Finance

BLGO Move Probability $0.07 -0.00 (-4.4%)

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)
62.0%
Stock touched +5.0% ($0.07) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
22.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.80x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.6%
$0.06 — $0.08

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-28.6% to -22.6%: 11 occurrences (2.3%) -25.6% -22.6% to -16.7%: 35 occurrences (7.2%) -16.7% to -10.7%: 61 occurrences (12.5%) -10.7% to -4.8%: 135 occurrences (27.7%) -7.7% -4.8% to +1.2%: 126 occurrences (25.9%) +1.2% to +7.1%: 43 occurrences (8.8%) +7.1% to +13.1%: 37 occurrences (7.6%) 10.1% +13.1% to +19.0%: 8 occurrences (1.6%) +19.0% to +25.0%: 11 occurrences (2.3%) +25.0% to +31.0%: 7 occurrences (1.4%) 28.0% +31.0% to +36.9%: 3 occurrences (0.6%) +36.9% to +42.9%: 0 occurrences (0.0%) +42.9% to +48.8%: 2 occurrences (0.4%) 45.8% +48.8% to +54.8%: 4 occurrences (0.8%) +54.8% to +60.7%: 2 occurrences (0.4%) +60.7% to +66.7%: 2 occurrences (0.4%) 63.7%
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) 62.0% 22.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.6% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (3.53).
Standard Normal (Black-Scholes / GBM) 80.3% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.8% 23.9% Filters for historical windows that started with volatility similar to current 20-day HV (264 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.0%
  • Recent 20-Day HV: 92.3%
  • Parkinson Intraday Volatility: 83.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +11.8%
  • Bottom 10% Move (10th percentile): -16.7%
  • Max Historical Gain (14d): +66.7%
  • Max Historical Loss (14d): -28.6%