Finance

CHCI Move Probability $17.36 +0.06 (+0.4%)

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)
57.1%
Stock touched +5.0% ($18.23) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.69x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.5%
$14.68 — $20.04

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%.

-31.6% to -25.3%: 3 occurrences (0.6%) -28.5% -25.3% to -19.0%: 17 occurrences (3.3%) -19.0% to -12.6%: 30 occurrences (5.9%) -12.6% to -6.3%: 110 occurrences (21.7%) -9.5% -6.3% to +0.0%: 90 occurrences (17.7%) +0.0% to +6.4%: 99 occurrences (19.5%) +6.4% to +12.7%: 50 occurrences (9.8%) 9.5% +12.7% to +19.0%: 35 occurrences (6.9%) +19.0% to +25.4%: 26 occurrences (5.1%) +25.4% to +31.7%: 24 occurrences (4.7%) 28.5% +31.7% to +38.0%: 9 occurrences (1.8%) +38.0% to +44.3%: 8 occurrences (1.6%) +44.3% to +50.7%: 2 occurrences (0.4%) 47.5% +50.7% to +57.0%: 1 occurrences (0.2%) +57.0% to +63.3%: 1 occurrences (0.2%) +63.3% to +69.7%: 3 occurrences (0.6%) 66.5%
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) 57.1% 33.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.2% Adjusts normal bell curve for real-world skewness (0.16) and kurtosis (6.23).
Standard Normal (Black-Scholes / GBM) 75.2% 37.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.7% 38.9% Filters for historical windows that started with volatility similar to current 20-day HV (90 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 65.6%
  • Recent 20-Day HV: 27.5%
  • Parkinson Intraday Volatility: 23.7%
  • Vol Trend: Compressed (-58% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +24.7%
  • Bottom 10% Move (10th percentile): -12.6%
  • Max Historical Gain (14d): +69.7%
  • Max Historical Loss (14d): -31.6%