Finance

DIT Move Probability $59.17 -34.23 (-36.6%)

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)
6.3%
Stock touched +5.0% ($62.13) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
4.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.45x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.8%
$52.78 — $65.56

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-36.6% to -31.2%: 14 occurrences (2.8%) -33.9% -31.2% to -25.8%: 0 occurrences (0.0%) -25.8% to -20.4%: 0 occurrences (0.0%) -20.4% to -15.0%: 14 occurrences (2.8%) -17.7% -15.0% to -9.6%: 14 occurrences (2.8%) -9.6% to -4.2%: 32 occurrences (6.3%) -4.2% to +1.3%: 405 occurrences (79.9%) -1.4% +1.3% to +6.7%: 6 occurrences (1.2%) +6.7% to +12.1%: 4 occurrences (0.8%) +12.1% to +17.5%: 4 occurrences (0.8%) 14.8% +17.5% to +22.9%: 0 occurrences (0.0%) +22.9% to +28.3%: 0 occurrences (0.0%) +28.3% to +33.8%: 0 occurrences (0.0%) 31.0% +33.8% to +39.2%: 0 occurrences (0.0%) +39.2% to +44.6%: 0 occurrences (0.0%) +44.6% to +50.0%: 14 occurrences (2.8%) 47.3%
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) 6.3% 4.3% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (-2.65) and kurtosis (194.2).
Standard Normal (Black-Scholes / GBM) 65.2% 32.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 5.6% 5.6% Filters for historical windows that started with volatility similar to current 20-day HV (178 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.8%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 0.0%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.2%
  • Bottom 10% Move (10th percentile): -8.3%
  • Max Historical Gain (14d): +50.0%
  • Max Historical Loss (14d): -36.6%