Finance

RAMP Move Probability $38.20 +0.00 (+0.0%)

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)
44.4%
Stock touched +5.0% ($40.11) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
28.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.4%
$34.59 — $41.81

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-25.7% to -22.2%: 1 occurrences (0.2%) -23.9% -22.2% to -18.6%: 10 occurrences (2.1%) -18.6% to -15.1%: 13 occurrences (2.7%) -15.1% to -11.5%: 21 occurrences (4.3%) -13.3% -11.5% to -8.0%: 18 occurrences (3.7%) -8.0% to -4.4%: 35 occurrences (7.2%) -4.4% to -0.9%: 60 occurrences (12.3%) -2.7% -0.9% to +2.7%: 154 occurrences (31.6%) +2.7% to +6.2%: 53 occurrences (10.9%) +6.2% to +9.8%: 32 occurrences (6.6%) 8.0% +9.8% to +13.3%: 31 occurrences (6.4%) +13.3% to +16.8%: 26 occurrences (5.3%) +16.8% to +20.4%: 8 occurrences (1.6%) 18.6% +20.4% to +23.9%: 10 occurrences (2.1%) +23.9% to +27.5%: 9 occurrences (1.8%) +27.5% to +31.0%: 6 occurrences (1.2%) 29.3%
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) 44.4% 28.1% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.6% Adjusts normal bell curve for real-world skewness (1.82) and kurtosis (24.17).
Standard Normal (Black-Scholes / GBM) 60.5% 30.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (25 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 40.1%
  • Recent 20-Day HV: 8.0%
  • Parkinson Intraday Volatility: 30.2%
  • Vol Trend: Compressed (-80% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +14.5%
  • Bottom 10% Move (10th percentile): -10.2%
  • Max Historical Gain (14d): +31.0%
  • Max Historical Loss (14d): -25.7%