Finance

DPLS Move Probability $0.01 -0.00 (-10.0%)

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)
81.9%
Stock touched +5.0% ($0.01) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.35x
You are 3.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±60.4%
$0.00 — $0.01

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-77.6% to -43.3%: 46 occurrences (9.4%) -60.5% -43.3% to -9.0%: 209 occurrences (42.9%) -9.0% to +25.3%: 166 occurrences (34.1%) +25.3% to +59.6%: 29 occurrences (6.0%) 42.5% +59.6% to +94.0%: 13 occurrences (2.7%) +94.0% to +128.3%: 1 occurrences (0.2%) +128.3% to +162.6%: 6 occurrences (1.2%) 145.4% +162.6% to +196.9%: 8 occurrences (1.6%) +196.9% to +231.2%: 3 occurrences (0.6%) +231.2% to +265.5%: 3 occurrences (0.6%) 248.4% +265.5% to +299.8%: 1 occurrences (0.2%) +299.8% to +334.2%: 0 occurrences (0.0%) +334.2% to +368.5%: 0 occurrences (0.0%) 351.3% +368.5% to +402.8%: 1 occurrences (0.2%) +402.8% to +437.1%: 0 occurrences (0.0%) +437.1% to +471.4%: 1 occurrences (0.2%) 454.3%
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) 81.9% 24.4% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.9% Adjusts normal bell curve for real-world skewness (0.99) and kurtosis (4.94).
Standard Normal (Black-Scholes / GBM) 93.6% 46.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 86.3% 24.9% Filters for historical windows that started with volatility similar to current 20-day HV (233 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 256.5%
  • Recent 20-Day HV: 195.3%
  • Parkinson Intraday Volatility: 301.9%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: -11.1%
  • Top 10% Move (90th percentile): +41.5%
  • Bottom 10% Move (10th percentile): -42.9%
  • Max Historical Gain (14d): +471.4%
  • Max Historical Loss (14d): -77.6%