How to Read Historical Price Move Odds
Empirical frequency of price moves across rolling observation windows.
Financial markets are noisy, and directional price predictions are historically indistinguishable from coin flips (50–53% empirical hit rate across academic and practitioner studies). StockRadar24 does not attempt to forecast tomorrow's or next month's price. Instead, our Historical Odds card analyzes how the stock's own price actually behaved across every single rolling window in its recorded trading history.
Anatomy of the 3-Segment Distribution Bar
For each observation horizon, we evaluate all overlapping rolling windows of $H$ trading days across the stock's recorded history. Each window measures the realized percentage return from session $t$ to session $t + H$:
Percentage of past windows where the price dropped by more than the threshold.
Percentage of past windows where the stock remained contained inside the calm trading band.
Percentage of past windows where the stock gained by more than the threshold.
Standardized Observation Horizons & Thresholds
To ensure consistent comparison across all equities without curve-fitting, our platform uses fixed parameters calibrated to typical market volatility cycles:
| Horizon | Trading Days | Threshold (±X) | Interpretation |
|---|---|---|---|
| 1 Week (1W) | 5 sessions | ±2.0% | Short-term weekly settlement volatility |
| 1 Month (1M) | 21 sessions | ±5.0% | Monthly derivatives expiry cycle displacement |
| 3 Months (3M) | 63 sessions | ±10.0% | Quarterly financial disclosure reporting cycle |
Understanding the 80% Absolute Move Metric
The summary line at the bottom of the card reports: "In 80% of past windows the move was within ±A%".
This is the empirical 80th percentile of absolute return: in 8 out of every 10 historical windows, the total move (whether positive or negative) did not exceed $A\%$. The remaining 20% of windows represent tail moves driven by earnings surprises, corporate restructuring, or macro shifts.
Integrity Rules: When Historical Odds Are Hidden
Minimum History Rule (250 Trading Days): If a security was recently listed (such as a recent IPO) or has fewer than 250 trading days of recorded session closes, the Historical Odds card is automatically hidden. Short sample sizes produce misleading empirical odds.
No Synthetic Extrapolation: Odds are strictly computed from actual recorded exchange settlement closes. No artificial pricing, interpolation, or simulation models are used.