Finance

USAR Move Probability $9.76 -0.46 (-4.5%)

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)
30.1%
Stock touched +5.0% ($10.24) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
19.2%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.57x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.2%
$9.05 — $10.46

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-28.8% to -24.4%: 1 occurrences (0.2%) -26.6% -24.4% to -20.1%: 1 occurrences (0.2%) -20.1% to -15.8%: 5 occurrences (1.0%) -15.8% to -11.4%: 16 occurrences (3.1%) -13.6% -11.4% to -7.1%: 33 occurrences (6.3%) -7.1% to -2.8%: 91 occurrences (17.4%) -2.8% to +1.6%: 228 occurrences (43.7%) -0.6% +1.6% to +5.9%: 55 occurrences (10.5%) +5.9% to +10.2%: 46 occurrences (8.8%) +10.2% to +14.6%: 25 occurrences (4.8%) 12.4% +14.6% to +18.9%: 12 occurrences (2.3%) +18.9% to +23.2%: 1 occurrences (0.2%) +23.2% to +27.6%: 6 occurrences (1.1%) 25.4% +27.6% to +31.9%: 1 occurrences (0.2%) +31.9% to +36.2%: 0 occurrences (0.0%) +36.2% to +40.6%: 1 occurrences (0.2%) 38.4%
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) 30.1% 19.2% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.6% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (2.74).
Standard Normal (Black-Scholes / GBM) 50.0% 25.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 14.0% 10.5% Filters for historical windows that started with volatility similar to current 20-day HV (86 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 114.7%
  • Recent 20-Day HV: 55.6%
  • Parkinson Intraday Volatility: 91.9%
  • Vol Trend: Compressed (-52% vs baseline)

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +9.2%
  • Bottom 10% Move (10th percentile): -7.8%
  • Max Historical Gain (1d): +40.6%
  • Max Historical Loss (1d): -28.8%