Finance

XBIO Move Probability $2.00 +0.10 (+5.3%)

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)
53.0%
Stock touched +5.0% ($2.10) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.0%
$1.48 — $2.52

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%.

-65.6% to -47.7%: 6 occurrences (1.2%) -56.7% -47.7% to -29.7%: 19 occurrences (3.7%) -29.7% to -11.8%: 81 occurrences (15.9%) -11.8% to +6.2%: 257 occurrences (50.6%) -2.8% +6.2% to +24.1%: 103 occurrences (20.3%) +24.1% to +42.1%: 28 occurrences (5.5%) +42.1% to +60.0%: 9 occurrences (1.8%) 51.0% +60.0% to +77.9%: 2 occurrences (0.4%) +77.9% to +95.9%: 0 occurrences (0.0%) +95.9% to +113.8%: 1 occurrences (0.2%) 104.9% +113.8% to +131.8%: 0 occurrences (0.0%) +131.8% to +149.7%: 0 occurrences (0.0%) +149.7% to +167.7%: 0 occurrences (0.0%) 158.7% +167.7% to +185.6%: 0 occurrences (0.0%) +185.6% to +203.6%: 0 occurrences (0.0%) +203.6% to +221.5%: 2 occurrences (0.4%) 212.5%
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) 53.0% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.0% Adjusts normal bell curve for real-world skewness (3.71) and kurtosis (82.53).
Standard Normal (Black-Scholes / GBM) 85.1% 42.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 49.5% 26.3% Filters for historical windows that started with volatility similar to current 20-day HV (289 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 110.2%
  • Recent 20-Day HV: 55.5%
  • Parkinson Intraday Volatility: 42.9%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +22.9%
  • Bottom 10% Move (10th percentile): -24.0%
  • Max Historical Gain (14d): +221.5%
  • Max Historical Loss (14d): -65.6%