Finance

ENS Move Probability $177.25 +6.72 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
60.2%
Stock touched +5.0% ($186.11) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
37.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.60x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.1%
$161.17 — $193.33

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%.

-19.1% to -16.6%: 3 occurrences (0.6%) -17.9% -16.6% to -14.1%: 9 occurrences (1.8%) -14.1% to -11.7%: 12 occurrences (2.4%) -11.7% to -9.2%: 23 occurrences (4.5%) -10.4% -9.2% to -6.7%: 23 occurrences (4.5%) -6.7% to -4.2%: 40 occurrences (7.9%) -4.2% to -1.7%: 49 occurrences (9.6%) -3.0% -1.7% to +0.8%: 69 occurrences (13.6%) +0.8% to +3.3%: 60 occurrences (11.8%) +3.3% to +5.7%: 51 occurrences (10.0%) 4.5% +5.7% to +8.2%: 53 occurrences (10.4%) +8.2% to +10.7%: 51 occurrences (10.0%) +10.7% to +13.2%: 21 occurrences (4.1%) 12.0% +13.2% to +15.7%: 26 occurrences (5.1%) +15.7% to +18.2%: 11 occurrences (2.2%) +18.2% to +20.7%: 7 occurrences (1.4%) 19.4%
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) 60.2% 37.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.6% Adjusts normal bell curve for real-world skewness (-1.03) and kurtosis (7.8).
Standard Normal (Black-Scholes / GBM) 59.1% 29.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.7% 45.0% Filters for historical windows that started with volatility similar to current 20-day HV (320 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.5%
  • Recent 20-Day HV: 35.9%
  • Parkinson Intraday Volatility: 25.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.0%
  • Top 10% Move (90th percentile): +12.3%
  • Bottom 10% Move (10th percentile): -8.3%
  • Max Historical Gain (14d): +20.7%
  • Max Historical Loss (14d): -19.1%