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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Touch Probability (First Passage)
64.2%
Stock touched +5.0% ($12.32) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
37.1%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
1.73x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.1%
$8.55 — $14.91

Historical 4-Day Return Distribution

Frequency of rolling 4-day percentage returns over 517 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-53.6% to +1.0%: 278 occurrences (53.8%) -26.3% +1.0% to +55.7%: 215 occurrences (41.6%) +55.7% to +110.3%: 14 occurrences (2.7%) +110.3% to +164.9%: 3 occurrences (0.6%) 137.6% +164.9% to +219.5%: 2 occurrences (0.4%) +219.5% to +274.2%: 1 occurrences (0.2%) +274.2% to +328.8%: 0 occurrences (0.0%) 301.5% +328.8% to +383.4%: 0 occurrences (0.0%) +383.4% to +438.1%: 0 occurrences (0.0%) +438.1% to +492.7%: 0 occurrences (0.0%) 465.4% +492.7% to +547.3%: 0 occurrences (0.0%) +547.3% to +602.0%: 0 occurrences (0.0%) +602.0% to +656.6%: 0 occurrences (0.0%) 629.3% +656.6% to +711.2%: 1 occurrences (0.2%) +711.2% to +765.9%: 0 occurrences (0.0%) +765.9% to +820.5%: 3 occurrences (0.6%) 793.2%
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) 64.2% 37.1% Model-free reality across 517 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.3% Adjusts normal bell curve for real-world skewness (8.67) and kurtosis (134.67).
Standard Normal (Black-Scholes / GBM) 85.7% 42.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.3% 35.2% 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)

4-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +29.7%
  • Bottom 10% Move (10th percentile): -14.5%
  • Max Historical Gain (4d): +820.5%
  • Max Historical Loss (4d): -53.6%