Finance

RCUS Move Probability $19.08 -4.67 (-19.7%)

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)
70.5%
Stock touched +5.0% ($20.03) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
38.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.8%
$16.26 — $21.90

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%.

-26.9% to -22.8%: 9 occurrences (1.8%) -24.8% -22.8% to -18.7%: 11 occurrences (2.2%) -18.7% to -14.6%: 23 occurrences (4.5%) -14.6% to -10.5%: 54 occurrences (10.6%) -12.6% -10.5% to -6.4%: 59 occurrences (11.6%) -6.4% to -2.4%: 68 occurrences (13.4%) -2.4% to +1.7%: 54 occurrences (10.6%) -0.3% +1.7% to +5.8%: 43 occurrences (8.5%) +5.8% to +9.9%: 40 occurrences (7.9%) +9.9% to +14.0%: 44 occurrences (8.7%) 11.9% +14.0% to +18.0%: 42 occurrences (8.3%) +18.0% to +22.1%: 20 occurrences (3.9%) +22.1% to +26.2%: 16 occurrences (3.1%) 24.2% +26.2% to +30.3%: 11 occurrences (2.2%) +30.3% to +34.4%: 11 occurrences (2.2%) +34.4% to +38.5%: 3 occurrences (0.6%) 36.4%
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) 70.5% 38.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.8% Adjusts normal bell curve for real-world skewness (-0.4) and kurtosis (3.17).
Standard Normal (Black-Scholes / GBM) 74.1% 37.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.0% 29.8% Filters for historical windows that started with volatility similar to current 20-day HV (245 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.6%
  • Recent 20-Day HV: 90.9%
  • Parkinson Intraday Volatility: 54.2%
  • Vol Trend: Expanded (+45% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +19.5%
  • Bottom 10% Move (10th percentile): -13.8%
  • Max Historical Gain (14d): +38.5%
  • Max Historical Loss (14d): -26.9%