Finance

RKDA Move Probability $0.15 +0.00 (+2.6%)

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)
48.8%
Stock touched +5.0% ($0.16) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
20.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.36x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±32.7%
$0.10 — $0.21

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%.

-84.9% to -74.2%: 4 occurrences (0.8%) -79.5% -74.2% to -63.6%: 10 occurrences (2.0%) -63.6% to -52.9%: 0 occurrences (0.0%) -52.9% to -42.3%: 13 occurrences (2.6%) -47.6% -42.3% to -31.6%: 34 occurrences (6.7%) -31.6% to -21.0%: 56 occurrences (11.0%) -21.0% to -10.3%: 105 occurrences (20.7%) -15.7% -10.3% to +0.3%: 146 occurrences (28.7%) +0.3% to +11.0%: 61 occurrences (12.0%) +11.0% to +21.6%: 42 occurrences (8.3%) 16.3% +21.6% to +32.3%: 15 occurrences (3.0%) +32.3% to +42.9%: 9 occurrences (1.8%) +42.9% to +53.6%: 5 occurrences (1.0%) 48.2% +53.6% to +64.2%: 4 occurrences (0.8%) +64.2% to +74.9%: 2 occurrences (0.4%) +74.9% to +85.5%: 2 occurrences (0.4%) 80.2%
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) 48.8% 20.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 49.5% Adjusts normal bell curve for real-world skewness (-7.67) and kurtosis (125.43).
Standard Normal (Black-Scholes / GBM) 88.1% 44.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.7% 21.9% Filters for historical windows that started with volatility similar to current 20-day HV (201 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 138.7%
  • Recent 20-Day HV: 122.5%
  • Parkinson Intraday Volatility: 77.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -8.4%
  • Top 10% Move (90th percentile): +17.3%
  • Bottom 10% Move (10th percentile): -33.0%
  • Max Historical Gain (14d): +85.5%
  • Max Historical Loss (14d): -84.9%