Finance

SNTI Move Probability $0.22 -0.00 (-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)
65.6%
Stock touched +5.0% ($0.23) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.43x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±35.1%
$0.14 — $0.30

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%.

-65.1% to -39.3%: 28 occurrences (5.5%) -52.2% -39.3% to -13.5%: 121 occurrences (23.8%) -13.5% to +12.3%: 273 occurrences (53.7%) +12.3% to +38.1%: 61 occurrences (12.0%) 25.2% +38.1% to +63.9%: 11 occurrences (2.2%) +63.9% to +89.7%: 2 occurrences (0.4%) +89.7% to +115.5%: 0 occurrences (0.0%) 102.6% +115.5% to +141.3%: 2 occurrences (0.4%) +141.3% to +167.1%: 4 occurrences (0.8%) +167.1% to +192.9%: 3 occurrences (0.6%) 180.0% +192.9% to +218.7%: 2 occurrences (0.4%) +218.7% to +244.5%: 0 occurrences (0.0%) +244.5% to +270.3%: 0 occurrences (0.0%) 257.4% +270.3% to +296.1%: 0 occurrences (0.0%) +296.1% to +321.9%: 0 occurrences (0.0%) +321.9% to +347.7%: 1 occurrences (0.2%) 334.8%
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) 65.6% 27.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.4% Adjusts normal bell curve for real-world skewness (7.73) and kurtosis (138.97).
Standard Normal (Black-Scholes / GBM) 89.0% 44.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.9% 23.0% Filters for historical windows that started with volatility similar to current 20-day HV (287 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 149.0%
  • Recent 20-Day HV: 102.0%
  • Parkinson Intraday Volatility: 71.7%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.3%
  • Top 10% Move (90th percentile): +21.6%
  • Bottom 10% Move (10th percentile): -30.2%
  • Max Historical Gain (14d): +347.7%
  • Max Historical Loss (14d): -65.1%