Finance

STRO Move Probability $10.78 -0.75 (-6.5%)

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)
74.8%
Stock touched +5.0% ($11.32) at least once during 14 trading days.
Median first touch: Day 2 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
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.2%
$8.17 — $13.39

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%.

-55.6% to -44.7%: 11 occurrences (2.2%) -50.1% -44.7% to -33.7%: 11 occurrences (2.2%) -33.7% to -22.8%: 56 occurrences (11.0%) -22.8% to -11.9%: 82 occurrences (16.1%) -17.3% -11.9% to -0.9%: 103 occurrences (20.3%) -0.9% to +10.0%: 92 occurrences (18.1%) +10.0% to +20.9%: 62 occurrences (12.2%) 15.5% +20.9% to +31.9%: 42 occurrences (8.3%) +31.9% to +42.8%: 31 occurrences (6.1%) +42.8% to +53.7%: 7 occurrences (1.4%) 48.3% +53.7% to +64.7%: 3 occurrences (0.6%) +64.7% to +75.6%: 3 occurrences (0.6%) +75.6% to +86.5%: 4 occurrences (0.8%) 81.1% +86.5% to +97.5%: 0 occurrences (0.0%) +97.5% to +108.4%: 0 occurrences (0.0%) +108.4% to +119.3%: 1 occurrences (0.2%) 113.9%
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) 74.8% 36.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.2% Adjusts normal bell curve for real-world skewness (-0.2) and kurtosis (8.46).
Standard Normal (Black-Scholes / GBM) 84.0% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.2% 36.6% Filters for historical windows that started with volatility similar to current 20-day HV (391 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.7%
  • Recent 20-Day HV: 91.2%
  • Parkinson Intraday Volatility: 79.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.7%
  • Top 10% Move (90th percentile): +31.1%
  • Bottom 10% Move (10th percentile): -28.3%
  • Max Historical Gain (14d): +119.3%
  • Max Historical Loss (14d): -55.6%