Finance

STRR Move Probability $9.92 -0.28 (-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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Touch Probability (First Passage)
24.5%
Stock touched +5.0% ($10.42) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
16.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.48x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±36.3%
$6.32 — $13.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-76.7% to -43.8%: 1 occurrences (0.2%) -60.2% -43.8% to -10.9%: 32 occurrences (6.3%) -10.9% to +22.0%: 465 occurrences (91.7%) +22.0% to +54.9%: 8 occurrences (1.6%) 38.4% +54.9% to +87.8%: 0 occurrences (0.0%) +87.8% to +120.7%: 0 occurrences (0.0%) +120.7% to +153.5%: 0 occurrences (0.0%) 137.1% +153.5% to +186.4%: 0 occurrences (0.0%) +186.4% to +219.3%: 0 occurrences (0.0%) +219.3% to +252.2%: 0 occurrences (0.0%) 235.8% +252.2% to +285.1%: 0 occurrences (0.0%) +285.1% to +318.0%: 0 occurrences (0.0%) +318.0% to +350.9%: 0 occurrences (0.0%) 334.4% +350.9% to +383.7%: 0 occurrences (0.0%) +383.7% to +416.6%: 0 occurrences (0.0%) +416.6% to +449.5%: 1 occurrences (0.2%) 433.1%
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) 24.5% 16.6% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (-0.13) and kurtosis (229.69).
Standard Normal (Black-Scholes / GBM) 89.3% 44.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 38.2% 23.5% Filters for historical windows that started with volatility similar to current 20-day HV (170 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 154.0%
  • Recent 20-Day HV: 24.7%
  • Parkinson Intraday Volatility: 13.7%
  • Vol Trend: Compressed (-84% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +7.1%
  • Bottom 10% Move (10th percentile): -9.6%
  • Max Historical Gain (14d): +449.5%
  • Max Historical Loss (14d): -76.7%