Finance

QURE Move Probability $22.68 -0.02 (-0.1%)

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)
83.3%
Stock touched +5.0% ($23.82) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
51.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.63x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±53.1%
$10.63 — $34.74

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%.

-58.8% to +8.7%: 290 occurrences (57.1%) -25.1% +8.7% to +76.3%: 160 occurrences (31.5%) +76.3% to +143.9%: 18 occurrences (3.5%) +143.9% to +211.5%: 14 occurrences (2.8%) 177.7% +211.5% to +279.1%: 7 occurrences (1.4%) +279.1% to +346.7%: 3 occurrences (0.6%) +346.7% to +414.3%: 2 occurrences (0.4%) 380.5% +414.3% to +481.9%: 0 occurrences (0.0%) +481.9% to +549.5%: 0 occurrences (0.0%) +549.5% to +617.1%: 0 occurrences (0.0%) 583.3% +617.1% to +684.7%: 0 occurrences (0.0%) +684.7% to +752.3%: 0 occurrences (0.0%) +752.3% to +819.9%: 7 occurrences (1.4%) 786.1% +819.9% to +887.5%: 2 occurrences (0.4%) +887.5% to +955.1%: 2 occurrences (0.4%) +955.1% to +1022.7%: 3 occurrences (0.6%) 988.9%
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) 83.3% 51.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.4% Adjusts normal bell curve for real-world skewness (8.82) and kurtosis (124.47).
Standard Normal (Black-Scholes / GBM) 92.7% 46.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.8% 42.4% Filters for historical windows that started with volatility similar to current 20-day HV (99 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 225.4%
  • Recent 20-Day HV: 171.8%
  • Parkinson Intraday Volatility: 81.0%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.8%
  • Top 10% Move (90th percentile): +103.7%
  • Bottom 10% Move (10th percentile): -27.7%
  • Max Historical Gain (14d): +1022.7%
  • Max Historical Loss (14d): -58.8%