Finance

SENEA Move Probability $162.12 -2.15 (-1.3%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
59.4%
Stock touched +5.0% ($170.23) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
40.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.47x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.6%
$148.11 — $176.14

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%.

-17.3% to -14.7%: 5 occurrences (1.0%) -16.0% -14.7% to -12.1%: 6 occurrences (1.2%) -12.1% to -9.5%: 13 occurrences (2.6%) -9.5% to -6.9%: 25 occurrences (4.9%) -8.2% -6.9% to -4.3%: 38 occurrences (7.5%) -4.3% to -1.8%: 39 occurrences (7.7%) -1.8% to +0.8%: 67 occurrences (13.2%) -0.5% +0.8% to +3.4%: 70 occurrences (13.8%) +3.4% to +6.0%: 57 occurrences (11.2%) +6.0% to +8.6%: 68 occurrences (13.4%) 7.3% +8.6% to +11.2%: 48 occurrences (9.4%) +11.2% to +13.7%: 32 occurrences (6.3%) +13.7% to +16.3%: 18 occurrences (3.5%) 15.0% +16.3% to +18.9%: 15 occurrences (3.0%) +18.9% to +21.5%: 4 occurrences (0.8%) +21.5% to +24.1%: 3 occurrences (0.6%) 22.8%
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) 59.4% 40.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.2% Adjusts normal bell curve for real-world skewness (0.08) and kurtosis (8.6).
Standard Normal (Black-Scholes / GBM) 57.2% 28.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.2% 45.7% Filters for historical windows that started with volatility similar to current 20-day HV (357 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 36.7%
  • Recent 20-Day HV: 34.4%
  • Parkinson Intraday Volatility: 19.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.2%
  • Top 10% Move (90th percentile): +12.7%
  • Bottom 10% Move (10th percentile): -6.8%
  • Max Historical Gain (14d): +24.1%
  • Max Historical Loss (14d): -17.3%