Finance

RGTI Move Probability $11.73 +1.95 (+19.9%)

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)
78.5%
Stock touched +5.0% ($12.32) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
46.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±50.8%
$5.78 — $17.68

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-48.5% to +102.8%: 460 occurrences (90.7%) 27.2% +102.8% to +254.2%: 17 occurrences (3.4%) +254.2% to +405.5%: 9 occurrences (1.8%) +405.5% to +556.9%: 5 occurrences (1.0%) 481.2% +556.9% to +708.2%: 2 occurrences (0.4%) +708.2% to +859.5%: 3 occurrences (0.6%) +859.5% to +1010.9%: 1 occurrences (0.2%) 935.2% +1010.9% to +1162.2%: 1 occurrences (0.2%) +1162.2% to +1313.6%: 0 occurrences (0.0%) +1313.6% to +1464.9%: 1 occurrences (0.2%) 1389.2% +1464.9% to +1616.3%: 1 occurrences (0.2%) +1616.3% to +1767.6%: 2 occurrences (0.4%) +1767.6% to +1918.9%: 1 occurrences (0.2%) 1843.3% +1918.9% to +2070.3%: 3 occurrences (0.6%) +2070.3% to +2221.6%: 0 occurrences (0.0%) +2221.6% to +2373.0%: 1 occurrences (0.2%) 2297.3%
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) 78.5% 46.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.6% Adjusts normal bell curve for real-world skewness (8.67) and kurtosis (134.67).
Standard Normal (Black-Scholes / GBM) 92.3% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.1% 44.8% Filters for historical windows that started with volatility similar to current 20-day HV (335 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 215.3%
  • Recent 20-Day HV: 112.0%
  • Parkinson Intraday Volatility: 111.6%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.0%
  • Top 10% Move (90th percentile): +84.6%
  • Bottom 10% Move (10th percentile): -24.2%
  • Max Historical Gain (14d): +2373.0%
  • Max Historical Loss (14d): -48.5%