Finance

BOTY Move Probability $0.05 +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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Touch Probability (First Passage)
74.9%
Stock touched +5.0% ($0.05) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.06x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±132.8%
$0.00 — $0.12

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-94.8% to -59.3%: 18 occurrences (3.7%) -77.0% -59.3% to -23.9%: 150 occurrences (30.9%) -23.9% to +11.6%: 209 occurrences (43.0%) +11.6% to +47.0%: 33 occurrences (6.8%) 29.3% +47.0% to +82.5%: 22 occurrences (4.5%) +82.5% to +117.9%: 36 occurrences (7.4%) +117.9% to +153.4%: 5 occurrences (1.0%) 135.7% +153.4% to +188.8%: 6 occurrences (1.2%) +188.8% to +224.3%: 2 occurrences (0.4%) +224.3% to +259.7%: 1 occurrences (0.2%) 242.0% +259.7% to +295.2%: 0 occurrences (0.0%) +295.2% to +330.6%: 2 occurrences (0.4%) +330.6% to +366.1%: 0 occurrences (0.0%) 348.3% +366.1% to +401.5%: 0 occurrences (0.0%) +401.5% to +437.0%: 0 occurrences (0.0%) +437.0% to +472.4%: 2 occurrences (0.4%) 454.7%
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) 74.9% 24.5% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 47.4% Adjusts normal bell curve for real-world skewness (-0.0) and kurtosis (6.13).
Standard Normal (Black-Scholes / GBM) 97.1% 48.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.2% 22.5% Filters for historical windows that started with volatility similar to current 20-day HV (347 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 563.5%
  • Recent 20-Day HV: 524.2%
  • Parkinson Intraday Volatility: 504.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +100.0%
  • Bottom 10% Move (10th percentile): -50.0%
  • Max Historical Gain (14d): +472.4%
  • Max Historical Loss (14d): -94.8%