ECIA Move Probability $0.01 +0.00 (+0.0%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
46.9%
Stock touched +5.0% ($0.01) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.44x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±142.5%
$0.00 — $0.03
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.
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) | 46.9% | 32.5% | Model-free reality across 486 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 91.5% | Adjusts normal bell curve for real-world skewness (-10.85) and kurtosis (224.46). |
| Standard Normal (Black-Scholes / GBM) | 97.3% | 48.6% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
| Regime-Conditioned (Similar Volatility) | 57.1% | 38.6% | Filters for historical windows that started with volatility similar to current 20-day HV (70 matching periods). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 604.4%
- Recent 20-Day HV: 466.7%
- Parkinson Intraday Volatility: 325.8%
- Vol Trend: Compressed (-23% vs baseline)
14-Day Return Quantiles
- Median Return: -0.7%
- Top 10% Move (90th percentile): +55.5%
- Bottom 10% Move (10th percentile): -43.7%
- Max Historical Gain (14d): +9900.0%
- Max Historical Loss (14d): -99.9%