Finance

SYRA Move Probability $0.11 -0.02 (-14.8%)

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)
22.5%
Stock touched +5.0% ($0.12) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
9.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.30x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.2%
$0.09 — $0.13

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 378 historical windows (2024-09-23 to 2026-04-16). The colored bar indicates the win zone for +5.0%.

-62.0% to -53.2%: 6 occurrences (1.6%) -57.6% -53.2% to -44.4%: 7 occurrences (1.9%) -44.4% to -35.6%: 5 occurrences (1.3%) -35.6% to -26.9%: 4 occurrences (1.1%) -31.2% -26.9% to -18.1%: 17 occurrences (4.5%) -18.1% to -9.3%: 32 occurrences (8.5%) -9.3% to -0.5%: 23 occurrences (6.1%) -4.9% -0.5% to +8.3%: 254 occurrences (67.2%) +8.3% to +17.1%: 13 occurrences (3.4%) +17.1% to +25.9%: 10 occurrences (2.6%) 21.5% +25.9% to +34.7%: 3 occurrences (0.8%) +34.7% to +43.5%: 2 occurrences (0.5%) +43.5% to +52.3%: 0 occurrences (0.0%) 47.9% +52.3% to +61.1%: 1 occurrences (0.3%) +61.1% to +69.9%: 0 occurrences (0.0%) +69.9% to +78.7%: 1 occurrences (0.3%) 74.3%
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) 22.5% 9.8% Model-free reality across 378 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.0% Adjusts normal bell curve for real-world skewness (-2.0) and kurtosis (28.57).
Standard Normal (Black-Scholes / GBM) 80.9% 40.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (216 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 85.5%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 49.6%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +4.6%
  • Bottom 10% Move (10th percentile): -19.2%
  • Max Historical Gain (14d): +78.7%
  • Max Historical Loss (14d): -62.0%