Finance

BBGI Move Probability $8.67 -0.12 (-1.3%)

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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Touch Probability (First Passage)
45.1%
Stock touched +5.0% ($9.10) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
28.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±41.6%
$5.06 — $12.28

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%.

-78.7% to -58.0%: 6 occurrences (1.2%) -68.3% -58.0% to -37.3%: 21 occurrences (4.1%) -37.3% to -16.7%: 90 occurrences (17.7%) -16.7% to +4.0%: 231 occurrences (45.5%) -6.3% +4.0% to +24.7%: 128 occurrences (25.2%) +24.7% to +45.3%: 20 occurrences (3.9%) +45.3% to +66.0%: 6 occurrences (1.2%) 55.7% +66.0% to +86.7%: 1 occurrences (0.2%) +86.7% to +107.4%: 3 occurrences (0.6%) +107.4% to +128.0%: 0 occurrences (0.0%) 117.7% +128.0% to +148.7%: 0 occurrences (0.0%) +148.7% to +169.4%: 1 occurrences (0.2%) +169.4% to +190.0%: 0 occurrences (0.0%) 179.7% +190.0% to +210.7%: 0 occurrences (0.0%) +210.7% to +231.4%: 0 occurrences (0.0%) +231.4% to +252.0%: 1 occurrences (0.2%) 241.7%
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) 45.1% 28.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.0% Adjusts normal bell curve for real-world skewness (-0.39) and kurtosis (88.69).
Standard Normal (Black-Scholes / GBM) 90.7% 45.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 27.6% 9.2% Filters for historical windows that started with volatility similar to current 20-day HV (185 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 176.6%
  • Recent 20-Day HV: 73.0%
  • Parkinson Intraday Volatility: 92.5%
  • Vol Trend: Compressed (-59% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.1%
  • Top 10% Move (90th percentile): +21.5%
  • Bottom 10% Move (10th percentile): -29.5%
  • Max Historical Gain (14d): +252.0%
  • Max Historical Loss (14d): -78.7%