Finance

RXT Move Probability $2.90 +0.19 (+6.8%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
72.6%
Stock touched +5.0% ($3.04) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±51.0%
$1.42 — $4.37

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%.

-55.1% to +89.9%: 464 occurrences (91.3%) 17.4% +89.9% to +234.9%: 17 occurrences (3.3%) +234.9% to +379.9%: 7 occurrences (1.4%) +379.9% to +524.9%: 6 occurrences (1.2%) 452.4% +524.9% to +669.8%: 0 occurrences (0.0%) +669.8% to +814.8%: 0 occurrences (0.0%) +814.8% to +959.8%: 1 occurrences (0.2%) 887.3% +959.8% to +1104.8%: 0 occurrences (0.0%) +1104.8% to +1249.8%: 0 occurrences (0.0%) +1249.8% to +1394.7%: 0 occurrences (0.0%) 1322.3% +1394.7% to +1539.7%: 0 occurrences (0.0%) +1539.7% to +1684.7%: 1 occurrences (0.2%) +1684.7% to +1829.7%: 2 occurrences (0.4%) 1757.2% +1829.7% to +1974.7%: 5 occurrences (1.0%) +1974.7% to +2119.7%: 2 occurrences (0.4%) +2119.7% to +2264.6%: 3 occurrences (0.6%) 2192.1%
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) 72.6% 41.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.0% Adjusts normal bell curve for real-world skewness (9.74) and kurtosis (135.45).
Standard Normal (Black-Scholes / GBM) 92.4% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.0% 37.1% Filters for historical windows that started with volatility similar to current 20-day HV (278 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 216.5%
  • Recent 20-Day HV: 98.2%
  • Parkinson Intraday Volatility: 103.2%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +57.6%
  • Bottom 10% Move (10th percentile): -28.1%
  • Max Historical Gain (14d): +2264.6%
  • Max Historical Loss (14d): -55.1%