Finance

QXO Move Probability $11.04 +0.71 (+6.9%)

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)
63.1%
Stock touched +5.0% ($11.59) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
29.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.6%
$9.54 — $12.53

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-25.1% to -20.7%: 5 occurrences (1.0%) -22.9% -20.7% to -16.3%: 23 occurrences (4.5%) -16.3% to -11.8%: 52 occurrences (10.2%) -11.8% to -7.4%: 73 occurrences (14.3%) -9.6% -7.4% to -3.0%: 75 occurrences (14.7%) -3.0% to +1.4%: 78 occurrences (15.3%) +1.4% to +5.8%: 67 occurrences (13.2%) 3.6% +5.8% to +10.2%: 48 occurrences (9.4%) +10.2% to +14.7%: 32 occurrences (6.3%) +14.7% to +19.1%: 21 occurrences (4.1%) 16.9% +19.1% to +23.5%: 12 occurrences (2.4%) +23.5% to +27.9%: 11 occurrences (2.2%) +27.9% to +32.3%: 4 occurrences (0.8%) 30.1% +32.3% to +36.8%: 3 occurrences (0.6%) +36.8% to +41.2%: 3 occurrences (0.6%) +41.2% to +45.6%: 2 occurrences (0.4%) 43.4%
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) 63.1% 29.1% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.4% Adjusts normal bell curve for real-world skewness (0.5) and kurtosis (1.52).
Standard Normal (Black-Scholes / GBM) 71.9% 36.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.3% 27.2% Filters for historical windows that started with volatility similar to current 20-day HV (390 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 57.6%
  • Recent 20-Day HV: 66.2%
  • Parkinson Intraday Volatility: 48.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.7%
  • Top 10% Move (90th percentile): +15.1%
  • Bottom 10% Move (10th percentile): -14.1%
  • Max Historical Gain (14d): +45.6%
  • Max Historical Loss (14d): -25.1%