Finance

SCYX Move Probability $3.84 +0.16 (+4.3%)

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)
63.2%
Stock touched +5.0% ($4.03) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
35.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.8%
$3.16 — $4.52

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%.

-35.3% to -30.2%: 3 occurrences (0.6%) -32.8% -30.2% to -25.1%: 32 occurrences (6.3%) -25.1% to -19.9%: 46 occurrences (9.1%) -19.9% to -14.8%: 40 occurrences (7.9%) -17.3% -14.8% to -9.6%: 48 occurrences (9.4%) -9.6% to -4.5%: 58 occurrences (11.4%) -4.5% to +0.6%: 52 occurrences (10.2%) -1.9% +0.6% to +5.8%: 54 occurrences (10.6%) +5.8% to +10.9%: 65 occurrences (12.8%) +10.9% to +16.1%: 35 occurrences (6.9%) 13.5% +16.1% to +21.2%: 29 occurrences (5.7%) +21.2% to +26.4%: 21 occurrences (4.1%) +26.4% to +31.5%: 14 occurrences (2.8%) 28.9% +31.5% to +36.6%: 6 occurrences (1.2%) +36.6% to +41.8%: 1 occurrences (0.2%) +41.8% to +46.9%: 4 occurrences (0.8%) 44.3%
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) 63.2% 35.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.5% Adjusts normal bell curve for real-world skewness (0.64) and kurtosis (7.13).
Standard Normal (Black-Scholes / GBM) 78.3% 39.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.2% 35.9% Filters for historical windows that started with volatility similar to current 20-day HV (348 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 75.3%
  • Recent 20-Day HV: 79.3%
  • Parkinson Intraday Volatility: 45.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +19.2%
  • Bottom 10% Move (10th percentile): -22.8%
  • Max Historical Gain (14d): +46.9%
  • Max Historical Loss (14d): -35.3%