Finance

BKSY Move Probability $17.36 +0.52 (+3.1%)

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)
83.3%
Stock touched +5.0% ($18.23) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
49.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.69x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.3%
$13.15 — $21.57

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%.

-54.4% to -44.8%: 4 occurrences (0.8%) -49.6% -44.8% to -35.2%: 20 occurrences (3.9%) -35.2% to -25.6%: 30 occurrences (5.9%) -25.6% to -16.1%: 52 occurrences (10.2%) -20.8% -16.1% to -6.5%: 81 occurrences (15.9%) -6.5% to +3.1%: 58 occurrences (11.4%) +3.1% to +12.7%: 61 occurrences (12.0%) 7.9% +12.7% to +22.3%: 50 occurrences (9.8%) +22.3% to +31.8%: 51 occurrences (10.0%) +31.8% to +41.4%: 39 occurrences (7.7%) 36.6% +41.4% to +51.0%: 28 occurrences (5.5%) +51.0% to +60.6%: 16 occurrences (3.1%) +60.6% to +70.2%: 8 occurrences (1.6%) 65.4% +70.2% to +79.7%: 4 occurrences (0.8%) +79.7% to +89.3%: 3 occurrences (0.6%) +89.3% to +98.9%: 3 occurrences (0.6%) 94.1%
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) 83.3% 49.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.0% Adjusts normal bell curve for real-world skewness (-0.09) and kurtosis (1.65).
Standard Normal (Black-Scholes / GBM) 84.1% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.0% 68.7% Filters for historical windows that started with volatility similar to current 20-day HV (147 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.9%
  • Recent 20-Day HV: 64.6%
  • Parkinson Intraday Volatility: 82.0%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.7%
  • Top 10% Move (90th percentile): +43.4%
  • Bottom 10% Move (10th percentile): -26.2%
  • Max Historical Gain (14d): +98.9%
  • Max Historical Loss (14d): -54.4%