Finance

RAPP Move Probability $25.01 -4.31 (-14.7%)

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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Touch Probability (First Passage)
77.2%
Stock touched +5.0% ($26.26) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.0%
$19.00 — $31.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-56.6% to -45.7%: 3 occurrences (0.6%) -51.1% -45.7% to -34.9%: 6 occurrences (1.2%) -34.9% to -24.1%: 22 occurrences (4.3%) -24.1% to -13.3%: 49 occurrences (9.6%) -18.7% -13.3% to -2.4%: 126 occurrences (24.8%) -2.4% to +8.4%: 151 occurrences (29.7%) +8.4% to +19.2%: 70 occurrences (13.8%) 13.8% +19.2% to +30.0%: 43 occurrences (8.5%) +30.0% to +40.9%: 21 occurrences (4.1%) +40.9% to +51.7%: 4 occurrences (0.8%) 46.3% +51.7% to +62.5%: 4 occurrences (0.8%) +62.5% to +73.3%: 3 occurrences (0.6%) +73.3% to +84.1%: 4 occurrences (0.8%) 78.7% +84.1% to +95.0%: 0 occurrences (0.0%) +95.0% to +105.8%: 1 occurrences (0.2%) +105.8% to +116.6%: 1 occurrences (0.2%) 111.2%
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) 77.2% 38.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.7% Adjusts normal bell curve for real-world skewness (3.36) and kurtosis (46.03).
Standard Normal (Black-Scholes / GBM) 83.9% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 80.2% 41.3% Filters for historical windows that started with volatility similar to current 20-day HV (368 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.0%
  • Recent 20-Day HV: 69.3%
  • Parkinson Intraday Volatility: 67.2%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +26.6%
  • Bottom 10% Move (10th percentile): -18.9%
  • Max Historical Gain (14d): +116.6%
  • Max Historical Loss (14d): -56.6%