Finance

XCUR Move Probability $1.01 -0.02 (-1.9%)

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)
52.6%
Stock touched +5.0% ($1.06) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±35.5%
$0.65 — $1.37

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%.

-55.7% to +14.7%: 408 occurrences (80.3%) -20.5% +14.7% to +85.0%: 84 occurrences (16.5%) +85.0% to +155.3%: 2 occurrences (0.4%) +155.3% to +225.7%: 1 occurrences (0.2%) 190.5% +225.7% to +296.0%: 2 occurrences (0.4%) +296.0% to +366.4%: 1 occurrences (0.2%) +366.4% to +436.7%: 0 occurrences (0.0%) 401.5% +436.7% to +507.1%: 1 occurrences (0.2%) +507.1% to +577.4%: 1 occurrences (0.2%) +577.4% to +647.8%: 1 occurrences (0.2%) 612.6% +647.8% to +718.1%: 3 occurrences (0.6%) +718.1% to +788.4%: 0 occurrences (0.0%) +788.4% to +858.8%: 1 occurrences (0.2%) 823.6% +858.8% to +929.1%: 0 occurrences (0.0%) +929.1% to +999.5%: 2 occurrences (0.4%) +999.5% to +1069.8%: 1 occurrences (0.2%) 1034.6%
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) 52.6% 28.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.5% Adjusts normal bell curve for real-world skewness (0.94) and kurtosis (10.52).
Standard Normal (Black-Scholes / GBM) 89.1% 44.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.3% 27.8% Filters for historical windows that started with volatility similar to current 20-day HV (241 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 150.5%
  • Recent 20-Day HV: 99.2%
  • Parkinson Intraday Volatility: 78.4%
  • Vol Trend: Compressed (-34% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.3%
  • Top 10% Move (90th percentile): +31.2%
  • Bottom 10% Move (10th percentile): -30.4%
  • Max Historical Gain (14d): +1069.8%
  • Max Historical Loss (14d): -55.7%