Finance

QQQ Move Probability $694.02 +3.49 (+0.5%)

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)
22.6%
Stock touched +5.0% ($728.73) 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
1.47x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.1%
$658.76 — $729.29

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). 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%: 17 occurrences (3.3%) -6.9% -6.0% to -4.2%: 26 occurrences (5.1%) -4.2% to -2.4%: 36 occurrences (7.1%) -2.4% to -0.5%: 71 occurrences (14.0%) -1.4% -0.5% to +1.3%: 95 occurrences (18.7%) +1.3% to +3.1%: 102 occurrences (20.1%) +3.1% to +4.9%: 70 occurrences (13.8%) 4.0% +4.9% to +6.7%: 30 occurrences (5.9%) +6.7% to +8.6%: 23 occurrences (4.5%) +8.6% to +10.4%: 11 occurrences (2.2%) 9.5% +10.4% to +12.2%: 8 occurrences (1.6%) +12.2% to +14.0%: 4 occurrences (0.8%) +14.0% to +15.9%: 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) 22.6% 15.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.4% Adjusts normal bell curve for real-world skewness (0.39) and kurtosis (9.12).
Standard Normal (Black-Scholes / GBM) 33.7% 16.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.1% 14.1% Filters for historical windows that started with volatility similar to current 20-day HV (320 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 21.6%
  • Recent 20-Day HV: 22.9%
  • Parkinson Intraday Volatility: 16.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +6.6%
  • Bottom 10% Move (10th percentile): -4.2%
  • Max Historical Gain (14d): +15.9%
  • Max Historical Loss (14d): -13.3%