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Sam Bourgi is an analyst, writer and financial market commentator featured in and cited by U.S. Congress, Department of Justice, Chicago Board Options Exchange, Barron's and Forbes. He covers stocks, bonds, mutual funds, ETFs, forex, Bitcoin, cryptocurrency, real estate and macroeconomics. He has written over 25,000 articles and over 40 whitepapers and e-books.
Nested 60 / 80 / 95 calibrated expected-range · centered on current price (gold tick)
Containment = share of graded forecast-days the 60% band held; its 95% interval counts independent windows only (n_eff, non-overlapping, stride = horizon) — per-symbol audit; static backtest copy where the audit has no n_eff yet. Magnitude only, not a directional record.
3 of 7 models in band
± 8.37% expected move
backtest — refresh paused (#568)
Actionable · size by band. The validated edge is magnitude, not direction.
Coherent trend across 2H/1D/1W.
Context, not a trade signal · forward test pending.
Descriptive — does not size the band.
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Suitability · premium context. Whether options are rich or cheap to own here — sizing input, not a price call.
REGN's calibrated band puts the expected move at ±5.5% over 7 days, widening to ±12.8% over 28. Options are currently pricing below the band (VRP ≈ 0.62×) — premium screens cheap on this scale.
Premium grade: 2026-10-31 05:07 UTC
Sigmacast expected range · containment-audited · early record · 66.2% (77 forecast-days · n_eff=7 independent windows) · CI 32–89% · as of 30 Oct 2026 · n_eff as of 28 Oct 2026 → full record
Across 77 graded 14-day forecast-days since 11 Jun 2026 (7 independent windows), REGN's expected-range band contained price 66.2% of the time (95% CI 32–89%; stated rate: 80%).
As of October 31, 2026, REGN is trading at 927.86. Our multi-model Sigmanomics forecast for this stock generates expected price ranges (magnitude, not direction) across 7-day, 14-day, and 28-day horizons, each with a recent-path character readout. Based on ensemble models including SIGMACAST, Σ-Adaptive, and Σ-Trend with model-agreement confidence bands. Updated daily.
Forecasts generated by Sigmanomics engine. Not financial advice.
Regeneron Pharmaceuticals, Inc. (REGN) is a publicly traded stock covered by the Sigmanomics analytics platform. The REGN stock closed at 927.86 on October 30, 2026, reflecting a gain of 13.48% from the previous close of 817.63. REGN is listed on the IEX.
Over the past 30 days, the stock has experienced a strong uptrend with a rally of 16.25%, ranging between 722.02 and 935.35. The price currently trades above its 20-day moving average of 788.97. The 14-day RSI stands at 79.1, in overbought territory.
Over the same 30-day window, daily-return volatility was 2.96%, reflecting typical price variability for this stock. Over the past 52 weeks, REGN traded between 591.52 (Jun 2, 2026) and 935.35 (Oct 30, 2026); the current price sits 0.8% below the 52-week high.
Daily-return volatility of 2.96% runs elevated for this stock, so price ranges are likely to stay wide — watch how price behaves around its recent range rather than treating any single level as fixed. REGN is currently trading 17.60% above its 20-day moving average and sitting in the upper portion of its 52-week range. Its 14-day RSI reads 79.1, currently in overbought territory.
Macro correlations · context (not confirmation)
8 correlated indicators
Observed historical correlations, not forward signals.
Positively correlated: Total Vehicle Sales (US) (r=+0.83), Crude Oil Production (Monthly) (US) (r=+0.73), BoE Consumer Credit (US) (r=+0.72)
Inversely correlated: Non Defense Goods Orders Ex Air (US) (r=-0.85), 5-Year Note Auction (US) (r=-0.82), Richmond Fed Services Revenues Index (US) (r=-0.81), Producer Price Index MoM (US) (r=-0.71), House Price Index MoM (US) (r=-0.68)
Auto-generated from Sigmanomics market data. Last update Oct 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.