Finance

BLND Move Probability $1.10 +0.06 (+6.2%)

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)
69.5%
Stock touched +5.0% ($1.16) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.52x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.1%
$0.93 — $1.28

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%.

-41.2% to -35.9%: 5 occurrences (1.0%) -38.6% -35.9% to -30.6%: 6 occurrences (1.2%) -30.6% to -25.3%: 21 occurrences (4.1%) -25.3% to -20.0%: 27 occurrences (5.3%) -22.7% -20.0% to -14.7%: 36 occurrences (7.1%) -14.7% to -9.4%: 66 occurrences (13.0%) -9.4% to -4.1%: 67 occurrences (13.2%) -6.8% -4.1% to +1.2%: 77 occurrences (15.2%) +1.2% to +6.5%: 85 occurrences (16.7%) +6.5% to +11.8%: 51 occurrences (10.0%) 9.2% +11.8% to +17.1%: 25 occurrences (4.9%) +17.1% to +22.4%: 13 occurrences (2.6%) +22.4% to +27.7%: 9 occurrences (1.8%) 25.1% +27.7% to +33.0%: 7 occurrences (1.4%) +33.0% to +38.3%: 3 occurrences (0.6%) +38.3% to +43.6%: 10 occurrences (2.0%) 41.0%
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) 69.5% 27.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.1% Adjusts normal bell curve for real-world skewness (-0.68) and kurtosis (4.0).
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) 75.7% 31.0% Filters for historical windows that started with volatility similar to current 20-day HV (300 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.2%
  • Recent 20-Day HV: 83.0%
  • Parkinson Intraday Volatility: 59.4%
  • Vol Trend: Expanded (+22% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.7%
  • Top 10% Move (90th percentile): +15.1%
  • Bottom 10% Move (10th percentile): -21.1%
  • Max Historical Gain (14d): +43.6%
  • Max Historical Loss (14d): -41.2%