Finance

BTGO Move Probability $6.41 -0.83 (-11.5%)

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)
77.3%
Stock touched +5.0% ($6.73) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.32x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.0%
$4.87 — $7.95

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 150 historical windows (2026-01-22 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-53.6% to -47.0%: 6 occurrences (4.0%) -50.3% -47.0% to -40.5%: 4 occurrences (2.7%) -40.5% to -33.9%: 5 occurrences (3.3%) -33.9% to -27.3%: 5 occurrences (3.3%) -30.6% -27.3% to -20.7%: 7 occurrences (4.7%) -20.7% to -14.2%: 13 occurrences (8.7%) -14.2% to -7.6%: 19 occurrences (12.7%) -10.9% -7.6% to -1.0%: 21 occurrences (14.0%) -1.0% to +5.6%: 21 occurrences (14.0%) +5.6% to +12.1%: 16 occurrences (10.7%) 8.9% +12.1% to +18.7%: 10 occurrences (6.7%) +18.7% to +25.3%: 3 occurrences (2.0%) +25.3% to +31.9%: 6 occurrences (4.0%) 28.6% +31.9% to +38.5%: 5 occurrences (3.3%) +38.5% to +45.0%: 7 occurrences (4.7%) +45.0% to +51.6%: 2 occurrences (1.3%) 48.3%
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) 77.3% 33.3% Model-free reality across 150 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 42.3% Adjusts normal bell curve for real-world skewness (-0.22) and kurtosis (1.09).
Standard Normal (Black-Scholes / GBM) 83.9% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.4% 35.7% Filters for historical windows that started with volatility similar to current 20-day HV (129 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 101.9%
  • Recent 20-Day HV: 93.1%
  • Parkinson Intraday Volatility: 77.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.1%
  • Top 10% Move (90th percentile): +31.4%
  • Bottom 10% Move (10th percentile): -30.4%
  • Max Historical Gain (14d): +51.6%
  • Max Historical Loss (14d): -53.6%