Finance

QXO Move Probability $10.88 +0.55 (+5.4%)

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)
16.1%
Stock touched +5.0% ($11.42) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
8.2%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.6%
$10.48 — $11.27

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-9.0% to -7.3%: 9 occurrences (1.7%) -8.1% -7.3% to -5.6%: 23 occurrences (4.4%) -5.6% to -3.9%: 27 occurrences (5.2%) -3.9% to -2.2%: 72 occurrences (13.8%) -3.1% -2.2% to -0.5%: 112 occurrences (21.5%) -0.5% to +1.2%: 106 occurrences (20.3%) +1.2% to +2.9%: 74 occurrences (14.2%) 2.0% +2.9% to +4.5%: 48 occurrences (9.2%) +4.5% to +6.2%: 26 occurrences (5.0%) +6.2% to +7.9%: 9 occurrences (1.7%) 7.1% +7.9% to +9.6%: 10 occurrences (1.9%) +9.6% to +11.3%: 2 occurrences (0.4%) +11.3% to +13.0%: 1 occurrences (0.2%) 12.2% +13.0% to +14.7%: 1 occurrences (0.2%) +14.7% to +16.4%: 0 occurrences (0.0%) +16.4% to +18.1%: 2 occurrences (0.4%) 17.2%
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) 16.1% 8.2% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.6% Adjusts normal bell curve for real-world skewness (0.5) and kurtosis (1.53).
Standard Normal (Black-Scholes / GBM) 17.8% 8.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 16.8% 8.9% Filters for historical windows that started with volatility similar to current 20-day HV (417 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 57.6%
  • Recent 20-Day HV: 64.3%
  • Parkinson Intraday Volatility: 48.0%
  • Vol Trend: Normal / Consistent

1-Day Return Quantiles

  • Median Return: -0.3%
  • Top 10% Move (90th percentile): +4.4%
  • Bottom 10% Move (10th percentile): -4.1%
  • Max Historical Gain (1d): +18.1%
  • Max Historical Loss (1d): -9.0%