Finance

EVC Move Probability $6.46 +0.38 (+6.2%)

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)
68.9%
Stock touched +5.0% ($6.79) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.8%
$5.25 — $7.68

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-32.3% to -20.4%: 10 occurrences (2.0%) -26.3% -20.4% to -8.5%: 85 occurrences (16.7%) -8.5% to +3.4%: 207 occurrences (40.7%) +3.4% to +15.3%: 124 occurrences (24.4%) 9.4% +15.3% to +27.2%: 41 occurrences (8.1%) +27.2% to +39.1%: 16 occurrences (3.1%) +39.1% to +51.0%: 11 occurrences (2.2%) 45.1% +51.0% to +62.9%: 0 occurrences (0.0%) +62.9% to +74.8%: 0 occurrences (0.0%) +74.8% to +86.7%: 0 occurrences (0.0%) 80.7% +86.7% to +98.6%: 1 occurrences (0.2%) +98.6% to +110.5%: 3 occurrences (0.6%) +110.5% to +122.4%: 4 occurrences (0.8%) 116.4% +122.4% to +134.3%: 1 occurrences (0.2%) +134.3% to +146.2%: 1 occurrences (0.2%) +146.2% to +158.1%: 4 occurrences (0.8%) 152.1%
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) 68.9% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.5% Adjusts normal bell curve for real-world skewness (5.08) and kurtosis (63.76).
Standard Normal (Black-Scholes / GBM) 79.6% 39.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.0% 23.8% Filters for historical windows that started with volatility similar to current 20-day HV (277 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.9%
  • Recent 20-Day HV: 48.5%
  • Parkinson Intraday Volatility: 49.7%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +20.7%
  • Bottom 10% Move (10th percentile): -12.6%
  • Max Historical Gain (14d): +158.1%
  • Max Historical Loss (14d): -32.3%