Finance

DCGO Move Probability $0.26 +0.01 (+2.3%)

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)
68.7%
Stock touched +5.0% ($0.28) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
23.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.91x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.7%
$0.21 — $0.32

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%.

-49.1% to -43.6%: 6 occurrences (1.2%) -46.3% -43.6% to -38.1%: 15 occurrences (3.0%) -38.1% to -32.6%: 18 occurrences (3.5%) -32.6% to -27.1%: 5 occurrences (1.0%) -29.8% -27.1% to -21.5%: 10 occurrences (2.0%) -21.5% to -16.0%: 39 occurrences (7.7%) -16.0% to -10.5%: 70 occurrences (13.8%) -13.3% -10.5% to -5.0%: 93 occurrences (18.3%) -5.0% to +0.5%: 81 occurrences (15.9%) +0.5% to +6.0%: 58 occurrences (11.4%) 3.3% +6.0% to +11.5%: 38 occurrences (7.5%) +11.5% to +17.0%: 29 occurrences (5.7%) +17.0% to +22.5%: 26 occurrences (5.1%) 19.8% +22.5% to +28.1%: 11 occurrences (2.2%) +28.1% to +33.6%: 7 occurrences (1.4%) +33.6% to +39.1%: 2 occurrences (0.4%) 36.3%
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) 68.7% 23.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.7% Adjusts normal bell curve for real-world skewness (-2.29) and kurtosis (21.59).
Standard Normal (Black-Scholes / GBM) 80.4% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.8% 18.0% Filters for historical windows that started with volatility similar to current 20-day HV (322 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.6%
  • Recent 20-Day HV: 76.4%
  • Parkinson Intraday Volatility: 60.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -5.2%
  • Top 10% Move (90th percentile): +16.7%
  • Bottom 10% Move (10th percentile): -21.8%
  • Max Historical Gain (14d): +39.1%
  • Max Historical Loss (14d): -49.1%