Finance

SLBT Move Probability $1.40 -0.10 (-6.7%)

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)
21.7%
Stock touched +5.0% ($1.47) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
10.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.14x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±33.6%
$0.93 — $1.87

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 415 historical windows (2025-02-06 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-70.0% to -62.2%: 5 occurrences (1.2%) -66.1% -62.2% to -54.5%: 4 occurrences (1.0%) -54.5% to -46.8%: 5 occurrences (1.2%) -46.8% to -39.1%: 13 occurrences (3.1%) -42.9% -39.1% to -31.4%: 10 occurrences (2.4%) -31.4% to -23.6%: 10 occurrences (2.4%) -23.6% to -15.9%: 23 occurrences (5.5%) -19.8% -15.9% to -8.2%: 15 occurrences (3.6%) -8.2% to -0.5%: 19 occurrences (4.6%) -0.5% to +7.2%: 280 occurrences (67.5%) 3.4% +7.2% to +15.0%: 5 occurrences (1.2%) +15.0% to +22.7%: 4 occurrences (1.0%) +22.7% to +30.4%: 15 occurrences (3.6%) 26.5% +30.4% to +38.1%: 0 occurrences (0.0%) +38.1% to +45.8%: 1 occurrences (0.2%) +45.8% to +53.6%: 6 occurrences (1.4%) 49.7%
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) 21.7% 10.1% Model-free reality across 415 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.8% Adjusts normal bell curve for real-world skewness (0.86) and kurtosis (63.82).
Standard Normal (Black-Scholes / GBM) 88.5% 44.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.3% 4.8% Filters for historical windows that started with volatility similar to current 20-day HV (83 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 142.5%
  • Recent 20-Day HV: 99.9%
  • Parkinson Intraday Volatility: 51.1%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +5.4%
  • Bottom 10% Move (10th percentile): -28.4%
  • Max Historical Gain (14d): +53.6%
  • Max Historical Loss (14d): -70.0%