Finance

BDVB Move Probability $0.04 +0.00 (+0.0%)

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)
57.8%
Stock touched +5.0% ($0.04) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.5%
$0.03 — $0.05

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-55.8% to -48.9%: 1 occurrences (0.2%) -52.4% -48.9% to -42.0%: 3 occurrences (0.6%) -42.0% to -35.2%: 3 occurrences (0.6%) -35.2% to -28.3%: 9 occurrences (1.9%) -31.7% -28.3% to -21.4%: 22 occurrences (4.5%) -21.4% to -14.5%: 51 occurrences (10.5%) -14.5% to -7.7%: 74 occurrences (15.2%) -11.1% -7.7% to -0.8%: 70 occurrences (14.4%) -0.8% to +6.1%: 117 occurrences (24.1%) +6.1% to +13.0%: 32 occurrences (6.6%) 9.5% +13.0% to +19.8%: 48 occurrences (9.9%) +19.8% to +26.7%: 16 occurrences (3.3%) +26.7% to +33.6%: 17 occurrences (3.5%) 30.2% +33.6% to +40.5%: 19 occurrences (3.9%) +40.5% to +47.4%: 0 occurrences (0.0%) +47.4% to +54.2%: 4 occurrences (0.8%) 50.8%
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) 57.8% 31.1% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.2% Adjusts normal bell curve for real-world skewness (-0.39) and kurtosis (20.1).
Standard Normal (Black-Scholes / GBM) 85.4% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 112.2%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 63.5%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +21.4%
  • Bottom 10% Move (10th percentile): -18.3%
  • Max Historical Gain (14d): +54.2%
  • Max Historical Loss (14d): -55.8%