Finance

SERV Move Probability $3.06 +0.02 (+0.5%)

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)
77.6%
Stock touched +5.0% ($3.21) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.29x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.0%
$2.26 — $3.86

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%.

-65.3% to -54.3%: 4 occurrences (0.8%) -59.8% -54.3% to -43.3%: 5 occurrences (1.0%) -43.3% to -32.3%: 19 occurrences (3.7%) -32.3% to -21.3%: 49 occurrences (9.6%) -26.8% -21.3% to -10.2%: 94 occurrences (18.5%) -10.2% to +0.8%: 128 occurrences (25.2%) +0.8% to +11.8%: 82 occurrences (16.1%) 6.3% +11.8% to +22.8%: 44 occurrences (8.7%) +22.8% to +33.8%: 34 occurrences (6.7%) +33.8% to +44.8%: 16 occurrences (3.1%) 39.3% +44.8% to +55.8%: 12 occurrences (2.4%) +55.8% to +66.9%: 12 occurrences (2.4%) +66.9% to +77.9%: 3 occurrences (0.6%) 72.4% +77.9% to +88.9%: 3 occurrences (0.6%) +88.9% to +99.9%: 1 occurrences (0.2%) +99.9% to +110.9%: 2 occurrences (0.4%) 105.4%
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) 77.6% 33.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.3% Adjusts normal bell curve for real-world skewness (-0.29) and kurtosis (5.73).
Standard Normal (Black-Scholes / GBM) 85.1% 42.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.1% 29.2% Filters for historical windows that started with volatility similar to current 20-day HV (253 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 110.4%
  • Recent 20-Day HV: 70.8%
  • Parkinson Intraday Volatility: 86.0%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.5%
  • Top 10% Move (90th percentile): +33.5%
  • Bottom 10% Move (10th percentile): -25.9%
  • Max Historical Gain (14d): +110.9%
  • Max Historical Loss (14d): -65.3%