Finance

SRRK Move Probability $43.06 +1.66 (+4.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
67.1%
Stock touched +5.0% ($45.22) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.2%
$30.49 — $55.64

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%.

-28.6% to -7.9%: 119 occurrences (23.4%) -18.3% -7.9% to +12.8%: 286 occurrences (56.3%) +12.8% to +33.5%: 70 occurrences (13.8%) +33.5% to +54.3%: 19 occurrences (3.7%) 43.9% +54.3% to +75.0%: 4 occurrences (0.8%) +75.0% to +95.7%: 0 occurrences (0.0%) +95.7% to +116.4%: 0 occurrences (0.0%) 106.1% +116.4% to +137.2%: 0 occurrences (0.0%) +137.2% to +157.9%: 0 occurrences (0.0%) +157.9% to +178.6%: 0 occurrences (0.0%) 168.3% +178.6% to +199.3%: 0 occurrences (0.0%) +199.3% to +220.1%: 1 occurrences (0.2%) +220.1% to +240.8%: 4 occurrences (0.8%) 230.4% +240.8% to +261.5%: 0 occurrences (0.0%) +261.5% to +282.2%: 1 occurrences (0.2%) +282.2% to +303.0%: 4 occurrences (0.8%) 292.6%
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) 67.1% 36.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (14.45) and kurtosis (278.53).
Standard Normal (Black-Scholes / GBM) 86.7% 43.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.6% 33.0% Filters for historical windows that started with volatility similar to current 20-day HV (279 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 123.9%
  • Recent 20-Day HV: 44.2%
  • Parkinson Intraday Volatility: 55.1%
  • Vol Trend: Compressed (-64% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +22.9%
  • Bottom 10% Move (10th percentile): -14.1%
  • Max Historical Gain (14d): +303.0%
  • Max Historical Loss (14d): -28.6%