Finance

QURT Move Probability $0.36 +0.01 (+2.9%)

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)
25.9%
Stock touched +5.0% ($0.38) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
13.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.2%
$0.30 — $0.42

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-30.0% to -26.1%: 12 occurrences (2.5%) -28.0% -26.1% to -22.1%: 2 occurrences (0.4%) -22.1% to -18.2%: 32 occurrences (6.6%) -18.2% to -14.3%: 21 occurrences (4.3%) -16.2% -14.3% to -10.3%: 44 occurrences (9.1%) -10.3% to -6.4%: 32 occurrences (6.6%) -6.4% to -2.4%: 22 occurrences (4.5%) -4.4% -2.4% to +1.5%: 230 occurrences (47.3%) +1.5% to +5.4%: 28 occurrences (5.8%) +5.4% to +9.4%: 27 occurrences (5.6%) 7.4% +9.4% to +13.3%: 12 occurrences (2.5%) +13.3% to +17.2%: 9 occurrences (1.9%) +17.2% to +21.2%: 0 occurrences (0.0%) 19.2% +21.2% to +25.1%: 2 occurrences (0.4%) +25.1% to +29.1%: 0 occurrences (0.0%) +29.1% to +33.0%: 13 occurrences (2.7%) 31.0%
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) 25.9% 13.4% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.0% Adjusts normal bell curve for real-world skewness (1.42) and kurtosis (30.73).
Standard Normal (Black-Scholes / GBM) 76.3% 38.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.7%
  • Recent 20-Day HV: 10.0%
  • Parkinson Intraday Volatility: 33.1%
  • Vol Trend: Compressed (-85% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +7.5%
  • Bottom 10% Move (10th percentile): -16.7%
  • Max Historical Gain (14d): +33.0%
  • Max Historical Loss (14d): -30.0%