Finance

RCEL Move Probability $15.29 +1.53 (+11.2%)

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)
71.3%
Stock touched +5.0% ($16.05) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.6%
Stock closed at or beyond +5.0% at the end of the 14-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%)
±21.6%
$11.99 — $18.59

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%.

-37.9% to -27.2%: 32 occurrences (6.3%) -32.5% -27.2% to -16.4%: 41 occurrences (8.1%) -16.4% to -5.7%: 103 occurrences (20.3%) -5.7% to +5.1%: 147 occurrences (28.9%) -0.3% +5.1% to +15.8%: 82 occurrences (16.1%) +15.8% to +26.5%: 48 occurrences (9.4%) +26.5% to +37.3%: 36 occurrences (7.1%) 31.9% +37.3% to +48.0%: 5 occurrences (1.0%) +48.0% to +58.8%: 2 occurrences (0.4%) +58.8% to +69.5%: 2 occurrences (0.4%) 64.1% +69.5% to +80.2%: 3 occurrences (0.6%) +80.2% to +91.0%: 0 occurrences (0.0%) +91.0% to +101.7%: 0 occurrences (0.0%) 96.3% +101.7% to +112.5%: 0 occurrences (0.0%) +112.5% to +123.2%: 3 occurrences (0.6%) +123.2% to +133.9%: 4 occurrences (0.8%) 128.6%
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) 71.3% 36.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.2% Adjusts normal bell curve for real-world skewness (0.65) and kurtosis (24.16).
Standard Normal (Black-Scholes / GBM) 82.1% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.7% 37.3% Filters for historical windows that started with volatility similar to current 20-day HV (225 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 91.5%
  • Recent 20-Day HV: 51.6%
  • Parkinson Intraday Volatility: 54.2%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +27.4%
  • Bottom 10% Move (10th percentile): -21.2%
  • Max Historical Gain (14d): +133.9%
  • Max Historical Loss (14d): -37.9%