Finance

BTCS Move Probability $1.13 +0.02 (+1.8%)

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)
75.4%
Stock touched +5.0% ($1.19) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±48.7%
$0.58 — $1.68

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%.

-44.5% to +93.8%: 449 occurrences (88.4%) 24.6% +93.8% to +232.1%: 42 occurrences (8.3%) +232.1% to +370.4%: 3 occurrences (0.6%) +370.4% to +508.7%: 0 occurrences (0.0%) 439.5% +508.7% to +646.9%: 6 occurrences (1.2%) +646.9% to +785.2%: 3 occurrences (0.6%) +785.2% to +923.5%: 3 occurrences (0.6%) 854.4% +923.5% to +1061.8%: 0 occurrences (0.0%) +1061.8% to +1200.1%: 0 occurrences (0.0%) +1200.1% to +1338.4%: 0 occurrences (0.0%) 1269.3% +1338.4% to +1476.7%: 0 occurrences (0.0%) +1476.7% to +1615.0%: 0 occurrences (0.0%) +1615.0% to +1753.3%: 0 occurrences (0.0%) 1684.2% +1753.3% to +1891.6%: 1 occurrences (0.2%) +1891.6% to +2029.9%: 0 occurrences (0.0%) +2029.9% to +2168.2%: 1 occurrences (0.2%) 2099.0%
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) 75.4% 41.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.0% Adjusts normal bell curve for real-world skewness (10.27) and kurtosis (160.32).
Standard Normal (Black-Scholes / GBM) 92.0% 46.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.9% 37.8% Filters for historical windows that started with volatility similar to current 20-day HV (196 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 206.8%
  • Recent 20-Day HV: 62.9%
  • Parkinson Intraday Volatility: 97.3%
  • Vol Trend: Compressed (-70% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +124.2%
  • Bottom 10% Move (10th percentile): -28.9%
  • Max Historical Gain (14d): +2168.2%
  • Max Historical Loss (14d): -44.5%