Finance

EPSN Move Probability $6.09 +0.00 (+0.1%)

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)
52.6%
Stock touched +5.0% ($6.39) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
26.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.02x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.3%
$5.52 — $6.66

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%.

-16.3% to -14.0%: 10 occurrences (2.0%) -15.2% -14.0% to -11.7%: 11 occurrences (2.2%) -11.7% to -9.3%: 25 occurrences (4.9%) -9.3% to -7.0%: 40 occurrences (7.9%) -8.2% -7.0% to -4.7%: 50 occurrences (9.8%) -4.7% to -2.4%: 57 occurrences (11.2%) -2.4% to -0.0%: 51 occurrences (10.0%) -1.2% -0.0% to +2.3%: 63 occurrences (12.4%) +2.3% to +4.6%: 61 occurrences (12.0%) +4.6% to +6.9%: 39 occurrences (7.7%) 5.8% +6.9% to +9.2%: 30 occurrences (5.9%) +9.2% to +11.6%: 24 occurrences (4.7%) +11.6% to +13.9%: 22 occurrences (4.3%) 12.7% +13.9% to +16.2%: 13 occurrences (2.6%) +16.2% to +18.5%: 6 occurrences (1.2%) +18.5% to +20.9%: 6 occurrences (1.2%) 19.7%
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) 52.6% 26.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.5% Adjusts normal bell curve for real-world skewness (-0.62) and kurtosis (3.98).
Standard Normal (Black-Scholes / GBM) 60.0% 30.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.6% 25.8% Filters for historical windows that started with volatility similar to current 20-day HV (422 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 39.5%
  • Recent 20-Day HV: 34.0%
  • Parkinson Intraday Volatility: 27.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +11.3%
  • Bottom 10% Move (10th percentile): -9.2%
  • Max Historical Gain (14d): +20.9%
  • Max Historical Loss (14d): -16.3%