Finance

SSRM Move Probability $33.22 -2.23 (-6.3%)

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)
77.8%
Stock touched +5.0% ($34.88) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
48.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.62x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.7%
$28.34 — $38.09

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-28.1% to -23.5%: 4 occurrences (0.8%) -25.8% -23.5% to -18.9%: 3 occurrences (0.6%) -18.9% to -14.3%: 18 occurrences (3.5%) -14.3% to -9.7%: 26 occurrences (5.1%) -12.0% -9.7% to -5.1%: 53 occurrences (10.4%) -5.1% to -0.5%: 88 occurrences (17.3%) -0.5% to +4.1%: 59 occurrences (11.6%) 1.8% +4.1% to +8.7%: 66 occurrences (13.0%) +8.7% to +13.3%: 57 occurrences (11.2%) +13.3% to +17.9%: 37 occurrences (7.3%) 15.6% +17.9% to +22.5%: 33 occurrences (6.5%) +22.5% to +27.1%: 24 occurrences (4.7%) +27.1% to +31.7%: 14 occurrences (2.8%) 29.4% +31.7% to +36.3%: 15 occurrences (3.0%) +36.3% to +40.8%: 6 occurrences (1.2%) +40.8% to +45.4%: 5 occurrences (1.0%) 43.1%
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) 77.8% 48.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.6% Adjusts normal bell curve for real-world skewness (0.08) and kurtosis (1.97).
Standard Normal (Black-Scholes / GBM) 73.9% 37.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.4% 47.1% Filters for historical windows that started with volatility similar to current 20-day HV (342 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.2%
  • Recent 20-Day HV: 50.3%
  • Parkinson Intraday Volatility: 44.9%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.4%
  • Top 10% Move (90th percentile): +25.6%
  • Bottom 10% Move (10th percentile): -9.4%
  • Max Historical Gain (14d): +45.4%
  • Max Historical Loss (14d): -28.1%