Finance

BYSI Move Probability $0.50 -0.13 (-20.7%)

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)
58.7%
Stock touched +5.0% ($0.53) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
25.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.3%
$0.39 — $0.61

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%.

-42.4% to -33.5%: 18 occurrences (3.5%) -37.9% -33.5% to -24.5%: 23 occurrences (4.5%) -24.5% to -15.6%: 67 occurrences (13.2%) -15.6% to -6.6%: 92 occurrences (18.1%) -11.1% -6.6% to +2.4%: 136 occurrences (26.8%) +2.4% to +11.3%: 96 occurrences (18.9%) +11.3% to +20.3%: 35 occurrences (6.9%) 15.8% +20.3% to +29.2%: 13 occurrences (2.6%) +29.2% to +38.2%: 1 occurrences (0.2%) +38.2% to +47.1%: 6 occurrences (1.2%) 42.7% +47.1% to +56.1%: 8 occurrences (1.6%) +56.1% to +65.1%: 2 occurrences (0.4%) +65.1% to +74.0%: 3 occurrences (0.6%) 69.5% +74.0% to +83.0%: 4 occurrences (0.8%) +83.0% to +91.9%: 3 occurrences (0.6%) +91.9% to +100.9%: 1 occurrences (0.2%) 96.4%
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) 58.7% 25.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.3% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (10.31).
Standard Normal (Black-Scholes / GBM) 82.7% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.5% 26.3% Filters for historical windows that started with volatility similar to current 20-day HV (38 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.7%
  • Recent 20-Day HV: 215.9%
  • Parkinson Intraday Volatility: 47.5%
  • Vol Trend: Expanded (+128% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.0%
  • Top 10% Move (90th percentile): +14.7%
  • Bottom 10% Move (10th percentile): -22.8%
  • Max Historical Gain (14d): +100.9%
  • Max Historical Loss (14d): -42.4%