Finance

DNA Move Probability $9.84 -1.39 (-12.4%)

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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Touch Probability (First Passage)
84.3%
Stock touched +5.0% ($10.33) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.02x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.5%
$7.43 — $12.25

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-49.5% to -39.3%: 12 occurrences (2.4%) -44.4% -39.3% to -29.1%: 20 occurrences (3.9%) -29.1% to -18.9%: 41 occurrences (8.1%) -18.9% to -8.7%: 84 occurrences (16.5%) -13.8% -8.7% to +1.5%: 111 occurrences (21.9%) +1.5% to +11.8%: 87 occurrences (17.1%) +11.8% to +22.0%: 53 occurrences (10.4%) 16.9% +22.0% to +32.2%: 47 occurrences (9.3%) +32.2% to +42.4%: 25 occurrences (4.9%) +42.4% to +52.6%: 11 occurrences (2.2%) 47.5% +52.6% to +62.8%: 5 occurrences (1.0%) +62.8% to +73.0%: 4 occurrences (0.8%) +73.0% to +83.2%: 5 occurrences (1.0%) 78.1% +83.2% to +93.4%: 2 occurrences (0.4%) +93.4% to +103.6%: 0 occurrences (0.0%) +103.6% to +113.8%: 1 occurrences (0.2%) 108.7%
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) 84.3% 41.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.8% Adjusts normal bell curve for real-world skewness (-0.12) and kurtosis (2.14).
Standard Normal (Black-Scholes / GBM) 84.2% 42.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.8% 40.2% Filters for historical windows that started with volatility similar to current 20-day HV (291 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 103.9%
  • Recent 20-Day HV: 146.0%
  • Parkinson Intraday Volatility: 83.7%
  • Vol Trend: Expanded (+41% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +32.4%
  • Bottom 10% Move (10th percentile): -23.0%
  • Max Historical Gain (14d): +113.8%
  • Max Historical Loss (14d): -49.5%