Finance

SBDS Move Probability $3.52 -0.40 (-10.1%)

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)
37.5%
Stock touched +5.0% ($3.69) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
15.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.38x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.0%
$2.50 — $4.53

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 304 historical windows (2025-07-18 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-58.1% to -47.2%: 12 occurrences (3.9%) -52.7% -47.2% to -36.2%: 18 occurrences (5.9%) -36.2% to -25.2%: 22 occurrences (7.2%) -25.2% to -14.3%: 23 occurrences (7.6%) -19.8% -14.3% to -3.3%: 32 occurrences (10.5%) -3.3% to +7.7%: 160 occurrences (52.6%) +7.7% to +18.6%: 14 occurrences (4.6%) 13.1% +18.6% to +29.6%: 5 occurrences (1.6%) +29.6% to +40.6%: 6 occurrences (2.0%) +40.6% to +51.5%: 0 occurrences (0.0%) 46.0% +51.5% to +62.5%: 5 occurrences (1.6%) +62.5% to +73.5%: 0 occurrences (0.0%) +73.5% to +84.4%: 3 occurrences (1.0%) 78.9% +84.4% to +95.4%: 1 occurrences (0.3%) +95.4% to +106.4%: 1 occurrences (0.3%) +106.4% to +117.3%: 2 occurrences (0.7%) 111.8%
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) 37.5% 15.8% Model-free reality across 304 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 44.8% Adjusts normal bell curve for real-world skewness (-1.76) and kurtosis (15.31).
Standard Normal (Black-Scholes / GBM) 86.6% 43.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (106 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 122.9%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 38.7%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +13.4%
  • Bottom 10% Move (10th percentile): -35.5%
  • Max Historical Gain (14d): +117.3%
  • Max Historical Loss (14d): -58.1%