Finance

BVS Move Probability $14.25 +0.32 (+2.3%)

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)
69.1%
Stock touched +5.0% ($14.96) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.31x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.7%
$12.44 — $16.06

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%.

-23.1% to -18.9%: 9 occurrences (1.8%) -21.0% -18.9% to -14.8%: 24 occurrences (4.7%) -14.8% to -10.6%: 27 occurrences (5.3%) -10.6% to -6.5%: 46 occurrences (9.1%) -8.6% -6.5% to -2.4%: 74 occurrences (14.6%) -2.4% to +1.8%: 97 occurrences (19.1%) +1.8% to +5.9%: 93 occurrences (18.3%) 3.9% +5.9% to +10.1%: 68 occurrences (13.4%) +10.1% to +14.2%: 30 occurrences (5.9%) +14.2% to +18.4%: 19 occurrences (3.7%) 16.3% +18.4% to +22.5%: 8 occurrences (1.6%) +22.5% to +26.7%: 6 occurrences (1.2%) +26.7% to +30.8%: 1 occurrences (0.2%) 28.7% +30.8% to +35.0%: 1 occurrences (0.2%) +35.0% to +39.1%: 4 occurrences (0.8%) +39.1% to +43.3%: 1 occurrences (0.2%) 41.2%
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) 69.1% 29.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.2% Adjusts normal bell curve for real-world skewness (0.45) and kurtosis (6.43).
Standard Normal (Black-Scholes / GBM) 70.0% 35.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.7% 31.8% Filters for historical windows that started with volatility similar to current 20-day HV (245 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 53.8%
  • Recent 20-Day HV: 37.0%
  • Parkinson Intraday Volatility: 44.8%
  • Vol Trend: Compressed (-31% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +12.1%
  • Bottom 10% Move (10th percentile): -11.5%
  • Max Historical Gain (14d): +43.3%
  • Max Historical Loss (14d): -23.1%