Finance

EESE Move Probability $0.05 -0.00 (-3.9%)

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)
51.5%
Stock touched +5.0% ($0.05) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
24.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.09x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.4%
$0.04 — $0.07

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%.

-30.0% to -23.4%: 24 occurrences (4.9%) -26.7% -23.4% to -16.9%: 27 occurrences (5.5%) -16.9% to -10.3%: 94 occurrences (19.3%) -10.3% to -3.7%: 19 occurrences (3.9%) -7.0% -3.7% to +2.8%: 203 occurrences (41.7%) +2.8% to +9.4%: 0 occurrences (0.0%) +9.4% to +15.9%: 43 occurrences (8.8%) 12.7% +15.9% to +22.5%: 27 occurrences (5.5%) +22.5% to +29.1%: 12 occurrences (2.5%) +29.1% to +35.6%: 4 occurrences (0.8%) 32.3% +35.6% to +42.2%: 9 occurrences (1.8%) +42.2% to +48.8%: 7 occurrences (1.4%) +48.8% to +55.3%: 5 occurrences (1.0%) 52.0% +55.3% to +61.9%: 3 occurrences (0.6%) +61.9% to +68.4%: 8 occurrences (1.6%) +68.4% to +75.0%: 2 occurrences (0.4%) 71.7%
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) 51.5% 24.6% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.5% Adjusts normal bell curve for real-world skewness (0.62) and kurtosis (12.76).
Standard Normal (Black-Scholes / GBM) 85.3% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.4% 24.0% Filters for historical windows that started with volatility similar to current 20-day HV (288 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 111.9%
  • Recent 20-Day HV: 114.5%
  • Parkinson Intraday Volatility: 66.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +25.0%
  • Bottom 10% Move (10th percentile): -18.2%
  • Max Historical Gain (14d): +75.0%
  • Max Historical Loss (14d): -30.0%