Finance

SLNCF Move Probability $6.37 +0.10 (+1.7%)

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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Touch Probability (First Passage)
53.4%
Stock touched +5.0% ($6.69) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
37.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.43x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±44.2%
$3.56 — $9.18

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-66.1% to -43.2%: 33 occurrences (6.8%) -54.7% -43.2% to -20.4%: 65 occurrences (13.3%) -20.4% to +2.4%: 202 occurrences (41.5%) +2.4% to +25.3%: 119 occurrences (24.4%) 13.9% +25.3% to +48.1%: 21 occurrences (4.3%) +48.1% to +70.9%: 18 occurrences (3.7%) +70.9% to +93.8%: 0 occurrences (0.0%) 82.4% +93.8% to +116.6%: 15 occurrences (3.1%) +116.6% to +139.5%: 0 occurrences (0.0%) +139.5% to +162.3%: 0 occurrences (0.0%) 150.9% +162.3% to +185.1%: 4 occurrences (0.8%) +185.1% to +208.0%: 2 occurrences (0.4%) +208.0% to +230.8%: 0 occurrences (0.0%) 219.4% +230.8% to +253.7%: 0 occurrences (0.0%) +253.7% to +276.5%: 4 occurrences (0.8%) +276.5% to +299.3%: 4 occurrences (0.8%) 287.9%
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) 53.4% 37.4% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.9% Adjusts normal bell curve for real-world skewness (0.73) and kurtosis (35.34).
Standard Normal (Black-Scholes / GBM) 91.2% 45.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.1% 45.9% Filters for historical windows that started with volatility similar to current 20-day HV (111 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 187.3%
  • Recent 20-Day HV: 173.9%
  • Parkinson Intraday Volatility: 78.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +41.5%
  • Bottom 10% Move (10th percentile): -38.5%
  • Max Historical Gain (14d): +299.3%
  • Max Historical Loss (14d): -66.1%