Finance

COGT Move Probability $31.32 -0.12 (-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)
65.6%
Stock touched +5.0% ($32.89) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.92x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.9%
$25.39 — $37.25

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-43.9% to -30.2%: 10 occurrences (2.0%) -37.0% -30.2% to -16.4%: 27 occurrences (5.3%) -16.4% to -2.7%: 166 occurrences (32.6%) -2.7% to +11.0%: 194 occurrences (38.1%) 4.2% +11.0% to +24.8%: 60 occurrences (11.8%) +24.8% to +38.5%: 19 occurrences (3.7%) +38.5% to +52.2%: 7 occurrences (1.4%) 45.4% +52.2% to +66.0%: 6 occurrences (1.2%) +66.0% to +79.7%: 6 occurrences (1.2%) +79.7% to +93.4%: 0 occurrences (0.0%) 86.6% +93.4% to +107.2%: 2 occurrences (0.4%) +107.2% to +120.9%: 4 occurrences (0.8%) +120.9% to +134.6%: 2 occurrences (0.4%) 127.8% +134.6% to +148.4%: 2 occurrences (0.4%) +148.4% to +162.1%: 0 occurrences (0.0%) +162.1% to +175.8%: 4 occurrences (0.8%) 168.9%
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) 65.6% 34.2% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (6.99) and kurtosis (108.29).
Standard Normal (Black-Scholes / GBM) 79.7% 39.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.1% 32.6% Filters for historical windows that started with volatility similar to current 20-day HV (233 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 80.4%
  • Recent 20-Day HV: 40.3%
  • Parkinson Intraday Volatility: 54.8%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +25.0%
  • Bottom 10% Move (10th percentile): -14.1%
  • Max Historical Gain (14d): +175.8%
  • Max Historical Loss (14d): -43.9%