Finance

RVMD Move Probability $194.15 -2.40 (-1.2%)

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)
61.6%
Stock touched +5.0% ($203.86) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
36.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.9%
$169.01 — $219.29

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-26.6% to -21.1%: 5 occurrences (1.0%) -23.9% -21.1% to -15.6%: 20 occurrences (4.1%) -15.6% to -10.1%: 16 occurrences (3.3%) -10.1% to -4.5%: 72 occurrences (14.8%) -7.3% -4.5% to +1.0%: 115 occurrences (23.6%) +1.0% to +6.5%: 93 occurrences (19.1%) +6.5% to +12.0%: 53 occurrences (10.9%) 9.3% +12.0% to +17.6%: 39 occurrences (8.0%) +17.6% to +23.1%: 26 occurrences (5.3%) +23.1% to +28.6%: 17 occurrences (3.5%) 25.9% +28.6% to +34.1%: 6 occurrences (1.2%) +34.1% to +39.7%: 2 occurrences (0.4%) +39.7% to +45.2%: 5 occurrences (1.0%) 42.4% +45.2% to +50.7%: 9 occurrences (1.8%) +50.7% to +56.3%: 5 occurrences (1.0%) +56.3% to +61.8%: 4 occurrences (0.8%) 59.0%
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) 61.6% 36.1% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.7% Adjusts normal bell curve for real-world skewness (2.53) and kurtosis (25.77).
Standard Normal (Black-Scholes / GBM) 70.6% 35.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.0% 38.4% Filters for historical windows that started with volatility similar to current 20-day HV (279 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.9%
  • Recent 20-Day HV: 53.9%
  • Parkinson Intraday Volatility: 43.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +22.3%
  • Bottom 10% Move (10th percentile): -9.0%
  • Max Historical Gain (14d): +61.8%
  • Max Historical Loss (14d): -26.6%