Finance

SLVM Move Probability $31.32 -0.68 (-2.1%)

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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Touch Probability (First Passage)
42.1%
Stock touched +5.0% ($32.89) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
14.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.97x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.6%
$28.33 — $34.32

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%.

-20.0% to -17.5%: 2 occurrences (0.4%) -18.7% -17.5% to -15.1%: 6 occurrences (1.2%) -15.1% to -12.6%: 19 occurrences (3.7%) -12.6% to -10.2%: 31 occurrences (6.1%) -11.4% -10.2% to -7.7%: 44 occurrences (8.7%) -7.7% to -5.3%: 66 occurrences (13.0%) -5.3% to -2.9%: 72 occurrences (14.2%) -4.1% -2.9% to -0.4%: 63 occurrences (12.4%) -0.4% to +2.0%: 70 occurrences (13.8%) +2.0% to +4.5%: 55 occurrences (10.8%) 3.2% +4.5% to +6.9%: 30 occurrences (5.9%) +6.9% to +9.3%: 28 occurrences (5.5%) +9.3% to +11.8%: 11 occurrences (2.2%) 10.6% +11.8% to +14.2%: 7 occurrences (1.4%) +14.2% to +16.7%: 2 occurrences (0.4%) +16.7% to +19.1%: 2 occurrences (0.4%) 17.9%
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) 42.1% 14.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.9% Adjusts normal bell curve for real-world skewness (-0.71) and kurtosis (6.03).
Standard Normal (Black-Scholes / GBM) 61.0% 30.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 41.0% 13.0% Filters for historical windows that started with volatility similar to current 20-day HV (368 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 40.6%
  • Recent 20-Day HV: 38.7%
  • Parkinson Intraday Volatility: 29.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.3%
  • Top 10% Move (90th percentile): +6.5%
  • Bottom 10% Move (10th percentile): -10.4%
  • Max Historical Gain (14d): +19.1%
  • Max Historical Loss (14d): -20.0%