Finance

SAIQ Move Probability $7.59 +2.08 (+37.7%)

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)
4.7%
Stock touched +5.0% ($7.97) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
0.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
9.00x
You are 9.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±43.7%
$4.28 — $10.90

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 387 historical windows (2025-03-20 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-92.7% to -86.6%: 3 occurrences (0.8%) -89.6% -86.6% to -80.4%: 0 occurrences (0.0%) -80.4% to -74.3%: 2 occurrences (0.5%) -74.3% to -68.2%: 1 occurrences (0.3%) -71.2% -68.2% to -62.0%: 4 occurrences (1.0%) -62.0% to -55.9%: 2 occurrences (0.5%) -55.9% to -49.8%: 3 occurrences (0.8%) -52.8% -49.8% to -43.6%: 0 occurrences (0.0%) -43.6% to -37.5%: 0 occurrences (0.0%) -37.5% to -31.4%: 1 occurrences (0.3%) -34.4% -31.4% to -25.2%: 0 occurrences (0.0%) -25.2% to -19.1%: 3 occurrences (0.8%) -19.1% to -13.0%: 0 occurrences (0.0%) -16.0% -13.0% to -6.8%: 1 occurrences (0.3%) -6.8% to -0.7%: 13 occurrences (3.4%) -0.7% to +5.4%: 354 occurrences (91.5%) 2.3%
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) 4.7% 0.5% Model-free reality across 387 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.3% Adjusts normal bell curve for real-world skewness (-2.61) and kurtosis (95.54).
Standard Normal (Black-Scholes / GBM) 91.1% 45.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 185.3%
  • Recent 20-Day HV: 819.0%
  • Parkinson Intraday Volatility: 48.8%
  • Vol Trend: Expanded (+342% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +2.0%
  • Bottom 10% Move (10th percentile): -0.7%
  • Max Historical Gain (14d): +5.4%
  • Max Historical Loss (14d): -92.7%