%
  • Max Historical Gain (14d): +215.8%
  • Max Historical Loss (14d): -66.2%