Finance

DBIN Move Probability $53.89 -0.12 (-0.2%)

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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Touch Probability (First Passage)
37.8%
Stock touched +5.0% ($56.58) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
14.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.67x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.1%
$50.07 — $57.71

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-12.0% to -10.2%: 1 occurrences (0.2%) -11.1% -10.2% to -8.4%: 2 occurrences (0.4%) -8.4% to -6.6%: 0 occurrences (0.0%) -6.6% to -4.8%: 8 occurrences (1.6%) -5.7% -4.8% to -3.1%: 24 occurrences (4.9%) -3.1% to -1.3%: 60 occurrences (12.3%) -1.3% to +0.5%: 105 occurrences (21.6%) -0.4% +0.5% to +2.3%: 130 occurrences (26.7%) +2.3% to +4.0%: 61 occurrences (12.5%) +4.0% to +5.8%: 39 occurrences (8.0%) 4.9% +5.8% to +7.6%: 18 occurrences (3.7%) +7.6% to +9.4%: 18 occurrences (3.7%) +9.4% to +11.2%: 15 occurrences (3.1%) 10.3% +11.2% to +12.9%: 1 occurrences (0.2%) +12.9% to +14.7%: 4 occurrences (0.8%) +14.7% to +16.5%: 1 occurrences (0.2%) 15.6%
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) 37.8% 14.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.2% Adjusts normal bell curve for real-world skewness (0.72) and kurtosis (12.57).
Standard Normal (Black-Scholes / GBM) 49.1% 24.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 45.2% 18.7% Filters for historical windows that started with volatility similar to current 20-day HV (155 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 30.0%
  • Recent 20-Day HV: 37.5%
  • Parkinson Intraday Volatility: 19.0%
  • Vol Trend: Expanded (+25% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +6.1%
  • Bottom 10% Move (10th percentile): -2.3%
  • Max Historical Gain (14d): +16.5%
  • Max Historical Loss (14d): -12.0%