Finance

RNG Move Probability $85.27 +5.88 (+7.4%)

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)
70.0%
Stock touched +5.0% ($89.53) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
41.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.8%
$73.49 — $97.04

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 510 historical windows (2024-09-23 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-29.0% to -22.9%: 2 occurrences (0.4%) -25.9% -22.9% to -16.8%: 20 occurrences (3.9%) -16.8% to -10.7%: 44 occurrences (8.6%) -10.7% to -4.6%: 74 occurrences (14.5%) -7.6% -4.6% to +1.5%: 93 occurrences (18.2%) +1.5% to +7.6%: 118 occurrences (23.1%) +7.6% to +13.7%: 84 occurrences (16.5%) 10.6% +13.7% to +19.8%: 32 occurrences (6.3%) +19.8% to +25.9%: 12 occurrences (2.4%) +25.9% to +32.0%: 6 occurrences (1.2%) 28.9% +32.0% to +38.1%: 7 occurrences (1.4%) +38.1% to +44.2%: 7 occurrences (1.4%) +44.2% to +50.3%: 6 occurrences (1.2%) 47.2% +50.3% to +56.3%: 2 occurrences (0.4%) +56.3% to +62.4%: 1 occurrences (0.2%) +62.4% to +68.5%: 2 occurrences (0.4%) 65.5%
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) 70.0% 41.6% Model-free reality across 510 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.3% Adjusts normal bell curve for real-world skewness (1.89) and kurtosis (13.23).
Standard Normal (Black-Scholes / GBM) 72.4% 36.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.6% 45.3% Filters for historical windows that started with volatility similar to current 20-day HV (311 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.6%
  • Recent 20-Day HV: 53.4%
  • Parkinson Intraday Volatility: 41.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.6%
  • Top 10% Move (90th percentile): +17.2%
  • Bottom 10% Move (10th percentile): -11.9%
  • Max Historical Gain (14d): +68.5%
  • Max Historical Loss (14d): -29.0%