Finance

EVLV Move Probability $4.44 +0.16 (+3.7%)

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)
68.3%
Stock touched +5.0% ($4.66) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.6%
$3.70 — $5.18

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%.

-46.5% to -38.8%: 10 occurrences (2.0%) -42.7% -38.8% to -31.0%: 4 occurrences (0.8%) -31.0% to -23.2%: 4 occurrences (0.8%) -23.2% to -15.4%: 36 occurrences (7.1%) -19.3% -15.4% to -7.6%: 107 occurrences (21.1%) -7.6% to +0.1%: 98 occurrences (19.3%) +0.1% to +7.9%: 85 occurrences (16.7%) 4.0% +7.9% to +15.7%: 81 occurrences (15.9%) +15.7% to +23.5%: 39 occurrences (7.7%) +23.5% to +31.3%: 14 occurrences (2.8%) 27.4% +31.3% to +39.1%: 14 occurrences (2.8%) +39.1% to +46.8%: 5 occurrences (1.0%) +46.8% to +54.6%: 4 occurrences (0.8%) 50.7% +54.6% to +62.4%: 1 occurrences (0.2%) +62.4% to +70.2%: 3 occurrences (0.6%) +70.2% to +78.0%: 3 occurrences (0.6%) 74.1%
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) 68.3% 37.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.8% Adjusts normal bell curve for real-world skewness (-2.31) and kurtosis (36.78).
Standard Normal (Black-Scholes / GBM) 76.9% 38.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.9% 28.1% Filters for historical windows that started with volatility similar to current 20-day HV (285 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.4%
  • Recent 20-Day HV: 42.2%
  • Parkinson Intraday Volatility: 54.4%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +22.1%
  • Bottom 10% Move (10th percentile): -15.6%
  • Max Historical Gain (14d): +78.0%
  • Max Historical Loss (14d): -46.5%