Finance

RKTO Move Probability $0.53 -0.01 (-2.5%)

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)
69.3%
Stock touched +5.0% ($0.55) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
26.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.59x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±31.9%
$0.36 — $0.69

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%.

-55.7% to -38.5%: 13 occurrences (2.6%) -47.1% -38.5% to -21.3%: 52 occurrences (10.2%) -21.3% to -4.0%: 201 occurrences (39.6%) -4.0% to +13.2%: 149 occurrences (29.3%) 4.6% +13.2% to +30.4%: 32 occurrences (6.3%) +30.4% to +47.7%: 20 occurrences (3.9%) +47.7% to +64.9%: 14 occurrences (2.8%) 56.3% +64.9% to +82.1%: 5 occurrences (1.0%) +82.1% to +99.4%: 7 occurrences (1.4%) +99.4% to +116.6%: 2 occurrences (0.4%) 108.0% +116.6% to +133.8%: 5 occurrences (1.0%) +133.8% to +151.1%: 4 occurrences (0.8%) +151.1% to +168.3%: 0 occurrences (0.0%) 159.7% +168.3% to +185.5%: 1 occurrences (0.2%) +185.5% to +202.8%: 1 occurrences (0.2%) +202.8% to +220.0%: 2 occurrences (0.4%) 211.4%
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) 69.3% 26.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.2% Adjusts normal bell curve for real-world skewness (4.91) and kurtosis (53.78).
Standard Normal (Black-Scholes / GBM) 87.9% 43.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.8% 37.6% Filters for historical windows that started with volatility similar to current 20-day HV (186 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 135.5%
  • Recent 20-Day HV: 52.0%
  • Parkinson Intraday Volatility: 104.0%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +39.4%
  • Bottom 10% Move (10th percentile): -23.1%
  • Max Historical Gain (14d): +220.0%
  • Max Historical Loss (14d): -55.7%