Finance

QBTX Move Probability $11.50 +0.36 (+3.2%)

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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Touch Probability (First Passage)
82.5%
Stock touched +5.0% ($12.08) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
41.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±76.2%
$2.74 — $20.26

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 361 historical windows (2025-04-25 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-72.6% to +245.8%: 346 occurrences (95.8%) 86.6% +245.8% to +564.2%: 6 occurrences (1.7%) +564.2% to +882.6%: 0 occurrences (0.0%) +882.6% to +1201.0%: 0 occurrences (0.0%) 1041.8% +1201.0% to +1519.4%: 0 occurrences (0.0%) +1519.4% to +1837.8%: 0 occurrences (0.0%) +1837.8% to +2156.2%: 2 occurrences (0.6%) 1997.0% +2156.2% to +2474.6%: 0 occurrences (0.0%) +2474.6% to +2793.0%: 0 occurrences (0.0%) +2793.0% to +3111.4%: 1 occurrences (0.3%) 2952.2% +3111.4% to +3429.9%: 0 occurrences (0.0%) +3429.9% to +3748.3%: 0 occurrences (0.0%) +3748.3% to +4066.7%: 0 occurrences (0.0%) 3907.5% +4066.7% to +4385.1%: 1 occurrences (0.3%) +4385.1% to +4703.5%: 1 occurrences (0.3%) +4703.5% to +5021.9%: 4 occurrences (1.1%) 4862.7%
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) 82.5% 41.0% Model-free reality across 361 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.5% Adjusts normal bell curve for real-world skewness (8.71) and kurtosis (122.71).
Standard Normal (Black-Scholes / GBM) 94.9% 47.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.1% 50.0% Filters for historical windows that started with volatility similar to current 20-day HV (146 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 323.1%
  • Recent 20-Day HV: 133.1%
  • Parkinson Intraday Volatility: 139.7%
  • Vol Trend: Compressed (-59% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.1%
  • Top 10% Move (90th percentile): +122.6%
  • Bottom 10% Move (10th percentile): -44.8%
  • Max Historical Gain (14d): +5021.9%
  • Max Historical Loss (14d): -72.6%