Finance

QMCO Move Probability $17.61 -1.38 (-7.3%)

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)
79.9%
Stock touched +5.0% ($18.49) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
46.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±56.2%
$7.72 — $27.50

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%.

-54.4% to +111.3%: 464 occurrences (91.3%) 28.5% +111.3% to +277.1%: 13 occurrences (2.6%) +277.1% to +442.9%: 8 occurrences (1.6%) +442.9% to +608.7%: 2 occurrences (0.4%) 525.8% +608.7% to +774.4%: 3 occurrences (0.6%) +774.4% to +940.2%: 3 occurrences (0.6%) +940.2% to +1106.0%: 5 occurrences (1.0%) 1023.1% +1106.0% to +1271.8%: 2 occurrences (0.4%) +1271.8% to +1437.6%: 0 occurrences (0.0%) +1437.6% to +1603.3%: 2 occurrences (0.4%) 1520.4% +1603.3% to +1769.1%: 3 occurrences (0.6%) +1769.1% to +1934.9%: 2 occurrences (0.4%) +1934.9% to +2100.7%: 0 occurrences (0.0%) 2017.8% +2100.7% to +2266.4%: 0 occurrences (0.0%) +2266.4% to +2432.2%: 0 occurrences (0.0%) +2432.2% to +2598.0%: 1 occurrences (0.2%) 2515.1%
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) 79.9% 46.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.0% Adjusts normal bell curve for real-world skewness (7.33) and kurtosis (91.52).
Standard Normal (Black-Scholes / GBM) 93.1% 46.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.6% 45.4% Filters for historical windows that started with volatility similar to current 20-day HV (284 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 238.2%
  • Recent 20-Day HV: 115.1%
  • Parkinson Intraday Volatility: 129.7%
  • Vol Trend: Compressed (-52% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.7%
  • Top 10% Move (90th percentile): +92.5%
  • Bottom 10% Move (10th percentile): -30.3%
  • Max Historical Gain (14d): +2598.0%
  • Max Historical Loss (14d): -54.4%