Finance

RXRX Move Probability $3.63 -0.03 (-0.8%)

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)
79.3%
Stock touched +5.0% ($3.82) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.12x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.8%
$2.92 — $4.35

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%.

-44.3% to -38.3%: 4 occurrences (0.8%) -41.3% -38.3% to -32.3%: 6 occurrences (1.2%) -32.3% to -26.2%: 12 occurrences (2.4%) -26.2% to -20.2%: 25 occurrences (4.9%) -23.2% -20.2% to -14.2%: 48 occurrences (9.4%) -14.2% to -8.2%: 70 occurrences (13.8%) -8.2% to -2.2%: 66 occurrences (13.0%) -5.2% -2.2% to +3.9%: 67 occurrences (13.2%) +3.9% to +9.9%: 74 occurrences (14.6%) +9.9% to +15.9%: 58 occurrences (11.4%) 12.9% +15.9% to +21.9%: 44 occurrences (8.7%) +21.9% to +27.9%: 14 occurrences (2.8%) +27.9% to +34.0%: 7 occurrences (1.4%) 31.0% +34.0% to +40.0%: 6 occurrences (1.2%) +40.0% to +46.0%: 3 occurrences (0.6%) +46.0% to +52.0%: 4 occurrences (0.8%) 49.0%
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) 79.3% 37.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.5% Adjusts normal bell curve for real-world skewness (0.48) and kurtosis (1.95).
Standard Normal (Black-Scholes / GBM) 80.5% 40.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.1% 39.5% Filters for historical windows that started with volatility similar to current 20-day HV (190 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 84.0%
  • Recent 20-Day HV: 123.0%
  • Parkinson Intraday Volatility: 74.4%
  • Vol Trend: Expanded (+46% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +20.2%
  • Bottom 10% Move (10th percentile): -19.8%
  • Max Historical Gain (14d): +52.0%
  • Max Historical Loss (14d): -44.3%