Finance

DCTH Move Probability $14.69 -0.06 (-0.4%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
68.7%
Stock touched +5.0% ($15.42) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.2%
$12.75 — $16.62

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%.

-29.9% to -25.0%: 3 occurrences (0.6%) -27.4% -25.0% to -20.1%: 13 occurrences (2.6%) -20.1% to -15.1%: 26 occurrences (5.1%) -15.1% to -10.2%: 45 occurrences (8.9%) -12.7% -10.2% to -5.3%: 57 occurrences (11.2%) -5.3% to -0.4%: 104 occurrences (20.5%) -0.4% to +4.5%: 71 occurrences (14.0%) 2.1% +4.5% to +9.5%: 68 occurrences (13.4%) +9.5% to +14.4%: 26 occurrences (5.1%) +14.4% to +19.3%: 27 occurrences (5.3%) 16.8% +19.3% to +24.2%: 21 occurrences (4.1%) +24.2% to +29.1%: 20 occurrences (3.9%) +29.1% to +34.0%: 10 occurrences (2.0%) 31.6% +34.0% to +39.0%: 6 occurrences (1.2%) +39.0% to +43.9%: 7 occurrences (1.4%) +43.9% to +48.8%: 4 occurrences (0.8%) 46.3%
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% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.7% Adjusts normal bell curve for real-world skewness (0.73) and kurtosis (4.61).
Standard Normal (Black-Scholes / GBM) 71.1% 35.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.3% 38.5% Filters for historical windows that started with volatility similar to current 20-day HV (252 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.8%
  • Recent 20-Day HV: 41.7%
  • Parkinson Intraday Volatility: 45.6%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +22.4%
  • Bottom 10% Move (10th percentile): -13.7%
  • Max Historical Gain (14d): +48.8%
  • Max Historical Loss (14d): -29.9%