Finance

QGEN Move Probability $50.02 +1.12 (+2.3%)

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)
45.3%
Stock touched +5.0% ($52.52) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
23.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.2%
$46.39 — $53.65

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%.

-19.5% to -16.4%: 12 occurrences (2.4%) -17.9% -16.4% to -13.4%: 12 occurrences (2.4%) -13.4% to -10.3%: 14 occurrences (2.8%) -10.3% to -7.3%: 31 occurrences (6.1%) -8.8% -7.3% to -4.2%: 33 occurrences (6.5%) -4.2% to -1.2%: 70 occurrences (13.8%) -1.2% to +1.9%: 96 occurrences (18.9%) 0.3% +1.9% to +4.9%: 120 occurrences (23.6%) +4.9% to +8.0%: 63 occurrences (12.4%) +8.0% to +11.0%: 31 occurrences (6.1%) 9.5% +11.0% to +14.1%: 16 occurrences (3.1%) +14.1% to +17.1%: 2 occurrences (0.4%) +17.1% to +20.2%: 2 occurrences (0.4%) 18.6% +20.2% to +23.2%: 2 occurrences (0.4%) +23.2% to +26.3%: 0 occurrences (0.0%) +26.3% to +29.3%: 4 occurrences (0.8%) 27.8%
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) 45.3% 23.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.0% Adjusts normal bell curve for real-world skewness (1.04) and kurtosis (11.02).
Standard Normal (Black-Scholes / GBM) 50.1% 25.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.7% 25.3% Filters for historical windows that started with volatility similar to current 20-day HV (241 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 30.8%
  • Recent 20-Day HV: 36.9%
  • Parkinson Intraday Volatility: 23.2%
  • Vol Trend: Expanded (+20% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +8.3%
  • Bottom 10% Move (10th percentile): -9.0%
  • Max Historical Gain (14d): +29.3%
  • Max Historical Loss (14d): -19.5%