Finance

SELX Move Probability $0.34 -0.11 (-24.3%)

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)
40.7%
Stock touched +5.0% ($0.35) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
23.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.1%
$0.25 — $0.43

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 413 historical windows (2024-09-23 to 2026-06-05). The colored bar indicates the win zone for +5.0%.

-50.6% to -41.2%: 10 occurrences (2.4%) -45.9% -41.2% to -31.8%: 10 occurrences (2.4%) -31.8% to -22.4%: 44 occurrences (10.7%) -22.4% to -13.0%: 67 occurrences (16.2%) -17.7% -13.0% to -3.6%: 75 occurrences (18.2%) -3.6% to +5.7%: 115 occurrences (27.8%) +5.7% to +15.1%: 26 occurrences (6.3%) 10.4% +15.1% to +24.5%: 22 occurrences (5.3%) +24.5% to +33.9%: 9 occurrences (2.2%) +33.9% to +43.3%: 10 occurrences (2.4%) 38.6% +43.3% to +52.7%: 13 occurrences (3.1%) +52.7% to +62.1%: 5 occurrences (1.2%) +62.1% to +71.5%: 5 occurrences (1.2%) 66.8% +71.5% to +80.8%: 0 occurrences (0.0%) +80.8% to +90.2%: 0 occurrences (0.0%) +90.2% to +99.6%: 2 occurrences (0.5%) 94.9%
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) 40.7% 23.2% Model-free reality across 413 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.6% Adjusts normal bell curve for real-world skewness (0.91) and kurtosis (16.18).
Standard Normal (Black-Scholes / GBM) 85.2% 42.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.6% 9.1% Filters for historical windows that started with volatility similar to current 20-day HV (22 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 110.9%
  • Recent 20-Day HV: 267.4%
  • Parkinson Intraday Volatility: 64.5%
  • Vol Trend: Expanded (+141% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.6%
  • Top 10% Move (90th percentile): +26.9%
  • Bottom 10% Move (10th percentile): -26.3%
  • Max Historical Gain (14d): +99.6%
  • Max Historical Loss (14d): -50.6%