Finance

RSVR Move Probability $9.53 -0.01 (-0.2%)

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)
37.6%
Stock touched +5.0% ($10.00) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
15.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.48x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.3%
$8.83 — $10.22

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%.

-16.5% to -13.4%: 5 occurrences (1.0%) -15.0% -13.4% to -10.4%: 7 occurrences (1.4%) -10.4% to -7.4%: 14 occurrences (2.8%) -7.4% to -4.4%: 43 occurrences (8.5%) -5.9% -4.4% to -1.3%: 111 occurrences (21.9%) -1.3% to +1.7%: 163 occurrences (32.1%) +1.7% to +4.7%: 80 occurrences (15.7%) 3.2% +4.7% to +7.8%: 45 occurrences (8.9%) +7.8% to +10.8%: 15 occurrences (3.0%) +10.8% to +13.8%: 5 occurrences (1.0%) 12.3% +13.8% to +16.8%: 5 occurrences (1.0%) +16.8% to +19.9%: 4 occurrences (0.8%) +19.9% to +22.9%: 1 occurrences (0.2%) 21.4% +22.9% to +25.9%: 1 occurrences (0.2%) +25.9% to +28.9%: 5 occurrences (1.0%) +28.9% to +32.0%: 4 occurrences (0.8%) 30.5%
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) 37.6% 15.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.8% Adjusts normal bell curve for real-world skewness (1.19) and kurtosis (10.59).
Standard Normal (Black-Scholes / GBM) 50.5% 25.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 28.2% 7.2% Filters for historical windows that started with volatility similar to current 20-day HV (181 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.1%
  • Recent 20-Day HV: 18.3%
  • Parkinson Intraday Volatility: 20.9%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +6.8%
  • Bottom 10% Move (10th percentile): -5.4%
  • Max Historical Gain (14d): +32.0%
  • Max Historical Loss (14d): -16.5%