Finance

COIN Move Probability $167.53 -9.49 (-5.4%)

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)
24.1%
Stock touched +5.0% ($175.91) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
13.2%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.9%
$159.35 — $175.72

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-17.5% to -14.5%: 3 occurrences (0.6%) -16.0% -14.5% to -11.4%: 1 occurrences (0.2%) -11.4% to -8.4%: 6 occurrences (1.1%) -8.4% to -5.3%: 43 occurrences (8.2%) -6.9% -5.3% to -2.3%: 95 occurrences (18.2%) -2.3% to +0.7%: 164 occurrences (31.4%) +0.7% to +3.8%: 112 occurrences (21.5%) 2.2% +3.8% to +6.8%: 58 occurrences (11.1%) +6.8% to +9.8%: 26 occurrences (5.0%) +9.8% to +12.9%: 5 occurrences (1.0%) 11.4% +12.9% to +15.9%: 3 occurrences (0.6%) +15.9% to +19.0%: 3 occurrences (0.6%) +19.0% to +22.0%: 1 occurrences (0.2%) 20.5% +22.0% to +25.0%: 1 occurrences (0.2%) +25.0% to +28.1%: 0 occurrences (0.0%) +28.1% to +31.1%: 1 occurrences (0.2%) 29.6%
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) 24.1% 13.2% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 10.4% Adjusts normal bell curve for real-world skewness (0.51) and kurtosis (3.39).
Standard Normal (Black-Scholes / GBM) 31.8% 15.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 19.6% 11.7% Filters for historical windows that started with volatility similar to current 20-day HV (240 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.5%
  • Recent 20-Day HV: 52.7%
  • Parkinson Intraday Volatility: 57.9%
  • Vol Trend: Compressed (-32% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.3%
  • Top 10% Move (90th percentile): +5.8%
  • Bottom 10% Move (10th percentile): -5.4%
  • Max Historical Gain (1d): +31.1%
  • Max Historical Loss (1d): -17.5%