Finance

COIN Move Probability $138.60 -4.68 (-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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Touch Probability (First Passage)
73.0%
Stock touched +5.0% ($145.53) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.3%
$113.29 — $163.91

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-38.9% to -31.6%: 4 occurrences (0.8%) -35.2% -31.6% to -24.2%: 18 occurrences (3.5%) -24.2% to -16.9%: 45 occurrences (8.9%) -16.9% to -9.5%: 81 occurrences (15.9%) -13.2% -9.5% to -2.2%: 105 occurrences (20.7%) -2.2% to +5.1%: 66 occurrences (13.0%) +5.1% to +12.5%: 69 occurrences (13.6%) 8.8% +12.5% to +19.8%: 49 occurrences (9.6%) +19.8% to +27.2%: 25 occurrences (4.9%) +27.2% to +34.5%: 22 occurrences (4.3%) 30.8% +34.5% to +41.8%: 11 occurrences (2.2%) +41.8% to +49.2%: 5 occurrences (1.0%) +49.2% to +56.5%: 3 occurrences (0.6%) 52.9% +56.5% to +63.9%: 4 occurrences (0.8%) +63.9% to +71.2%: 0 occurrences (0.0%) +71.2% to +78.6%: 1 occurrences (0.2%) 74.9%
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) 73.0% 37.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.7% Adjusts normal bell curve for real-world skewness (0.51) and kurtosis (3.46).
Standard Normal (Black-Scholes / GBM) 78.9% 39.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.3% 32.5% Filters for historical windows that started with volatility similar to current 20-day HV (360 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.5%
  • Recent 20-Day HV: 64.1%
  • Parkinson Intraday Volatility: 57.7%
  • Vol Trend: Compressed (-17% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.1%
  • Top 10% Move (90th percentile): +25.0%
  • Bottom 10% Move (10th percentile): -19.2%
  • Max Historical Gain (14d): +78.6%
  • Max Historical Loss (14d): -38.9%