Finance

STXS Move Probability $0.98 -0.00 (-0.3%)

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)
71.3%
Stock touched +5.0% ($1.03) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.48x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.6%
$0.85 — $1.11

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%.

-31.5% to -27.6%: 6 occurrences (1.2%) -29.5% -27.6% to -23.7%: 6 occurrences (1.2%) -23.7% to -19.8%: 19 occurrences (3.7%) -19.8% to -15.9%: 25 occurrences (4.9%) -17.9% -15.9% to -12.0%: 27 occurrences (5.3%) -12.0% to -8.1%: 37 occurrences (7.3%) -8.1% to -4.3%: 57 occurrences (11.2%) -6.2% -4.3% to -0.4%: 86 occurrences (16.9%) -0.4% to +3.5%: 77 occurrences (15.2%) +3.5% to +7.4%: 64 occurrences (12.6%) 5.5% +7.4% to +11.3%: 41 occurrences (8.1%) +11.3% to +15.2%: 23 occurrences (4.5%) +15.2% to +19.1%: 17 occurrences (3.3%) 17.1% +19.1% to +23.0%: 12 occurrences (2.4%) +23.0% to +26.9%: 4 occurrences (0.8%) +26.9% to +30.8%: 7 occurrences (1.4%) 28.8%
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) 71.3% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.5% Adjusts normal bell curve for real-world skewness (0.34) and kurtosis (2.5).
Standard Normal (Black-Scholes / GBM) 72.0% 36.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.1% 28.9% Filters for historical windows that started with volatility similar to current 20-day HV (270 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 57.7%
  • Recent 20-Day HV: 42.4%
  • Parkinson Intraday Volatility: 49.0%
  • Vol Trend: Compressed (-27% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +12.9%
  • Bottom 10% Move (10th percentile): -16.7%
  • Max Historical Gain (14d): +30.8%
  • Max Historical Loss (14d): -31.5%