Finance

CAPC Move Probability $0.06 -0.01 (-10.7%)

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)
87.7%
Stock touched +5.0% ($0.06) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
50.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±66.6%
$0.02 — $0.10

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-71.0% to -20.5%: 113 occurrences (23.2%) -45.7% -20.5% to +30.0%: 233 occurrences (47.8%) +30.0% to +80.6%: 95 occurrences (19.5%) +80.6% to +131.1%: 27 occurrences (5.5%) 105.8% +131.1% to +181.6%: 7 occurrences (1.4%) +181.6% to +232.2%: 1 occurrences (0.2%) +232.2% to +282.7%: 1 occurrences (0.2%) 257.4% +282.7% to +333.2%: 0 occurrences (0.0%) +333.2% to +383.8%: 2 occurrences (0.4%) +383.8% to +434.3%: 2 occurrences (0.4%) 409.0% +434.3% to +484.8%: 1 occurrences (0.2%) +484.8% to +535.4%: 1 occurrences (0.2%) +535.4% to +585.9%: 3 occurrences (0.6%) 560.6% +585.9% to +636.4%: 0 occurrences (0.0%) +636.4% to +687.0%: 0 occurrences (0.0%) +687.0% to +737.5%: 1 occurrences (0.2%) 712.2%
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) 87.7% 50.3% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.9% Adjusts normal bell curve for real-world skewness (0.61) and kurtosis (6.52).
Standard Normal (Black-Scholes / GBM) 94.2% 47.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 87.5% 50.5% Filters for historical windows that started with volatility similar to current 20-day HV (279 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 282.7%
  • Recent 20-Day HV: 282.7%
  • Parkinson Intraday Volatility: 276.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +5.5%
  • Top 10% Move (90th percentile): +78.6%
  • Bottom 10% Move (10th percentile): -42.9%
  • Max Historical Gain (14d): +737.5%
  • Max Historical Loss (14d): -71.0%