Finance

EQ Move Probability $1.42 +0.03 (+1.8%)

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)
75.8%
Stock touched +5.0% ($1.49) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.4%
$0.99 — $1.84

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%.

-52.3% to -32.4%: 24 occurrences (4.7%) -42.3% -32.4% to -12.5%: 122 occurrences (24.0%) -12.5% to +7.4%: 186 occurrences (36.6%) +7.4% to +27.3%: 95 occurrences (18.7%) 17.4% +27.3% to +47.2%: 47 occurrences (9.3%) +47.2% to +67.1%: 10 occurrences (2.0%) +67.1% to +87.0%: 7 occurrences (1.4%) 77.1% +87.0% to +106.9%: 3 occurrences (0.6%) +106.9% to +126.8%: 2 occurrences (0.4%) +126.8% to +146.7%: 2 occurrences (0.4%) 136.8% +146.7% to +166.6%: 2 occurrences (0.4%) +166.6% to +186.5%: 0 occurrences (0.0%) +186.5% to +206.4%: 3 occurrences (0.6%) 196.5% +206.4% to +226.3%: 1 occurrences (0.2%) +226.3% to +246.2%: 2 occurrences (0.4%) +246.2% to +266.1%: 2 occurrences (0.4%) 256.1%
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) 75.8% 38.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.1% Adjusts normal bell curve for real-world skewness (1.08) and kurtosis (15.1).
Standard Normal (Black-Scholes / GBM) 87.2% 43.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.3% 40.5% Filters for historical windows that started with volatility similar to current 20-day HV (299 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 128.9%
  • Recent 20-Day HV: 90.0%
  • Parkinson Intraday Volatility: 104.6%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +34.2%
  • Bottom 10% Move (10th percentile): -24.3%
  • Max Historical Gain (14d): +266.1%
  • Max Historical Loss (14d): -52.3%