Finance

DSGN Move Probability $10.72 -0.39 (-3.5%)

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)
81.1%
Stock touched +5.0% ($11.26) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
45.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.5%
$8.63 — $12.81

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%.

-40.9% to -34.1%: 7 occurrences (1.4%) -37.5% -34.1% to -27.2%: 10 occurrences (2.0%) -27.2% to -20.4%: 25 occurrences (4.9%) -20.4% to -13.5%: 45 occurrences (8.9%) -16.9% -13.5% to -6.7%: 29 occurrences (5.7%) -6.7% to +0.2%: 104 occurrences (20.5%) +0.2% to +7.1%: 83 occurrences (16.3%) 3.6% +7.1% to +13.9%: 79 occurrences (15.6%) +13.9% to +20.8%: 46 occurrences (9.1%) +20.8% to +27.6%: 34 occurrences (6.7%) 24.2% +27.6% to +34.5%: 27 occurrences (5.3%) +34.5% to +41.3%: 12 occurrences (2.4%) +41.3% to +48.2%: 2 occurrences (0.4%) 44.8% +48.2% to +55.0%: 2 occurrences (0.4%) +55.0% to +61.9%: 1 occurrences (0.2%) +61.9% to +68.8%: 2 occurrences (0.4%) 65.3%
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) 81.1% 45.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.3% Adjusts normal bell curve for real-world skewness (-0.3) and kurtosis (3.12).
Standard Normal (Black-Scholes / GBM) 80.2% 40.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.3% 51.9% Filters for historical windows that started with volatility similar to current 20-day HV (243 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 82.6%
  • Recent 20-Day HV: 63.0%
  • Parkinson Intraday Volatility: 62.7%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.6%
  • Top 10% Move (90th percentile): +26.3%
  • Bottom 10% Move (10th percentile): -19.2%
  • Max Historical Gain (14d): +68.8%
  • Max Historical Loss (14d): -40.9%