Finance

STDN Move Probability $13.36 -0.37 (-2.7%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
85.4%
Stock touched +5.0% ($14.03) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
52.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.64x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.4%
$9.56 — $17.16

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 48 historical windows (2026-07-16 to 2026-10-12). The colored bar indicates the win zone for +5.0%.

-32.9% to -26.1%: 1 occurrences (2.1%) -29.5% -26.1% to -19.3%: 2 occurrences (4.2%) -19.3% to -12.5%: 5 occurrences (10.4%) -12.5% to -5.7%: 6 occurrences (12.5%) -9.1% -5.7% to +1.1%: 3 occurrences (6.2%) +1.1% to +8.0%: 7 occurrences (14.6%) +8.0% to +14.8%: 5 occurrences (10.4%) 11.4% +14.8% to +21.6%: 0 occurrences (0.0%) +21.6% to +28.4%: 5 occurrences (10.4%) +28.4% to +35.2%: 2 occurrences (4.2%) 31.8% +35.2% to +42.0%: 1 occurrences (2.1%) +42.0% to +48.8%: 2 occurrences (4.2%) +48.8% to +55.7%: 0 occurrences (0.0%) 52.2% +55.7% to +62.5%: 1 occurrences (2.1%) +62.5% to +69.3%: 6 occurrences (12.5%) +69.3% to +76.1%: 2 occurrences (4.2%) 72.7%
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) 85.4% 52.1% Model-free reality across 48 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.7% Adjusts normal bell curve for real-world skewness (0.97) and kurtosis (2.79).
Standard Normal (Black-Scholes / GBM) 86.4% 43.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 120.7%
  • Recent 20-Day HV: 87.1%
  • Parkinson Intraday Volatility: 85.1%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: +8.5%
  • Top 10% Move (90th percentile): +67.1%
  • Bottom 10% Move (10th percentile): -14.6%
  • Max Historical Gain (14d): +76.1%
  • Max Historical Loss (14d): -32.9%