Finance

RXST Move Probability $4.89 +0.02 (+0.4%)

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)
62.6%
Stock touched +5.0% ($5.14) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
25.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.47x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.9%
$4.02 — $5.77

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%.

-45.7% to -39.9%: 18 occurrences (3.5%) -42.8% -39.9% to -34.1%: 10 occurrences (2.0%) -34.1% to -28.3%: 3 occurrences (0.6%) -28.3% to -22.6%: 16 occurrences (3.1%) -25.5% -22.6% to -16.8%: 47 occurrences (9.3%) -16.8% to -11.0%: 82 occurrences (16.1%) -11.0% to -5.2%: 82 occurrences (16.1%) -8.1% -5.2% to +0.6%: 63 occurrences (12.4%) +0.6% to +6.4%: 73 occurrences (14.4%) +6.4% to +12.2%: 50 occurrences (9.8%) 9.3% +12.2% to +18.0%: 30 occurrences (5.9%) +18.0% to +23.8%: 18 occurrences (3.5%) +23.8% to +29.6%: 7 occurrences (1.4%) 26.7% +29.6% to +35.4%: 7 occurrences (1.4%) +35.4% to +41.2%: 1 occurrences (0.2%) +41.2% to +47.0%: 1 occurrences (0.2%) 44.1%
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) 62.6% 25.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.8% Adjusts normal bell curve for real-world skewness (-3.59) and kurtosis (35.22).
Standard Normal (Black-Scholes / GBM) 78.5% 39.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.0% 13.9% Filters for historical windows that started with volatility similar to current 20-day HV (151 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 75.9%
  • Recent 20-Day HV: 40.7%
  • Parkinson Intraday Volatility: 53.8%
  • Vol Trend: Compressed (-46% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.3%
  • Top 10% Move (90th percentile): +13.9%
  • Bottom 10% Move (10th percentile): -21.3%
  • Max Historical Gain (14d): +47.0%
  • Max Historical Loss (14d): -45.7%