Finance

QPRC Move Probability $0.24 +0.03 (+15.1%)

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)
70.2%
Stock touched +5.0% ($0.26) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
40.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±82.7%
$0.04 — $0.45

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%.

-73.2% to -49.4%: 21 occurrences (4.3%) -61.3% -49.4% to -25.6%: 77 occurrences (15.8%) -25.6% to -1.8%: 131 occurrences (26.9%) -1.8% to +22.0%: 118 occurrences (24.2%) 10.1% +22.0% to +45.8%: 59 occurrences (12.1%) +45.8% to +69.6%: 31 occurrences (6.4%) +69.6% to +93.4%: 21 occurrences (4.3%) 81.5% +93.4% to +117.2%: 1 occurrences (0.2%) +117.2% to +141.0%: 6 occurrences (1.2%) +141.0% to +164.8%: 5 occurrences (1.0%) 152.9% +164.8% to +188.6%: 10 occurrences (2.1%) +188.6% to +212.4%: 0 occurrences (0.0%) +212.4% to +236.2%: 5 occurrences (1.0%) 224.3% +236.2% to +260.0%: 0 occurrences (0.0%) +260.0% to +283.8%: 0 occurrences (0.0%) +283.8% to +307.6%: 2 occurrences (0.4%) 295.7%
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) 70.2% 40.0% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 48.4% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (8.34).
Standard Normal (Black-Scholes / GBM) 95.3% 47.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.3% 41.7% Filters for historical windows that started with volatility similar to current 20-day HV (72 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 350.8%
  • Recent 20-Day HV: 86.9%
  • Parkinson Intraday Volatility: 179.1%
  • Vol Trend: Compressed (-75% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +69.7%
  • Bottom 10% Move (10th percentile): -35.5%
  • Max Historical Gain (14d): +307.6%
  • Max Historical Loss (14d): -73.2%