Finance

RGNX Move Probability $7.17 -0.23 (-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)
79.1%
Stock touched +5.0% ($7.53) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.5%
$5.63 — $8.71

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%.

-47.0% to -36.4%: 9 occurrences (1.8%) -41.7% -36.4% to -25.8%: 30 occurrences (5.9%) -25.8% to -15.2%: 56 occurrences (11.0%) -15.2% to -4.6%: 105 occurrences (20.7%) -9.9% -4.6% to +6.0%: 135 occurrences (26.6%) +6.0% to +16.6%: 91 occurrences (17.9%) +16.6% to +27.2%: 45 occurrences (8.9%) 21.9% +27.2% to +37.9%: 14 occurrences (2.8%) +37.9% to +48.5%: 4 occurrences (0.8%) +48.5% to +59.1%: 5 occurrences (1.0%) 53.8% +59.1% to +69.7%: 1 occurrences (0.2%) +69.7% to +80.3%: 4 occurrences (0.8%) +80.3% to +90.9%: 2 occurrences (0.4%) 85.6% +90.9% to +101.5%: 2 occurrences (0.4%) +101.5% to +112.1%: 2 occurrences (0.4%) +112.1% to +122.7%: 3 occurrences (0.6%) 117.4%
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) 79.1% 36.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.6% Adjusts normal bell curve for real-world skewness (-1.25) and kurtosis (10.19).
Standard Normal (Black-Scholes / GBM) 82.0% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 87.0% 39.9% Filters for historical windows that started with volatility similar to current 20-day HV (223 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 91.1%
  • Recent 20-Day HV: 57.6%
  • Parkinson Intraday Volatility: 66.8%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +21.8%
  • Bottom 10% Move (10th percentile): -23.1%
  • Max Historical Gain (14d): +122.7%
  • Max Historical Loss (14d): -47.0%