Finance

CNTY Move Probability $0.77 -0.02 (-2.6%)

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)
50.9%
Stock touched +5.0% ($0.81) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
29.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.73x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.1%
$0.65 — $0.89

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%.

-37.2% to -31.0%: 10 occurrences (2.0%) -34.1% -31.0% to -24.8%: 23 occurrences (4.5%) -24.8% to -18.6%: 39 occurrences (7.7%) -18.6% to -12.4%: 38 occurrences (7.5%) -15.5% -12.4% to -6.2%: 96 occurrences (18.9%) -6.2% to +0.0%: 103 occurrences (20.3%) +0.0% to +6.2%: 58 occurrences (11.4%) 3.1% +6.2% to +12.5%: 59 occurrences (11.6%) +12.5% to +18.7%: 28 occurrences (5.5%) +18.7% to +24.9%: 19 occurrences (3.7%) 21.8% +24.9% to +31.1%: 10 occurrences (2.0%) +31.1% to +37.3%: 8 occurrences (1.6%) +37.3% to +43.5%: 2 occurrences (0.4%) 40.4% +43.5% to +49.7%: 8 occurrences (1.6%) +49.7% to +55.9%: 5 occurrences (1.0%) +55.9% to +62.1%: 1 occurrences (0.2%) 59.0%
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) 50.9% 29.4% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.4% Adjusts normal bell curve for real-world skewness (0.0) and kurtosis (4.9).
Standard Normal (Black-Scholes / GBM) 74.7% 37.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.8% 28.6% Filters for historical windows that started with volatility similar to current 20-day HV (325 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.1%
  • Recent 20-Day HV: 73.4%
  • Parkinson Intraday Volatility: 39.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +19.4%
  • Bottom 10% Move (10th percentile): -22.0%
  • Max Historical Gain (14d): +62.1%
  • Max Historical Loss (14d): -37.2%