Finance

RDCM Move Probability $10.22 +0.08 (+0.7%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
54.7%
Stock touched +5.0% ($10.73) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.87x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.3%
$9.07 — $11.37

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%.

-30.3% to -26.4%: 5 occurrences (1.0%) -28.3% -26.4% to -22.4%: 5 occurrences (1.0%) -22.4% to -18.4%: 9 occurrences (1.8%) -18.4% to -14.5%: 10 occurrences (2.0%) -16.4% -14.5% to -10.5%: 21 occurrences (4.1%) -10.5% to -6.5%: 50 occurrences (9.8%) -6.5% to -2.6%: 93 occurrences (18.3%) -4.5% -2.6% to +1.4%: 93 occurrences (18.3%) +1.4% to +5.4%: 82 occurrences (16.1%) +5.4% to +9.3%: 50 occurrences (9.8%) 7.3% +9.3% to +13.3%: 48 occurrences (9.4%) +13.3% to +17.3%: 20 occurrences (3.9%) +17.3% to +21.2%: 7 occurrences (1.4%) 19.2% +21.2% to +25.2%: 8 occurrences (1.6%) +25.2% to +29.2%: 4 occurrences (0.8%) +29.2% to +33.1%: 3 occurrences (0.6%) 31.1%
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) 54.7% 29.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.8% Adjusts normal bell curve for real-world skewness (-0.6) and kurtosis (11.69).
Standard Normal (Black-Scholes / GBM) 66.5% 33.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 38.5% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (39 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 47.8%
  • Recent 20-Day HV: 18.2%
  • Parkinson Intraday Volatility: 29.2%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +12.0%
  • Bottom 10% Move (10th percentile): -10.3%
  • Max Historical Gain (14d): +33.1%
  • Max Historical Loss (14d): -30.3%