Finance

SNRG Move Probability $0.01 -0.00 (-2.0%)

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)
74.1%
Stock touched +5.0% ($0.01) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
37.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±58.3%
$0.00 — $0.02

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%.

-65.4% to -44.1%: 24 occurrences (4.9%) -54.7% -44.1% to -22.8%: 88 occurrences (18.1%) -22.8% to -1.6%: 144 occurrences (29.6%) -1.6% to +19.7%: 107 occurrences (22.0%) 9.1% +19.7% to +41.0%: 65 occurrences (13.3%) +41.0% to +62.3%: 18 occurrences (3.7%) +62.3% to +83.5%: 18 occurrences (3.7%) 72.9% +83.5% to +104.8%: 7 occurrences (1.4%) +104.8% to +126.1%: 4 occurrences (0.8%) +126.1% to +147.4%: 7 occurrences (1.4%) 136.7% +147.4% to +168.6%: 3 occurrences (0.6%) +168.6% to +189.9%: 1 occurrences (0.2%) +189.9% to +211.2%: 0 occurrences (0.0%) 200.5% +211.2% to +232.5%: 0 occurrences (0.0%) +232.5% to +253.7%: 0 occurrences (0.0%) +253.7% to +275.0%: 1 occurrences (0.2%) 264.4%
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) 74.1% 37.8% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 44.6% Adjusts normal bell curve for real-world skewness (0.19) and kurtosis (2.04).
Standard Normal (Black-Scholes / GBM) 93.3% 46.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.0% 37.1% Filters for historical windows that started with volatility similar to current 20-day HV (318 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 247.2%
  • Recent 20-Day HV: 212.2%
  • Parkinson Intraday Volatility: 194.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.8%
  • Top 10% Move (90th percentile): +50.0%
  • Bottom 10% Move (10th percentile): -37.5%
  • Max Historical Gain (14d): +275.0%
  • Max Historical Loss (14d): -65.4%