Finance

DDS Move Probability $689.99 +18.96 (+2.8%)

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)
66.9%
Stock touched +5.0% ($724.49) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
37.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.9%
$622.02 — $757.96

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%.

-27.9% to -24.7%: 9 occurrences (1.8%) -26.3% -24.7% to -21.4%: 1 occurrences (0.2%) -21.4% to -18.2%: 2 occurrences (0.4%) -18.2% to -14.9%: 6 occurrences (1.2%) -16.6% -14.9% to -11.7%: 12 occurrences (2.4%) -11.7% to -8.5%: 24 occurrences (4.7%) -8.5% to -5.2%: 38 occurrences (7.5%) -6.8% -5.2% to -2.0%: 54 occurrences (10.6%) -2.0% to +1.3%: 69 occurrences (13.6%) +1.3% to +4.5%: 94 occurrences (18.5%) 2.9% +4.5% to +7.8%: 55 occurrences (10.8%) +7.8% to +11.0%: 62 occurrences (12.2%) +11.0% to +14.2%: 35 occurrences (6.9%) 12.6% +14.2% to +17.5%: 35 occurrences (6.9%) +17.5% to +20.7%: 5 occurrences (1.0%) +20.7% to +24.0%: 7 occurrences (1.4%) 22.3%
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) 66.9% 37.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.5% Adjusts normal bell curve for real-world skewness (-0.35) and kurtosis (2.7).
Standard Normal (Black-Scholes / GBM) 62.0% 31.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.7% 36.3% Filters for historical windows that started with volatility similar to current 20-day HV (435 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.8%
  • Recent 20-Day HV: 44.3%
  • Parkinson Intraday Volatility: 28.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.5%
  • Top 10% Move (90th percentile): +13.4%
  • Bottom 10% Move (10th percentile): -8.8%
  • Max Historical Gain (14d): +24.0%
  • Max Historical Loss (14d): -27.9%