Finance

RSSS Move Probability $2.00 -0.02 (-1.0%)

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)
42.5%
Stock touched +5.0% ($2.11) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
21.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.6%
$1.79 — $2.22

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%.

-24.9% to -21.1%: 7 occurrences (1.4%) -23.0% -21.1% to -17.2%: 7 occurrences (1.4%) -17.2% to -13.4%: 21 occurrences (4.1%) -13.4% to -9.5%: 42 occurrences (8.3%) -11.4% -9.5% to -5.6%: 51 occurrences (10.0%) -5.6% to -1.8%: 124 occurrences (24.4%) -1.8% to +2.1%: 103 occurrences (20.3%) 0.2% +2.1% to +6.0%: 49 occurrences (9.6%) +6.0% to +9.8%: 31 occurrences (6.1%) +9.8% to +13.7%: 28 occurrences (5.5%) 11.7% +13.7% to +17.5%: 16 occurrences (3.1%) +17.5% to +21.4%: 10 occurrences (2.0%) +21.4% to +25.3%: 5 occurrences (1.0%) 23.3% +25.3% to +29.1%: 5 occurrences (1.0%) +29.1% to +33.0%: 6 occurrences (1.2%) +33.0% to +36.8%: 3 occurrences (0.6%) 34.9%
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) 42.5% 21.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.6% Adjusts normal bell curve for real-world skewness (-0.09) and kurtosis (3.83).
Standard Normal (Black-Scholes / GBM) 64.4% 32.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.0% 30.8% Filters for historical windows that started with volatility similar to current 20-day HV (130 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 44.9%
  • Recent 20-Day HV: 24.6%
  • Parkinson Intraday Volatility: 25.2%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.7%
  • Top 10% Move (90th percentile): +12.7%
  • Bottom 10% Move (10th percentile): -11.3%
  • Max Historical Gain (14d): +36.8%
  • Max Historical Loss (14d): -24.9%