Finance

CELZ Move Probability $0.78 +0.03 (+3.3%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
69.6%
Stock touched +5.0% ($0.81) 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
2.10x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.7%
$0.54 — $1.01

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-66.4% to -56.4%: 8 occurrences (1.6%) -61.4% -56.4% to -46.3%: 7 occurrences (1.4%) -46.3% to -36.3%: 17 occurrences (3.4%) -36.3% to -26.3%: 33 occurrences (6.5%) -31.3% -26.3% to -16.3%: 45 occurrences (8.9%) -16.3% to -6.2%: 86 occurrences (17.0%) -6.2% to +3.8%: 124 occurrences (24.5%) -1.2% +3.8% to +13.8%: 94 occurrences (18.5%) +13.8% to +23.8%: 36 occurrences (7.1%) +23.8% to +33.9%: 16 occurrences (3.2%) 28.8% +33.9% to +43.9%: 7 occurrences (1.4%) +43.9% to +53.9%: 9 occurrences (1.8%) +53.9% to +63.9%: 7 occurrences (1.4%) 58.9% +63.9% to +74.0%: 6 occurrences (1.2%) +74.0% to +84.0%: 5 occurrences (1.0%) +84.0% to +94.0%: 7 occurrences (1.4%) 89.0%
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) 69.6% 33.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.3% Adjusts normal bell curve for real-world skewness (0.14) and kurtosis (16.09).
Standard Normal (Black-Scholes / GBM) 86.9% 43.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 80.4% 41.2% Filters for historical windows that started with volatility similar to current 20-day HV (199 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 125.9%
  • Recent 20-Day HV: 57.2%
  • Parkinson Intraday Volatility: 84.7%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.8%
  • Top 10% Move (90th percentile): +29.8%
  • Bottom 10% Move (10th percentile): -29.8%
  • Max Historical Gain (14d): +94.0%
  • Max Historical Loss (14d): -66.4%