Finance

EVEX Move Probability $1.64 +0.00 (+0.0%)

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)
69.7%
Stock touched +5.0% ($1.72) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.07x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.3%
$1.36 — $1.92

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%.

-39.3% to -33.3%: 7 occurrences (1.4%) -36.3% -33.3% to -27.3%: 14 occurrences (2.8%) -27.3% to -21.2%: 19 occurrences (3.7%) -21.2% to -15.2%: 60 occurrences (11.8%) -18.2% -15.2% to -9.2%: 67 occurrences (13.2%) -9.2% to -3.2%: 83 occurrences (16.3%) -3.2% to +2.8%: 66 occurrences (13.0%) -0.2% +2.8% to +8.9%: 60 occurrences (11.8%) +8.9% to +14.9%: 30 occurrences (5.9%) +14.9% to +20.9%: 35 occurrences (6.9%) 17.9% +20.9% to +26.9%: 25 occurrences (4.9%) +26.9% to +32.9%: 18 occurrences (3.5%) +32.9% to +38.9%: 12 occurrences (2.4%) 35.9% +38.9% to +45.0%: 4 occurrences (0.8%) +45.0% to +51.0%: 6 occurrences (1.2%) +51.0% to +57.0%: 2 occurrences (0.4%) 54.0%
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) 69.7% 33.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.1% Adjusts normal bell curve for real-world skewness (0.0) and kurtosis (3.71).
Standard Normal (Black-Scholes / GBM) 77.8% 38.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.1% 33.9% Filters for historical windows that started with volatility similar to current 20-day HV (398 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 73.4%
  • Recent 20-Day HV: 80.7%
  • Parkinson Intraday Volatility: 56.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +23.8%
  • Bottom 10% Move (10th percentile): -20.0%
  • Max Historical Gain (14d): +57.0%
  • Max Historical Loss (14d): -39.3%