Finance

QUIK Move Probability $9.56 +0.31 (+3.4%)

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)
78.1%
Stock touched +5.0% ($10.04) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
42.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.8%
$7.77 — $11.36

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%.

-33.2% to -25.9%: 18 occurrences (3.5%) -29.6% -25.9% to -18.7%: 38 occurrences (7.5%) -18.7% to -11.4%: 59 occurrences (11.6%) -11.4% to -4.1%: 84 occurrences (16.5%) -7.8% -4.1% to +3.1%: 70 occurrences (13.8%) +3.1% to +10.4%: 97 occurrences (19.1%) +10.4% to +17.7%: 65 occurrences (12.8%) 14.0% +17.7% to +24.9%: 28 occurrences (5.5%) +24.9% to +32.2%: 23 occurrences (4.5%) +32.2% to +39.5%: 6 occurrences (1.2%) 35.8% +39.5% to +46.7%: 3 occurrences (0.6%) +46.7% to +54.0%: 9 occurrences (1.8%) +54.0% to +61.3%: 5 occurrences (1.0%) 57.6% +61.3% to +68.5%: 1 occurrences (0.2%) +68.5% to +75.8%: 1 occurrences (0.2%) +75.8% to +83.1%: 1 occurrences (0.2%) 79.4%
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) 78.1% 42.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.3% Adjusts normal bell curve for real-world skewness (0.23) and kurtosis (1.8).
Standard Normal (Black-Scholes / GBM) 79.5% 39.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.7% 48.9% Filters for historical windows that started with volatility similar to current 20-day HV (137 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.7%
  • Recent 20-Day HV: 49.3%
  • Parkinson Intraday Volatility: 56.2%
  • Vol Trend: Compressed (-38% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +23.2%
  • Bottom 10% Move (10th percentile): -19.5%
  • Max Historical Gain (14d): +83.1%
  • Max Historical Loss (14d): -33.2%