Finance

RDNW Move Probability $5.03 +0.11 (+2.2%)

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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Touch Probability (First Passage)
68.7%
Stock touched +5.0% ($5.28) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
38.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.7%
$4.09 — $5.97

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%.

-41.3% to -33.0%: 6 occurrences (1.2%) -37.2% -33.0% to -24.8%: 16 occurrences (3.1%) -24.8% to -16.5%: 59 occurrences (11.6%) -16.5% to -8.2%: 77 occurrences (15.2%) -12.3% -8.2% to +0.1%: 101 occurrences (19.9%) +0.1% to +8.4%: 88 occurrences (17.3%) +8.4% to +16.6%: 79 occurrences (15.6%) 12.5% +16.6% to +24.9%: 32 occurrences (6.3%) +24.9% to +33.2%: 19 occurrences (3.7%) +33.2% to +41.5%: 10 occurrences (2.0%) 37.3% +41.5% to +49.8%: 6 occurrences (1.2%) +49.8% to +58.0%: 6 occurrences (1.2%) +58.0% to +66.3%: 4 occurrences (0.8%) 62.2% +66.3% to +74.6%: 2 occurrences (0.4%) +74.6% to +82.9%: 2 occurrences (0.4%) +82.9% to +91.2%: 1 occurrences (0.2%) 87.0%
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) 68.7% 38.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.6% Adjusts normal bell curve for real-world skewness (1.86) and kurtosis (14.58).
Standard Normal (Black-Scholes / GBM) 79.4% 39.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.8% 33.9% Filters for historical windows that started with volatility similar to current 20-day HV (330 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.2%
  • Recent 20-Day HV: 64.1%
  • Parkinson Intraday Volatility: 52.7%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +24.6%
  • Bottom 10% Move (10th percentile): -19.7%
  • Max Historical Gain (14d): +91.2%
  • Max Historical Loss (14d): -41.3%