Finance

DXYN Move Probability $0.54 -0.16 (-23.3%)

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)
0.0%
Stock touched +5.0% ($0.56) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.7%
$0.50 — $0.57

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 243 historical windows (2024-09-23 to 2025-10-01). The colored bar indicates the win zone for +5.0%.

-28.3% to -26.5%: 2 occurrences (0.8%) -27.4% -26.5% to -24.7%: 2 occurrences (0.8%) -24.7% to -23.0%: 2 occurrences (0.8%) -23.0% to -21.2%: 0 occurrences (0.0%) -22.1% -21.2% to -19.4%: 1 occurrences (0.4%) -19.4% to -17.7%: 0 occurrences (0.0%) -17.7% to -15.9%: 0 occurrences (0.0%) -16.8% -15.9% to -14.1%: 0 occurrences (0.0%) -14.1% to -12.4%: 0 occurrences (0.0%) -12.4% to -10.6%: 0 occurrences (0.0%) -11.5% -10.6% to -8.8%: 0 occurrences (0.0%) -8.8% to -7.1%: 0 occurrences (0.0%) -7.1% to -5.3%: 0 occurrences (0.0%) -6.2% -5.3% to -3.5%: 0 occurrences (0.0%) -3.5% to -1.8%: 0 occurrences (0.0%) -1.8% to +0.0%: 236 occurrences (97.1%) -0.9%
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) 0.0% 0.0% Model-free reality across 243 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 42.7% Adjusts normal bell curve for real-world skewness (-12.79) and kurtosis (180.42).
Standard Normal (Black-Scholes / GBM) 46.9% 23.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (216 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.6%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 18.5%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.0%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +0.0%
  • Max Historical Loss (14d): -28.3%