Finance

COIN Move Probability $164.46 -7.58 (-4.4%)

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)
78.7%
Stock touched +3.5% ($170.22) at least once during 10 trading days.
Median first touch: Day 2 of 10
Expiration Close Probability
36.0%
Stock closed at or beyond +3.5% at the end of the 10-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.4%
$139.06 — $189.86

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 511 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +3.5%.

-34.5% to -27.7%: 2 occurrences (0.4%) -31.1% -27.7% to -20.9%: 27 occurrences (5.3%) -20.9% to -14.1%: 46 occurrences (9.0%) -14.1% to -7.2%: 87 occurrences (17.0%) -10.6% -7.2% to -0.4%: 100 occurrences (19.6%) -0.4% to +6.4%: 88 occurrences (17.2%) +6.4% to +13.3%: 60 occurrences (11.7%) 9.8% +13.3% to +20.1%: 44 occurrences (8.6%) +20.1% to +26.9%: 28 occurrences (5.5%) +26.9% to +33.7%: 16 occurrences (3.1%) 30.3% +33.7% to +40.6%: 4 occurrences (0.8%) +40.6% to +47.4%: 3 occurrences (0.6%) +47.4% to +54.2%: 2 occurrences (0.4%) 50.8% +54.2% to +61.0%: 1 occurrences (0.2%) +61.0% to +67.9%: 2 occurrences (0.4%) +67.9% to +74.7%: 1 occurrences (0.2%) 71.3%
Historical returns Target move zone (+3.5%+) 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) 78.7% 36.0% Model-free reality across 511 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.9% Adjusts normal bell curve for real-world skewness (0.5) and kurtosis (3.41).
Standard Normal (Black-Scholes / GBM) 82.4% 41.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.1% 37.7% Filters for historical windows that started with volatility similar to current 20-day HV (334 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.5%
  • Recent 20-Day HV: 97.4%
  • Parkinson Intraday Volatility: 57.9%
  • Vol Trend: Expanded (+26% vs baseline)

10-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +20.7%
  • Bottom 10% Move (10th percentile): -16.9%
  • Max Historical Gain (10d): +74.7%
  • Max Historical Loss (10d): -34.5%