Finance

BULL Move Probability $7.68 -1.01 (-11.6%)

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)
50.7%
Stock touched +5.0% ($8.06) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.6%
$5.33 — $10.03

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-65.3% to -34.5%: 4 occurrences (0.8%) -49.9% -34.5% to -3.7%: 170 occurrences (33.5%) -3.7% to +27.1%: 299 occurrences (59.0%) +27.1% to +57.8%: 20 occurrences (3.9%) 42.4% +57.8% to +88.6%: 3 occurrences (0.6%) +88.6% to +119.4%: 2 occurrences (0.4%) +119.4% to +150.2%: 1 occurrences (0.2%) 134.8% +150.2% to +180.9%: 2 occurrences (0.4%) +180.9% to +211.7%: 2 occurrences (0.4%) +211.7% to +242.5%: 1 occurrences (0.2%) 227.1% +242.5% to +273.3%: 0 occurrences (0.0%) +273.3% to +304.0%: 0 occurrences (0.0%) +304.0% to +334.8%: 0 occurrences (0.0%) 319.4% +334.8% to +365.6%: 0 occurrences (0.0%) +365.6% to +396.4%: 1 occurrences (0.2%) +396.4% to +427.1%: 2 occurrences (0.4%) 411.8%
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) 50.7% 24.9% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (14.1) and kurtosis (274.88).
Standard Normal (Black-Scholes / GBM) 87.3% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.6% 33.3% Filters for historical windows that started with volatility similar to current 20-day HV (204 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 129.7%
  • Recent 20-Day HV: 81.8%
  • Parkinson Intraday Volatility: 80.7%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +21.0%
  • Bottom 10% Move (10th percentile): -17.5%
  • Max Historical Gain (14d): +427.1%
  • Max Historical Loss (14d): -65.3%