Finance

SHOO Move Probability $44.70 -0.37 (-0.8%)

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)
55.9%
Stock touched +5.0% ($46.94) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
34.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.60x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.9%
$39.82 — $49.58

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%.

-33.9% to -29.8%: 5 occurrences (1.0%) -31.8% -29.8% to -25.8%: 7 occurrences (1.4%) -25.8% to -21.7%: 9 occurrences (1.8%) -21.7% to -17.7%: 8 occurrences (1.6%) -19.7% -17.7% to -13.7%: 10 occurrences (2.0%) -13.7% to -9.6%: 26 occurrences (5.1%) -9.6% to -5.6%: 70 occurrences (13.8%) -7.6% -5.6% to -1.5%: 73 occurrences (14.4%) -1.5% to +2.5%: 89 occurrences (17.5%) +2.5% to +6.6%: 59 occurrences (11.6%) 4.5% +6.6% to +10.6%: 66 occurrences (13.0%) +10.6% to +14.6%: 49 occurrences (9.6%) +14.6% to +18.7%: 20 occurrences (3.9%) 16.7% +18.7% to +22.7%: 8 occurrences (1.6%) +22.7% to +26.8%: 5 occurrences (1.0%) +26.8% to +30.8%: 4 occurrences (0.8%) 28.8%
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) 55.9% 34.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.6% Adjusts normal bell curve for real-world skewness (0.05) and kurtosis (6.41).
Standard Normal (Black-Scholes / GBM) 65.5% 32.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 34.1% 7.3% Filters for historical windows that started with volatility similar to current 20-day HV (82 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 46.3%
  • Recent 20-Day HV: 21.7%
  • Parkinson Intraday Volatility: 33.8%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +13.2%
  • Bottom 10% Move (10th percentile): -11.5%
  • Max Historical Gain (14d): +30.8%
  • Max Historical Loss (14d): -33.9%