Finance

USAR Move Probability $9.72 -0.50 (-4.8%)

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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Touch Probability (First Passage)
67.6%
Stock touched +5.0% ($10.21) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.0%
$7.10 — $12.35

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-55.9% to -42.9%: 13 occurrences (2.6%) -49.4% -42.9% to -29.9%: 19 occurrences (3.7%) -29.9% to -16.9%: 91 occurrences (17.9%) -16.9% to -3.9%: 89 occurrences (17.5%) -10.4% -3.9% to +9.1%: 124 occurrences (24.4%) +9.1% to +22.0%: 70 occurrences (13.8%) +22.0% to +35.0%: 40 occurrences (7.9%) 28.5% +35.0% to +48.0%: 19 occurrences (3.7%) +48.0% to +61.0%: 21 occurrences (4.1%) +61.0% to +74.0%: 7 occurrences (1.4%) 67.5% +74.0% to +87.0%: 5 occurrences (1.0%) +87.0% to +100.0%: 3 occurrences (0.6%) +100.0% to +113.0%: 3 occurrences (0.6%) 106.5% +113.0% to +126.0%: 3 occurrences (0.6%) +126.0% to +139.0%: 1 occurrences (0.2%) +139.0% to +151.9%: 1 occurrences (0.2%) 145.4%
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) 67.6% 36.0% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.5% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (2.74).
Standard Normal (Black-Scholes / GBM) 85.7% 42.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 38.7% 29.3% Filters for historical windows that started with volatility similar to current 20-day HV (75 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 114.7%
  • Recent 20-Day HV: 55.9%
  • Parkinson Intraday Volatility: 91.9%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +41.9%
  • Bottom 10% Move (10th percentile): -27.5%
  • Max Historical Gain (14d): +151.9%
  • Max Historical Loss (14d): -55.9%