Finance

SNXX Move Probability $8.47 -1.72 (-16.9%)

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)
91.3%
Stock touched +5.0% ($8.89) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
60.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.52x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±51.1%
$4.14 — $12.80

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 173 historical windows (2026-01-27 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-74.2% to -58.8%: 6 occurrences (3.5%) -66.5% -58.8% to -43.4%: 11 occurrences (6.4%) -43.4% to -28.1%: 17 occurrences (9.8%) -28.1% to -12.7%: 12 occurrences (6.9%) -20.4% -12.7% to +2.6%: 20 occurrences (11.6%) +2.6% to +18.0%: 22 occurrences (12.7%) +18.0% to +33.4%: 22 occurrences (12.7%) 25.7% +33.4% to +48.7%: 24 occurrences (13.9%) +48.7% to +64.1%: 14 occurrences (8.1%) +64.1% to +79.4%: 9 occurrences (5.2%) 71.8% +79.4% to +94.8%: 3 occurrences (1.7%) +94.8% to +110.2%: 3 occurrences (1.7%) +110.2% to +125.5%: 4 occurrences (2.3%) 117.8% +125.5% to +140.9%: 4 occurrences (2.3%) +140.9% to +156.2%: 0 occurrences (0.0%) +156.2% to +171.6%: 2 occurrences (1.2%) 163.9%
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) 91.3% 60.1% Model-free reality across 173 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 47.1% Adjusts normal bell curve for real-world skewness (-0.15) and kurtosis (0.24).
Standard Normal (Black-Scholes / GBM) 92.4% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.6% 35.3% Filters for historical windows that started with volatility similar to current 20-day HV (17 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 216.7%
  • Recent 20-Day HV: 117.8%
  • Parkinson Intraday Volatility: 157.0%
  • Vol Trend: Compressed (-46% vs baseline)

14-Day Return Quantiles

  • Median Return: +15.9%
  • Top 10% Move (90th percentile): +70.3%
  • Bottom 10% Move (10th percentile): -42.2%
  • Max Historical Gain (14d): +171.6%
  • Max Historical Loss (14d): -74.2%