Finance

RLGT Move Probability $8.75 -0.03 (-0.3%)

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)
53.2%
Stock touched +5.0% ($9.19) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
26.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.0%
$7.96 — $9.54

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-17.7% to -15.1%: 3 occurrences (0.6%) -16.4% -15.1% to -12.5%: 4 occurrences (0.8%) -12.5% to -9.9%: 11 occurrences (2.2%) -9.9% to -7.3%: 32 occurrences (6.3%) -8.6% -7.3% to -4.7%: 50 occurrences (9.8%) -4.7% to -2.1%: 47 occurrences (9.2%) -2.1% to +0.5%: 88 occurrences (17.3%) -0.8% +0.5% to +3.1%: 85 occurrences (16.7%) +3.1% to +5.7%: 75 occurrences (14.7%) +5.7% to +8.3%: 53 occurrences (10.4%) 7.0% +8.3% to +10.9%: 27 occurrences (5.3%) +10.9% to +13.5%: 16 occurrences (3.1%) +13.5% to +16.1%: 9 occurrences (1.8%) 14.8% +16.1% to +18.7%: 4 occurrences (0.8%) +18.7% to +21.3%: 2 occurrences (0.4%) +21.3% to +23.9%: 3 occurrences (0.6%) 22.6%
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) 53.2% 26.1% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.3% Adjusts normal bell curve for real-world skewness (0.82) and kurtosis (10.11).
Standard Normal (Black-Scholes / GBM) 58.8% 29.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.1% 23.6% Filters for historical windows that started with volatility similar to current 20-day HV (271 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.3%
  • Recent 20-Day HV: 24.5%
  • Parkinson Intraday Volatility: 25.1%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.1%
  • Top 10% Move (90th percentile): +8.9%
  • Bottom 10% Move (10th percentile): -7.2%
  • Max Historical Gain (14d): +23.9%
  • Max Historical Loss (14d): -17.7%