Finance

CPHC Move Probability $15.91 +0.20 (+1.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
8.7%
Stock touched +5.0% ($16.71) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
6.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.42x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.3%
$15.22 — $16.60

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-16.3% to -14.3%: 14 occurrences (2.8%) -15.3% -14.3% to -12.2%: 0 occurrences (0.0%) -12.2% to -10.2%: 0 occurrences (0.0%) -10.2% to -8.2%: 0 occurrences (0.0%) -9.2% -8.2% to -6.2%: 30 occurrences (5.9%) -6.2% to -4.1%: 6 occurrences (1.2%) -4.1% to -2.1%: 40 occurrences (7.9%) -3.1% -2.1% to -0.1%: 118 occurrences (23.2%) -0.1% to +1.9%: 212 occurrences (41.7%) +1.9% to +4.0%: 42 occurrences (8.3%) 3.0% +4.0% to +6.0%: 30 occurrences (5.9%) +6.0% to +8.0%: 4 occurrences (0.8%) +8.0% to +10.0%: 0 occurrences (0.0%) 9.0% +10.0% to +12.1%: 3 occurrences (0.6%) +12.1% to +14.1%: 7 occurrences (1.4%) +14.1% to +16.1%: 2 occurrences (0.4%) 15.1%
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) 8.7% 6.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (-3.75) and kurtosis (76.32).
Standard Normal (Black-Scholes / GBM) 25.8% 12.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (81 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 18.3%
  • Recent 20-Day HV: 4.5%
  • Parkinson Intraday Volatility: 1.9%
  • Vol Trend: Compressed (-75% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +3.5%
  • Bottom 10% Move (10th percentile): -3.5%
  • Max Historical Gain (14d): +16.1%
  • Max Historical Loss (14d): -16.3%