Finance

RDGL Move Probability $0.05 -0.00 (-3.1%)

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)
73.5%
Stock touched +5.0% ($0.05) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
23.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.13x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.0%
$0.04 — $0.06

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-40.8% to -32.4%: 5 occurrences (1.0%) -36.6% -32.4% to -23.9%: 18 occurrences (3.7%) -23.9% to -15.5%: 45 occurrences (9.3%) -15.5% to -7.1%: 119 occurrences (24.5%) -11.3% -7.1% to +1.4%: 153 occurrences (31.5%) +1.4% to +9.8%: 61 occurrences (12.6%) +9.8% to +18.3%: 32 occurrences (6.6%) 14.0% +18.3% to +26.7%: 21 occurrences (4.3%) +26.7% to +35.1%: 15 occurrences (3.1%) +35.1% to +43.6%: 9 occurrences (1.9%) 39.3% +43.6% to +52.0%: 2 occurrences (0.4%) +52.0% to +60.4%: 1 occurrences (0.2%) +60.4% to +68.9%: 1 occurrences (0.2%) 64.7% +68.9% to +77.3%: 0 occurrences (0.0%) +77.3% to +85.7%: 1 occurrences (0.2%) +85.7% to +94.2%: 3 occurrences (0.6%) 90.0%
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) 73.5% 23.5% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.6% Adjusts normal bell curve for real-world skewness (-0.42) and kurtosis (15.17).
Standard Normal (Black-Scholes / GBM) 83.2% 41.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.4% 27.8% Filters for historical windows that started with volatility similar to current 20-day HV (273 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 97.7%
  • Recent 20-Day HV: 68.4%
  • Parkinson Intraday Volatility: 119.4%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.0%
  • Top 10% Move (90th percentile): +18.7%
  • Bottom 10% Move (10th percentile): -18.7%
  • Max Historical Gain (14d): +94.2%
  • Max Historical Loss (14d): -40.8%