Finance

STTK Move Probability $5.57 -0.29 (-4.9%)

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)
82.9%
Stock touched +5.0% ($5.85) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
43.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.91x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.3%
$4.00 — $7.14

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%.

-64.5% to -51.4%: 6 occurrences (1.2%) -58.0% -51.4% to -38.3%: 1 occurrences (0.2%) -38.3% to -25.1%: 27 occurrences (5.3%) -25.1% to -12.0%: 83 occurrences (16.3%) -18.5% -12.0% to +1.2%: 121 occurrences (23.8%) +1.2% to +14.3%: 139 occurrences (27.4%) +14.3% to +27.5%: 54 occurrences (10.6%) 20.9% +27.5% to +40.6%: 24 occurrences (4.7%) +40.6% to +53.8%: 18 occurrences (3.5%) +53.8% to +66.9%: 19 occurrences (3.7%) 60.3% +66.9% to +80.1%: 6 occurrences (1.2%) +80.1% to +93.2%: 2 occurrences (0.4%) +93.2% to +106.3%: 3 occurrences (0.6%) 99.8% +106.3% to +119.5%: 2 occurrences (0.4%) +119.5% to +132.6%: 1 occurrences (0.2%) +132.6% to +145.8%: 2 occurrences (0.4%) 139.2%
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) 82.9% 43.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.6% Adjusts normal bell curve for real-world skewness (-0.53) and kurtosis (16.0).
Standard Normal (Black-Scholes / GBM) 86.3% 43.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.1% 44.1% Filters for historical windows that started with volatility similar to current 20-day HV (324 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 119.9%
  • Recent 20-Day HV: 79.8%
  • Parkinson Intraday Volatility: 86.9%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.8%
  • Top 10% Move (90th percentile): +42.8%
  • Bottom 10% Move (10th percentile): -21.2%
  • Max Historical Gain (14d): +145.8%
  • Max Historical Loss (14d): -64.5%