Finance

EPAM Move Probability $133.99 +3.19 (+2.4%)

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)
51.4%
Stock touched +5.0% ($140.69) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.57x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.3%
$118.90 — $149.08

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%.

-38.2% to -33.9%: 1 occurrences (0.2%) -36.0% -33.9% to -29.6%: 4 occurrences (0.8%) -29.6% to -25.3%: 10 occurrences (2.0%) -25.3% to -21.0%: 15 occurrences (3.0%) -23.2% -21.0% to -16.7%: 18 occurrences (3.5%) -16.7% to -12.5%: 24 occurrences (4.7%) -12.5% to -8.2%: 50 occurrences (9.8%) -10.3% -8.2% to -3.9%: 82 occurrences (16.1%) -3.9% to +0.4%: 89 occurrences (17.5%) +0.4% to +4.7%: 46 occurrences (9.1%) 2.6% +4.7% to +9.0%: 45 occurrences (8.9%) +9.0% to +13.3%: 55 occurrences (10.8%) +13.3% to +17.6%: 36 occurrences (7.1%) 15.4% +17.6% to +21.9%: 14 occurrences (2.8%) +21.9% to +26.1%: 10 occurrences (2.0%) +26.1% to +30.4%: 9 occurrences (1.8%) 28.3%
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) 51.4% 32.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.4% Adjusts normal bell curve for real-world skewness (-0.93) and kurtosis (7.33).
Standard Normal (Black-Scholes / GBM) 66.5% 33.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 44.1% 27.2% Filters for historical windows that started with volatility similar to current 20-day HV (279 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 47.8%
  • Recent 20-Day HV: 46.2%
  • Parkinson Intraday Volatility: 34.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.5%
  • Top 10% Move (90th percentile): +15.6%
  • Bottom 10% Move (10th percentile): -15.9%
  • Max Historical Gain (14d): +30.4%
  • Max Historical Loss (14d): -38.2%