Finance

RYTM Move Probability $88.59 -1.67 (-1.9%)

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)
62.4%
Stock touched +5.0% ($93.02) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.8%
$78.12 — $99.07

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%.

-18.5% to -14.3%: 5 occurrences (1.0%) -16.4% -14.3% to -10.2%: 42 occurrences (8.3%) -10.2% to -6.1%: 70 occurrences (13.8%) -6.1% to -1.9%: 108 occurrences (21.3%) -4.0% -1.9% to +2.2%: 71 occurrences (14.0%) +2.2% to +6.3%: 66 occurrences (13.0%) +6.3% to +10.4%: 55 occurrences (10.8%) 8.4% +10.4% to +14.6%: 41 occurrences (8.1%) +14.6% to +18.7%: 12 occurrences (2.4%) +18.7% to +22.8%: 5 occurrences (1.0%) 20.8% +22.8% to +27.0%: 8 occurrences (1.6%) +27.0% to +31.1%: 10 occurrences (2.0%) +31.1% to +35.2%: 5 occurrences (1.0%) 33.2% +35.2% to +39.4%: 1 occurrences (0.2%) +39.4% to +43.5%: 5 occurrences (1.0%) +43.5% to +47.6%: 4 occurrences (0.8%) 45.6%
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) 62.4% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.5% Adjusts normal bell curve for real-world skewness (2.13) and kurtosis (18.66).
Standard Normal (Black-Scholes / GBM) 68.0% 34.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.2% 29.9% Filters for historical windows that started with volatility similar to current 20-day HV (127 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 50.2%
  • Recent 20-Day HV: 27.5%
  • Parkinson Intraday Volatility: 39.5%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +14.5%
  • Bottom 10% Move (10th percentile): -9.6%
  • Max Historical Gain (14d): +47.6%
  • Max Historical Loss (14d): -18.5%