Finance

RGS Move Probability $28.70 -0.81 (-2.7%)

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)
48.7%
Stock touched +5.0% ($30.14) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
32.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.52x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.8%
$25.02 — $32.38

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-28.7% to -23.1%: 9 occurrences (1.8%) -25.9% -23.1% to -17.6%: 11 occurrences (2.2%) -17.6% to -12.0%: 34 occurrences (6.7%) -12.0% to -6.4%: 88 occurrences (17.4%) -9.2% -6.4% to -0.8%: 89 occurrences (17.6%) -0.8% to +4.8%: 113 occurrences (22.3%) +4.8% to +10.4%: 83 occurrences (16.4%) 7.6% +10.4% to +15.9%: 37 occurrences (7.3%) +15.9% to +21.5%: 10 occurrences (2.0%) +21.5% to +27.1%: 16 occurrences (3.2%) 24.3% +27.1% to +32.7%: 5 occurrences (1.0%) +32.7% to +38.3%: 6 occurrences (1.2%) +38.3% to +43.9%: 5 occurrences (1.0%) 41.1% +43.9% to +49.4%: 0 occurrences (0.0%) +49.4% to +55.0%: 0 occurrences (0.0%) +55.0% to +60.6%: 1 occurrences (0.2%) 57.8%
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) 48.7% 32.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.0% Adjusts normal bell curve for real-world skewness (0.59) and kurtosis (7.18).
Standard Normal (Black-Scholes / GBM) 70.4% 35.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 27.3% 24.2% Filters for historical windows that started with volatility similar to current 20-day HV (33 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.5%
  • Recent 20-Day HV: 16.8%
  • Parkinson Intraday Volatility: 18.1%
  • Vol Trend: Compressed (-69% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +13.4%
  • Bottom 10% Move (10th percentile): -13.0%
  • Max Historical Gain (14d): +60.6%
  • Max Historical Loss (14d): -28.7%