Finance

QQQ Move Probability $704.70 +0.10 (+0.0%)

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)
22.5%
Stock touched +5.0% ($739.94) at least once during 14 trading days.
Median first touch: Day 7 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
1.46x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.0%
$669.17 — $740.23

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-13.3% to -11.5%: 4 occurrences (0.8%) -12.4% -11.5% to -9.6%: 3 occurrences (0.6%) -9.6% to -7.8%: 4 occurrences (0.8%) -7.8% to -6.0%: 13 occurrences (2.6%) -6.9% -6.0% to -4.2%: 25 occurrences (4.9%) -4.2% to -2.4%: 33 occurrences (6.5%) -2.4% to -0.5%: 69 occurrences (13.6%) -1.4% -0.5% to +1.3%: 99 occurrences (19.5%) +1.3% to +3.1%: 112 occurrences (22.1%) +3.1% to +4.9%: 65 occurrences (12.8%) 4.0% +4.9% to +6.7%: 30 occurrences (5.9%) +6.7% to +8.6%: 22 occurrences (4.3%) +8.6% to +10.4%: 12 occurrences (2.4%) 9.5% +10.4% to +12.2%: 8 occurrences (1.6%) +12.2% to +14.0%: 4 occurrences (0.8%) +14.0% to +15.8%: 4 occurrences (0.8%) 14.9%
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) 22.5% 15.4% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.1% Adjusts normal bell curve for real-world skewness (0.43) and kurtosis (9.42).
Standard Normal (Black-Scholes / GBM) 33.3% 16.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 11.6% 8.4% Filters for historical windows that started with volatility similar to current 20-day HV (155 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 21.4%
  • Recent 20-Day HV: 11.7%
  • Parkinson Intraday Volatility: 16.4%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +6.6%
  • Bottom 10% Move (10th percentile): -4.0%
  • Max Historical Gain (14d): +15.8%
  • Max Historical Loss (14d): -13.3%