Finance

RPID Move Probability $0.82 +0.04 (+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)
64.4%
Stock touched +5.0% ($0.86) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.4%
$0.64 — $0.99

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%.

-48.1% to -35.4%: 14 occurrences (2.8%) -41.8% -35.4% to -22.7%: 49 occurrences (9.6%) -22.7% to -10.0%: 113 occurrences (22.2%) -10.0% to +2.8%: 127 occurrences (25.0%) -3.6% +2.8% to +15.5%: 76 occurrences (15.0%) +15.5% to +28.2%: 53 occurrences (10.4%) +28.2% to +40.9%: 32 occurrences (6.3%) 34.5% +40.9% to +53.6%: 20 occurrences (3.9%) +53.6% to +66.3%: 8 occurrences (1.6%) +66.3% to +79.1%: 1 occurrences (0.2%) 72.7% +79.1% to +91.8%: 2 occurrences (0.4%) +91.8% to +104.5%: 4 occurrences (0.8%) +104.5% to +117.2%: 0 occurrences (0.0%) 110.9% +117.2% to +129.9%: 2 occurrences (0.4%) +129.9% to +142.7%: 5 occurrences (1.0%) +142.7% to +155.4%: 2 occurrences (0.4%) 149.0%
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) 64.4% 36.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.7% Adjusts normal bell curve for real-world skewness (0.55) and kurtosis (4.1).
Standard Normal (Black-Scholes / GBM) 81.9% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.3% 36.3% Filters for historical windows that started with volatility similar to current 20-day HV (339 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.6%
  • Recent 20-Day HV: 89.5%
  • Parkinson Intraday Volatility: 65.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.0%
  • Top 10% Move (90th percentile): +38.1%
  • Bottom 10% Move (10th percentile): -25.0%
  • Max Historical Gain (14d): +155.4%
  • Max Historical Loss (14d): -48.1%