Finance

SEER Move Probability $2.04 +0.06 (+3.0%)

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)
53.9%
Stock touched +5.0% ($2.14) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
27.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.1%
$1.81 — $2.27

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%.

-17.5% to -14.6%: 10 occurrences (2.0%) -16.0% -14.6% to -11.6%: 25 occurrences (4.9%) -11.6% to -8.6%: 38 occurrences (7.5%) -8.6% to -5.7%: 65 occurrences (12.8%) -7.1% -5.7% to -2.7%: 77 occurrences (15.2%) -2.7% to +0.3%: 66 occurrences (13.0%) +0.3% to +3.2%: 59 occurrences (11.6%) 1.8% +3.2% to +6.2%: 48 occurrences (9.4%) +6.2% to +9.2%: 30 occurrences (5.9%) +9.2% to +12.1%: 22 occurrences (4.3%) 10.7% +12.1% to +15.1%: 16 occurrences (3.1%) +15.1% to +18.1%: 19 occurrences (3.7%) +18.1% to +21.0%: 10 occurrences (2.0%) 19.6% +21.0% to +24.0%: 5 occurrences (1.0%) +24.0% to +27.0%: 12 occurrences (2.4%) +27.0% to +29.9%: 6 occurrences (1.2%) 28.5%
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) 53.9% 27.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.0% Adjusts normal bell curve for real-world skewness (2.01) and kurtosis (22.66).
Standard Normal (Black-Scholes / GBM) 66.0% 33.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.9% 24.8% Filters for historical windows that started with volatility similar to current 20-day HV (262 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 47.1%
  • Recent 20-Day HV: 49.9%
  • Parkinson Intraday Volatility: 34.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +15.1%
  • Bottom 10% Move (10th percentile): -9.7%
  • Max Historical Gain (14d): +29.9%
  • Max Historical Loss (14d): -17.5%