Finance

SHCO Move Probability $8.99 +0.00 (+0.1%)

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)
44.8%
Stock touched +5.0% ($9.44) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.56x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.7%
$7.76 — $10.23

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 324 historical windows (2024-09-23 to 2026-01-28). The colored bar indicates the win zone for +5.0%.

-31.7% to -26.1%: 4 occurrences (1.2%) -28.9% -26.1% to -20.5%: 8 occurrences (2.5%) -20.5% to -14.8%: 13 occurrences (4.0%) -14.8% to -9.2%: 19 occurrences (5.9%) -12.0% -9.2% to -3.6%: 21 occurrences (6.5%) -3.6% to +2.1%: 145 occurrences (44.8%) +2.1% to +7.7%: 42 occurrences (13.0%) 4.9% +7.7% to +13.3%: 19 occurrences (5.9%) +13.3% to +18.9%: 20 occurrences (6.2%) +18.9% to +24.6%: 10 occurrences (3.1%) 21.8% +24.6% to +30.2%: 1 occurrences (0.3%) +30.2% to +35.8%: 2 occurrences (0.6%) +35.8% to +41.5%: 7 occurrences (2.2%) 38.7% +41.5% to +47.1%: 3 occurrences (0.9%) +47.1% to +52.7%: 4 occurrences (1.2%) +52.7% to +58.4%: 6 occurrences (1.9%) 55.5%
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) 44.8% 28.7% Model-free reality across 324 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.6% Adjusts normal bell curve for real-world skewness (3.56) and kurtosis (32.96).
Standard Normal (Black-Scholes / GBM) 72.2% 36.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.9% 38.5% Filters for historical windows that started with volatility similar to current 20-day HV (96 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.3%
  • Recent 20-Day HV: 57.5%
  • Parkinson Intraday Volatility: 35.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +19.1%
  • Bottom 10% Move (10th percentile): -12.4%
  • Max Historical Gain (14d): +58.4%
  • Max Historical Loss (14d): -31.7%