Finance

QSI Move Probability $1.22 +0.05 (+4.7%)

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)
75.4%
Stock touched +5.0% ($1.28) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±32.4%
$0.83 — $1.61

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%.

-49.4% to -30.2%: 33 occurrences (6.5%) -39.8% -30.2% to -11.1%: 116 occurrences (22.8%) -11.1% to +8.1%: 190 occurrences (37.4%) +8.1% to +27.2%: 87 occurrences (17.1%) 17.7% +27.2% to +46.4%: 36 occurrences (7.1%) +46.4% to +65.6%: 20 occurrences (3.9%) +65.6% to +84.7%: 9 occurrences (1.8%) 75.1% +84.7% to +103.9%: 7 occurrences (1.4%) +103.9% to +123.0%: 4 occurrences (0.8%) +123.0% to +142.2%: 3 occurrences (0.6%) 132.6% +142.2% to +161.4%: 0 occurrences (0.0%) +161.4% to +180.5%: 1 occurrences (0.2%) +180.5% to +199.7%: 1 occurrences (0.2%) 190.1% +199.7% to +218.8%: 0 occurrences (0.0%) +218.8% to +238.0%: 0 occurrences (0.0%) +238.0% to +257.1%: 1 occurrences (0.2%) 247.6%
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) 75.4% 36.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.5% Adjusts normal bell curve for real-world skewness (2.8) and kurtosis (20.39).
Standard Normal (Black-Scholes / GBM) 88.0% 44.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.2% 24.2% Filters for historical windows that started with volatility similar to current 20-day HV (66 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 137.3%
  • Recent 20-Day HV: 188.4%
  • Parkinson Intraday Volatility: 102.1%
  • Vol Trend: Expanded (+37% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.4%
  • Top 10% Move (90th percentile): +40.8%
  • Bottom 10% Move (10th percentile): -25.3%
  • Max Historical Gain (14d): +257.1%
  • Max Historical Loss (14d): -49.4%