Finance

CFBK Move Probability $33.43 -0.08 (-0.2%)

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)
40.7%
Stock touched +5.0% ($35.10) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.42x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.9%
$31.14 — $35.72

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%.

-17.3% to -14.4%: 4 occurrences (0.8%) -15.9% -14.4% to -11.6%: 9 occurrences (1.8%) -11.6% to -8.7%: 21 occurrences (4.1%) -8.7% to -5.9%: 38 occurrences (7.5%) -7.3% -5.9% to -3.0%: 61 occurrences (12.0%) -3.0% to -0.2%: 99 occurrences (19.5%) -0.2% to +2.7%: 73 occurrences (14.4%) 1.2% +2.7% to +5.5%: 68 occurrences (13.4%) +5.5% to +8.3%: 46 occurrences (9.1%) +8.3% to +11.2%: 39 occurrences (7.7%) 9.8% +11.2% to +14.0%: 20 occurrences (3.9%) +14.0% to +16.9%: 14 occurrences (2.8%) +16.9% to +19.7%: 12 occurrences (2.4%) 18.3% +19.7% to +22.6%: 3 occurrences (0.6%) +22.6% to +25.4%: 0 occurrences (0.0%) +25.4% to +28.3%: 1 occurrences (0.2%) 26.9%
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) 40.7% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.0% Adjusts normal bell curve for real-world skewness (0.68) and kurtosis (6.71).
Standard Normal (Black-Scholes / GBM) 47.7% 23.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.5% 8.6% Filters for historical windows that started with volatility similar to current 20-day HV (162 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 29.1%
  • Recent 20-Day HV: 15.1%
  • Parkinson Intraday Volatility: 12.0%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +10.9%
  • Bottom 10% Move (10th percentile): -7.5%
  • Max Historical Gain (14d): +28.3%
  • Max Historical Loss (14d): -17.3%