Finance

RDNT Move Probability $68.47 -1.25 (-1.8%)

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)
59.8%
Stock touched +5.0% ($71.89) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
26.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.3%
$61.45 — $75.49

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%.

-24.6% to -20.9%: 5 occurrences (1.0%) -22.7% -20.9% to -17.1%: 7 occurrences (1.4%) -17.1% to -13.3%: 16 occurrences (3.1%) -13.3% to -9.5%: 43 occurrences (8.5%) -11.4% -9.5% to -5.8%: 54 occurrences (10.6%) -5.8% to -2.0%: 95 occurrences (18.7%) -2.0% to +1.8%: 88 occurrences (17.3%) -0.1% +1.8% to +5.5%: 81 occurrences (15.9%) +5.5% to +9.3%: 47 occurrences (9.3%) +9.3% to +13.1%: 16 occurrences (3.1%) 11.2% +13.1% to +16.9%: 15 occurrences (3.0%) +16.9% to +20.6%: 17 occurrences (3.3%) +20.6% to +24.4%: 9 occurrences (1.8%) 22.5% +24.4% to +28.2%: 11 occurrences (2.2%) +28.2% to +31.9%: 1 occurrences (0.2%) +31.9% to +35.7%: 3 occurrences (0.6%) 33.8%
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) 59.8% 26.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.7% Adjusts normal bell curve for real-world skewness (0.86) and kurtosis (4.97).
Standard Normal (Black-Scholes / GBM) 63.4% 31.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.7% 25.4% Filters for historical windows that started with volatility similar to current 20-day HV (283 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.5%
  • Recent 20-Day HV: 31.3%
  • Parkinson Intraday Volatility: 38.4%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +14.6%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +35.7%
  • Max Historical Loss (14d): -24.6%