Finance

CELH Move Probability $28.32 -1.63 (-5.4%)

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)
68.1%
Stock touched +5.0% ($29.74) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
33.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.06x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.7%
$24.16 — $32.48

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%.

-36.3% to -31.0%: 9 occurrences (1.8%) -33.7% -31.0% to -25.8%: 5 occurrences (1.0%) -25.8% to -20.5%: 10 occurrences (2.0%) -20.5% to -15.2%: 34 occurrences (6.7%) -17.8% -15.2% to -9.9%: 42 occurrences (8.3%) -9.9% to -4.6%: 70 occurrences (13.8%) -4.6% to +0.7%: 93 occurrences (18.3%) -2.0% +0.7% to +5.9%: 82 occurrences (16.1%) +5.9% to +11.2%: 62 occurrences (12.2%) +11.2% to +16.5%: 32 occurrences (6.3%) 13.9% +16.5% to +21.8%: 39 occurrences (7.7%) +21.8% to +27.1%: 11 occurrences (2.2%) +27.1% to +32.4%: 8 occurrences (1.6%) 29.7% +32.4% to +37.6%: 6 occurrences (1.2%) +37.6% to +42.9%: 4 occurrences (0.8%) +42.9% to +48.2%: 1 occurrences (0.2%) 45.6%
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) 68.1% 33.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.0% Adjusts normal bell curve for real-world skewness (-0.21) and kurtosis (10.13).
Standard Normal (Black-Scholes / GBM) 73.9% 37.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.9% 33.8% Filters for historical windows that started with volatility similar to current 20-day HV (281 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.2%
  • Recent 20-Day HV: 41.9%
  • Parkinson Intraday Volatility: 47.8%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +18.8%
  • Bottom 10% Move (10th percentile): -16.2%
  • Max Historical Gain (14d): +48.2%
  • Max Historical Loss (14d): -36.3%