Finance

FCHS Move Probability $0.01 +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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Touch Probability (First Passage)
44.4%
Stock touched +5.0% ($0.01) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
33.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.31x
You are 1.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±49.3%
$0.00 — $0.01

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-66.7% to -31.3%: 51 occurrences (10.5%) -49.0% -31.3% to +4.2%: 271 occurrences (55.6%) +4.2% to +39.6%: 98 occurrences (20.1%) +39.6% to +75.0%: 38 occurrences (7.8%) 57.3% +75.0% to +110.4%: 14 occurrences (2.9%) +110.4% to +145.8%: 10 occurrences (2.1%) +145.8% to +181.2%: 0 occurrences (0.0%) 163.5% +181.2% to +216.7%: 2 occurrences (0.4%) +216.7% to +252.1%: 0 occurrences (0.0%) +252.1% to +287.5%: 0 occurrences (0.0%) 269.8% +287.5% to +322.9%: 0 occurrences (0.0%) +322.9% to +358.3%: 1 occurrences (0.2%) +358.3% to +393.7%: 0 occurrences (0.0%) 376.0% +393.7% to +429.2%: 1 occurrences (0.2%) +429.2% to +464.6%: 0 occurrences (0.0%) +464.6% to +500.0%: 1 occurrences (0.2%) 482.3%
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) 44.4% 33.9% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.1% Adjusts normal bell curve for real-world skewness (4.57) and kurtosis (72.96).
Standard Normal (Black-Scholes / GBM) 92.1% 46.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 54.7% 42.7% Filters for historical windows that started with volatility similar to current 20-day HV (150 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 209.1%
  • Recent 20-Day HV: 217.5%
  • Parkinson Intraday Volatility: 119.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +50.0%
  • Bottom 10% Move (10th percentile): -33.3%
  • Max Historical Gain (14d): +500.0%
  • Max Historical Loss (14d): -66.7%