Finance

BLTE Move Probability $154.30 -0.39 (-0.3%)

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)
68.7%
Stock touched +5.0% ($162.02) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
41.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.65x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.8%
$134.61 — $173.99

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%.

-23.8% to -19.5%: 9 occurrences (1.8%) -21.7% -19.5% to -15.2%: 15 occurrences (3.0%) -15.2% to -10.9%: 33 occurrences (6.5%) -10.9% to -6.6%: 47 occurrences (9.3%) -8.7% -6.6% to -2.2%: 64 occurrences (12.6%) -2.2% to +2.1%: 66 occurrences (13.0%) +2.1% to +6.4%: 83 occurrences (16.3%) 4.2% +6.4% to +10.7%: 61 occurrences (12.0%) +10.7% to +15.0%: 40 occurrences (7.9%) +15.0% to +19.4%: 21 occurrences (4.1%) 17.2% +19.4% to +23.7%: 26 occurrences (5.1%) +23.7% to +28.0%: 25 occurrences (4.9%) +28.0% to +32.3%: 7 occurrences (1.4%) 30.2% +32.3% to +36.6%: 5 occurrences (1.0%) +36.6% to +41.0%: 3 occurrences (0.6%) +41.0% to +45.3%: 3 occurrences (0.6%) 43.1%
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) 68.7% 41.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.5% Adjusts normal bell curve for real-world skewness (-0.04) and kurtosis (2.93).
Standard Normal (Black-Scholes / GBM) 70.2% 35.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.9% 42.5% Filters for historical windows that started with volatility similar to current 20-day HV (386 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.1%
  • Recent 20-Day HV: 47.1%
  • Parkinson Intraday Volatility: 35.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.0%
  • Top 10% Move (90th percentile): +21.9%
  • Bottom 10% Move (10th percentile): -11.1%
  • Max Historical Gain (14d): +45.3%
  • Max Historical Loss (14d): -23.8%