Finance

RCKT Move Probability $2.19 -0.15 (-6.2%)

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)
72.2%
Stock touched +5.0% ($2.30) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.51x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.1%
$1.67 — $2.72

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%.

-64.0% to -56.3%: 6 occurrences (1.2%) -60.1% -56.3% to -48.6%: 8 occurrences (1.6%) -48.6% to -40.9%: 3 occurrences (0.6%) -40.9% to -33.2%: 7 occurrences (1.4%) -37.0% -33.2% to -25.5%: 13 occurrences (2.6%) -25.5% to -17.7%: 53 occurrences (10.4%) -17.7% to -10.0%: 90 occurrences (17.7%) -13.9% -10.0% to -2.3%: 91 occurrences (17.9%) -2.3% to +5.4%: 95 occurrences (18.7%) +5.4% to +13.1%: 67 occurrences (13.2%) 9.2% +13.1% to +20.8%: 32 occurrences (6.3%) +20.8% to +28.5%: 13 occurrences (2.6%) +28.5% to +36.2%: 12 occurrences (2.4%) 32.4% +36.2% to +43.9%: 5 occurrences (1.0%) +43.9% to +51.6%: 6 occurrences (1.2%) +51.6% to +59.3%: 7 occurrences (1.4%) 55.5%
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) 72.2% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.2% Adjusts normal bell curve for real-world skewness (-6.72) and kurtosis (104.76).
Standard Normal (Black-Scholes / GBM) 84.0% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.1% 35.0% Filters for historical windows that started with volatility similar to current 20-day HV (337 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.4%
  • Recent 20-Day HV: 73.9%
  • Parkinson Intraday Volatility: 65.4%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.0%
  • Top 10% Move (90th percentile): +18.4%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +59.3%
  • Max Historical Loss (14d): -64.0%