Finance

ELPW Move Probability $2.68 -0.01 (-0.4%)

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)
65.6%
Stock touched +5.0% ($2.81) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.35x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±116.5%
$0.03 — $5.80

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%.

-97.1% to +25.6%: 408 occurrences (80.3%) -35.7% +25.6% to +148.3%: 74 occurrences (14.6%) +148.3% to +271.1%: 11 occurrences (2.2%) +271.1% to +393.8%: 3 occurrences (0.6%) 332.4% +393.8% to +516.5%: 4 occurrences (0.8%) +516.5% to +639.2%: 2 occurrences (0.4%) +639.2% to +761.9%: 0 occurrences (0.0%) 700.5% +761.9% to +884.6%: 0 occurrences (0.0%) +884.6% to +1007.3%: 0 occurrences (0.0%) +1007.3% to +1130.0%: 0 occurrences (0.0%) 1068.7% +1130.0% to +1252.7%: 0 occurrences (0.0%) +1252.7% to +1375.4%: 0 occurrences (0.0%) +1375.4% to +1498.2%: 1 occurrences (0.2%) 1436.8% +1498.2% to +1620.9%: 1 occurrences (0.2%) +1620.9% to +1743.6%: 2 occurrences (0.4%) +1743.6% to +1866.3%: 2 occurrences (0.4%) 1804.9%
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) 65.6% 28.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.3% Adjusts normal bell curve for real-world skewness (1.32) and kurtosis (61.69).
Standard Normal (Black-Scholes / GBM) 96.7% 48.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.4% 18.3% Filters for historical windows that started with volatility similar to current 20-day HV (93 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 494.2%
  • Recent 20-Day HV: 90.5%
  • Parkinson Intraday Volatility: 231.9%
  • Vol Trend: Compressed (-82% vs baseline)

14-Day Return Quantiles

  • Median Return: -15.4%
  • Top 10% Move (90th percentile): +91.3%
  • Bottom 10% Move (10th percentile): -77.9%
  • Max Historical Gain (14d): +1866.3%
  • Max Historical Loss (14d): -97.1%