Finance

RDW Move Probability $8.57 +0.27 (+3.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
80.3%
Stock touched +5.0% ($9.00) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
46.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.3%
$6.32 — $10.82

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%.

-52.4% to -37.8%: 29 occurrences (5.7%) -45.1% -37.8% to -23.3%: 55 occurrences (10.8%) -23.3% to -8.7%: 93 occurrences (18.3%) -8.7% to +5.9%: 102 occurrences (20.1%) -1.4% +5.9% to +20.4%: 94 occurrences (18.5%) +20.4% to +35.0%: 55 occurrences (10.8%) +35.0% to +49.5%: 36 occurrences (7.1%) 42.3% +49.5% to +64.1%: 31 occurrences (6.1%) +64.1% to +78.7%: 8 occurrences (1.6%) +78.7% to +93.2%: 0 occurrences (0.0%) 85.9% +93.2% to +107.8%: 1 occurrences (0.2%) +107.8% to +122.3%: 1 occurrences (0.2%) +122.3% to +136.9%: 0 occurrences (0.0%) 129.6% +136.9% to +151.5%: 1 occurrences (0.2%) +151.5% to +166.0%: 1 occurrences (0.2%) +166.0% to +180.6%: 1 occurrences (0.2%) 173.3%
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) 80.3% 46.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.6% Adjusts normal bell curve for real-world skewness (0.44) and kurtosis (3.99).
Standard Normal (Black-Scholes / GBM) 85.3% 42.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.1% 51.3% 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: 111.5%
  • Recent 20-Day HV: 50.5%
  • Parkinson Intraday Volatility: 88.7%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.7%
  • Top 10% Move (90th percentile): +46.2%
  • Bottom 10% Move (10th percentile): -30.3%
  • Max Historical Gain (14d): +180.6%
  • Max Historical Loss (14d): -52.4%