Finance

SVCC Move Probability $10.70 +0.03 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
0.0%
Stock touched +5.0% ($11.23) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.5%
$10.65 — $10.75

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 369 historical windows (2025-04-11 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-0.4% to -0.2%: 3 occurrences (0.8%) -0.3% -0.2% to -0.1%: 1 occurrences (0.3%) -0.1% to +0.1%: 232 occurrences (62.9%) +0.1% to +0.2%: 10 occurrences (2.7%) 0.1% +0.2% to +0.4%: 11 occurrences (3.0%) +0.4% to +0.5%: 31 occurrences (8.4%) +0.5% to +0.7%: 20 occurrences (5.4%) 0.6% +0.7% to +0.8%: 28 occurrences (7.6%) +0.8% to +1.0%: 19 occurrences (5.1%) +1.0% to +1.1%: 0 occurrences (0.0%) 1.0% +1.1% to +1.3%: 0 occurrences (0.0%) +1.3% to +1.4%: 0 occurrences (0.0%) +1.4% to +1.6%: 0 occurrences (0.0%) 1.5% +1.6% to +1.7%: 0 occurrences (0.0%) +1.7% to +1.9%: 0 occurrences (0.0%) +1.9% to +2.0%: 14 occurrences (3.8%) 1.9%
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) 0.0% 0.0% Model-free reality across 369 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (10.32) and kurtosis (133.18).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 2.1%
  • Recent 20-Day HV: 1.0%
  • Parkinson Intraday Volatility: 0.0%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.8%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +2.0%
  • Max Historical Loss (14d): -0.4%