Finance

BNGO Move Probability $1.25 +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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.0%
Stock touched +5.0% ($1.31) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
22.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.81x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.0%
$0.97 — $1.53

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%.

-70.0% to -62.5%: 4 occurrences (0.8%) -66.2% -62.5% to -54.9%: 12 occurrences (2.4%) -54.9% to -47.4%: 11 occurrences (2.2%) -47.4% to -39.9%: 0 occurrences (0.0%) -43.7% -39.9% to -32.4%: 9 occurrences (1.8%) -32.4% to -24.8%: 28 occurrences (5.5%) -24.8% to -17.3%: 44 occurrences (8.7%) -21.1% -17.3% to -9.8%: 62 occurrences (12.2%) -9.8% to -2.3%: 111 occurrences (21.9%) -2.3% to +5.3%: 116 occurrences (22.8%) 1.5% +5.3% to +12.8%: 47 occurrences (9.3%) +12.8% to +20.3%: 23 occurrences (4.5%) +20.3% to +27.8%: 6 occurrences (1.2%) 24.1% +27.8% to +35.4%: 18 occurrences (3.5%) +35.4% to +42.9%: 10 occurrences (2.0%) +42.9% to +50.4%: 7 occurrences (1.4%) 46.7%
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% 22.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.9% Adjusts normal bell curve for real-world skewness (-0.71) and kurtosis (13.83).
Standard Normal (Black-Scholes / GBM) 82.5% 41.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.4% 26.5% Filters for historical windows that started with volatility similar to current 20-day HV (219 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 93.4%
  • Recent 20-Day HV: 55.0%
  • Parkinson Intraday Volatility: 68.1%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.2%
  • Top 10% Move (90th percentile): +15.5%
  • Bottom 10% Move (10th percentile): -27.3%
  • Max Historical Gain (14d): +50.4%
  • Max Historical Loss (14d): -70.0%