Finance

EDRY Move Probability $47.06 +0.59 (+1.3%)

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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Touch Probability (First Passage)
47.2%
Stock touched +5.0% ($49.41) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.49x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.1%
$40.43 — $53.69

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%.

-31.6% to -23.3%: 12 occurrences (2.4%) -27.4% -23.3% to -14.9%: 34 occurrences (6.7%) -14.9% to -6.6%: 54 occurrences (10.6%) -6.6% to +1.8%: 178 occurrences (35.0%) -2.4% +1.8% to +10.2%: 111 occurrences (21.9%) +10.2% to +18.5%: 69 occurrences (13.6%) +18.5% to +26.9%: 9 occurrences (1.8%) 22.7% +26.9% to +35.2%: 5 occurrences (1.0%) +35.2% to +43.6%: 15 occurrences (3.0%) +43.6% to +51.9%: 4 occurrences (0.8%) 47.8% +51.9% to +60.3%: 7 occurrences (1.4%) +60.3% to +68.7%: 3 occurrences (0.6%) +68.7% to +77.0%: 4 occurrences (0.8%) 72.8% +77.0% to +85.4%: 1 occurrences (0.2%) +85.4% to +93.7%: 0 occurrences (0.0%) +93.7% to +102.1%: 2 occurrences (0.4%) 97.9%
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) 47.2% 31.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.2% Adjusts normal bell curve for real-world skewness (-1.27) and kurtosis (15.52).
Standard Normal (Black-Scholes / GBM) 72.9% 36.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 36.7% 11.1% Filters for historical windows that started with volatility similar to current 20-day HV (90 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 59.8%
  • Recent 20-Day HV: 108.7%
  • Parkinson Intraday Volatility: 23.6%
  • Vol Trend: Expanded (+82% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +17.6%
  • Bottom 10% Move (10th percentile): -14.3%
  • Max Historical Gain (14d): +102.1%
  • Max Historical Loss (14d): -31.6%