Finance

RANG Move Probability $10.86 +0.12 (+1.1%)

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)
0.0%
Stock touched +5.0% ($11.40) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.6%
$10.79 — $10.93

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 430 historical windows (2025-01-15 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-0.8% to -0.6%: 13 occurrences (3.0%) -0.7% -0.6% to -0.4%: 15 occurrences (3.5%) -0.4% to -0.3%: 1 occurrences (0.2%) -0.3% to -0.1%: 0 occurrences (0.0%) -0.2% -0.1% to +0.1%: 202 occurrences (47.0%) +0.1% to +0.3%: 39 occurrences (9.1%) +0.3% to +0.4%: 43 occurrences (10.0%) 0.4% +0.4% to +0.6%: 33 occurrences (7.7%) +0.6% to +0.8%: 3 occurrences (0.7%) +0.8% to +1.0%: 9 occurrences (2.1%) 0.9% +1.0% to +1.2%: 31 occurrences (7.2%) +1.2% to +1.3%: 21 occurrences (4.9%) +1.3% to +1.5%: 14 occurrences (3.3%) 1.4% +1.5% to +1.7%: 0 occurrences (0.0%) +1.7% to +1.9%: 1 occurrences (0.2%) +1.9% to +2.0%: 5 occurrences (1.2%) 2.0%
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) 0.0% 0.0% Model-free reality across 430 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (6.25) and kurtosis (54.75).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% 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 (93 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 2.6%
  • Recent 20-Day HV: 3.9%
  • Parkinson Intraday Volatility: 1.2%
  • Vol Trend: Expanded (+52% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +1.1%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +2.0%
  • Max Historical Loss (14d): -0.8%