Finance

SYRE Move Probability $92.90 +1.51 (+1.7%)

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)
73.6%
Stock touched +5.0% ($97.55) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
41.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.9%
$78.12 — $107.68

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%.

-35.9% to -29.8%: 5 occurrences (1.0%) -32.8% -29.8% to -23.7%: 9 occurrences (1.8%) -23.7% to -17.6%: 15 occurrences (3.0%) -17.6% to -11.5%: 47 occurrences (9.3%) -14.5% -11.5% to -5.4%: 68 occurrences (13.4%) -5.4% to +0.7%: 78 occurrences (15.4%) +0.7% to +6.8%: 93 occurrences (18.3%) 3.8% +6.8% to +13.0%: 67 occurrences (13.2%) +13.0% to +19.1%: 48 occurrences (9.4%) +19.1% to +25.2%: 28 occurrences (5.5%) 22.1% +25.2% to +31.3%: 10 occurrences (2.0%) +31.3% to +37.4%: 7 occurrences (1.4%) +37.4% to +43.5%: 21 occurrences (4.1%) 40.4% +43.5% to +49.6%: 7 occurrences (1.4%) +49.6% to +55.7%: 4 occurrences (0.8%) +55.7% to +61.8%: 1 occurrences (0.2%) 58.7%
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) 73.6% 41.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.0% Adjusts normal bell curve for real-world skewness (0.2) and kurtosis (2.11).
Standard Normal (Black-Scholes / GBM) 75.9% 38.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.2% 39.0% Filters for historical windows that started with volatility similar to current 20-day HV (421 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 67.5%
  • Recent 20-Day HV: 76.6%
  • Parkinson Intraday Volatility: 53.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.7%
  • Top 10% Move (90th percentile): +25.0%
  • Bottom 10% Move (10th percentile): -14.9%
  • Max Historical Gain (14d): +61.8%
  • Max Historical Loss (14d): -35.9%