Finance

FBLA Move Probability $16.42 -0.12 (-0.8%)

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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Touch Probability (First Passage)
23.9%
Stock touched +5.0% ($17.24) at least once during 14 trading days.
Median first touch: Day 9 of 14
Expiration Close Probability
13.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.9%
$15.77 — $17.07

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-12.1% to -10.6%: 3 occurrences (0.6%) -11.3% -10.6% to -9.0%: 6 occurrences (1.2%) -9.0% to -7.5%: 3 occurrences (0.6%) -7.5% to -5.9%: 1 occurrences (0.2%) -6.7% -5.9% to -4.4%: 18 occurrences (3.7%) -4.4% to -2.8%: 33 occurrences (6.8%) -2.8% to -1.3%: 40 occurrences (8.2%) -2.1% -1.3% to +0.3%: 98 occurrences (20.2%) +0.3% to +1.8%: 79 occurrences (16.3%) +1.8% to +3.3%: 82 occurrences (16.9%) 2.6% +3.3% to +4.9%: 53 occurrences (10.9%) +4.9% to +6.4%: 35 occurrences (7.2%) +6.4% to +8.0%: 22 occurrences (4.5%) 7.2% +8.0% to +9.5%: 8 occurrences (1.6%) +9.5% to +11.1%: 2 occurrences (0.4%) +11.1% to +12.6%: 3 occurrences (0.6%) 11.8%
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) 23.9% 13.4% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.4% Adjusts normal bell curve for real-world skewness (-0.0) and kurtosis (1.02).
Standard Normal (Black-Scholes / GBM) 21.6% 10.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 20.7% 12.3% Filters for historical windows that started with volatility similar to current 20-day HV (309 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 16.7%
  • Recent 20-Day HV: 20.6%
  • Parkinson Intraday Volatility: 11.9%
  • Vol Trend: Expanded (+23% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +5.8%
  • Bottom 10% Move (10th percentile): -3.5%
  • Max Historical Gain (14d): +12.6%
  • Max Historical Loss (14d): -12.1%