Finance

CBDY Move Probability $0.00 +0.00 (+42.9%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
63.4%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±56.7%
$0.00 — $0.00

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%.

-54.5% to -44.9%: 10 occurrences (2.1%) -49.7% -44.9% to -35.2%: 18 occurrences (3.7%) -35.2% to -25.6%: 33 occurrences (6.8%) -25.6% to -15.9%: 58 occurrences (11.9%) -20.7% -15.9% to -6.2%: 79 occurrences (16.2%) -6.2% to +3.4%: 121 occurrences (24.8%) +3.4% to +13.1%: 60 occurrences (12.3%) 8.2% +13.1% to +22.7%: 49 occurrences (10.1%) +22.7% to +32.4%: 19 occurrences (3.9%) +32.4% to +42.0%: 19 occurrences (3.9%) 37.2% +42.0% to +51.7%: 6 occurrences (1.2%) +51.7% to +61.4%: 5 occurrences (1.0%) +61.4% to +71.0%: 4 occurrences (0.8%) 66.2% +71.0% to +80.7%: 1 occurrences (0.2%) +80.7% to +90.3%: 1 occurrences (0.2%) +90.3% to +100.0%: 4 occurrences (0.8%) 95.2%
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) 63.4% 33.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 43.8% Adjusts normal bell curve for real-world skewness (0.21) and kurtosis (3.39).
Standard Normal (Black-Scholes / GBM) 93.1% 46.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.1% 45.0% Filters for historical windows that started with volatility similar to current 20-day HV (111 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 240.6%
  • Recent 20-Day HV: 432.6%
  • Parkinson Intraday Volatility: 156.0%
  • Vol Trend: Expanded (+80% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +28.6%
  • Bottom 10% Move (10th percentile): -27.8%
  • Max Historical Gain (14d): +100.0%
  • Max Historical Loss (14d): -54.5%