Finance

BARK Move Probability $7.70 +0.19 (+2.5%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
61.8%
Stock touched +5.0% ($8.09) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
25.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.45x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.1%
$6.46 — $8.94

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%.

-46.3% to -39.5%: 4 occurrences (0.8%) -42.9% -39.5% to -32.7%: 12 occurrences (2.4%) -32.7% to -25.9%: 11 occurrences (2.2%) -25.9% to -19.1%: 32 occurrences (6.3%) -22.5% -19.1% to -12.3%: 62 occurrences (12.2%) -12.3% to -5.5%: 112 occurrences (22.0%) -5.5% to +1.3%: 99 occurrences (19.5%) -2.1% +1.3% to +8.1%: 81 occurrences (15.9%) +8.1% to +14.9%: 48 occurrences (9.4%) +14.9% to +21.7%: 15 occurrences (3.0%) 18.3% +21.7% to +28.5%: 6 occurrences (1.2%) +28.5% to +35.3%: 3 occurrences (0.6%) +35.3% to +42.1%: 5 occurrences (1.0%) 38.7% +42.1% to +48.9%: 5 occurrences (1.0%) +48.9% to +55.7%: 6 occurrences (1.2%) +55.7% to +62.5%: 7 occurrences (1.4%) 59.1%
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) 61.8% 25.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.6% Adjusts normal bell curve for real-world skewness (-0.64) and kurtosis (11.82).
Standard Normal (Black-Scholes / GBM) 76.1% 38.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.3% 33.9% Filters for historical windows that started with volatility similar to current 20-day HV (115 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.2%
  • Recent 20-Day HV: 34.8%
  • Parkinson Intraday Volatility: 48.4%
  • Vol Trend: Compressed (-49% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.6%
  • Top 10% Move (90th percentile): +14.0%
  • Bottom 10% Move (10th percentile): -19.9%
  • Max Historical Gain (14d): +62.5%
  • Max Historical Loss (14d): -46.3%