Finance

RLMD Move Probability $3.19 -0.18 (-5.3%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
75.6%
Stock touched +5.0% ($3.35) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±37.3%
$2.00 — $4.38

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%.

-88.9% to -72.3%: 14 occurrences (2.8%) -80.6% -72.3% to -55.7%: 0 occurrences (0.0%) -55.7% to -39.0%: 3 occurrences (0.6%) -39.0% to -22.4%: 15 occurrences (3.0%) -30.7% -22.4% to -5.8%: 163 occurrences (32.1%) -5.8% to +10.9%: 161 occurrences (31.7%) +10.9% to +27.5%: 73 occurrences (14.4%) 19.2% +27.5% to +44.1%: 23 occurrences (4.5%) +44.1% to +60.8%: 11 occurrences (2.2%) +60.8% to +77.4%: 12 occurrences (2.4%) 69.1% +77.4% to +94.1%: 11 occurrences (2.2%) +94.1% to +110.7%: 4 occurrences (0.8%) +110.7% to +127.3%: 5 occurrences (1.0%) 119.0% +127.3% to +144.0%: 1 occurrences (0.2%) +144.0% to +160.6%: 6 occurrences (1.2%) +160.6% to +177.2%: 6 occurrences (1.2%) 168.9%
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) 75.6% 38.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 45.0% Adjusts normal bell curve for real-world skewness (-5.72) and kurtosis (93.64).
Standard Normal (Black-Scholes / GBM) 89.6% 44.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.8% 17.9% Filters for historical windows that started with volatility similar to current 20-day HV (196 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 158.2%
  • Recent 20-Day HV: 57.3%
  • Parkinson Intraday Volatility: 94.7%
  • Vol Trend: Compressed (-64% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +47.0%
  • Bottom 10% Move (10th percentile): -18.8%
  • Max Historical Gain (14d): +177.2%
  • Max Historical Loss (14d): -88.9%