Finance

QID Move Probability $13.73 -0.30 (-2.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
47.2%
Stock touched +5.0% ($14.42) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
15.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.08x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.3%
$12.32 — $15.15

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%.

-27.6% to -24.0%: 5 occurrences (1.0%) -25.8% -24.0% to -20.4%: 6 occurrences (1.2%) -20.4% to -16.7%: 11 occurrences (2.2%) -16.7% to -13.1%: 22 occurrences (4.3%) -14.9% -13.1% to -9.5%: 31 occurrences (6.1%) -9.5% to -5.9%: 71 occurrences (14.0%) -5.9% to -2.2%: 115 occurrences (22.6%) -4.0% -2.2% to +1.4%: 98 occurrences (19.3%) +1.4% to +5.0%: 71 occurrences (14.0%) +5.0% to +8.6%: 37 occurrences (7.3%) 6.8% +8.6% to +12.3%: 22 occurrences (4.3%) +12.3% to +15.9%: 5 occurrences (1.0%) +15.9% to +19.5%: 6 occurrences (1.2%) 17.7% +19.5% to +23.1%: 2 occurrences (0.4%) +23.1% to +26.7%: 2 occurrences (0.4%) +26.7% to +30.4%: 4 occurrences (0.8%) 28.6%
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) 47.2% 15.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.1% Adjusts normal bell curve for real-world skewness (-1.44) and kurtosis (18.34).
Standard Normal (Black-Scholes / GBM) 63.5% 31.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.0% 16.6% Filters for historical windows that started with volatility similar to current 20-day HV (319 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.7%
  • Recent 20-Day HV: 30.9%
  • Parkinson Intraday Volatility: 31.8%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.3%
  • Top 10% Move (90th percentile): +7.7%
  • Bottom 10% Move (10th percentile): -12.1%
  • Max Historical Gain (14d): +30.4%
  • Max Historical Loss (14d): -27.6%