Finance

FDSB Move Probability $17.01 +0.06 (+0.3%)

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)
26.4%
Stock touched +5.0% ($17.86) at least once during 14 trading days.
Median first touch: Day 9 of 14
Expiration Close Probability
21.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.21x
You are 1.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.4%
$16.27 — $17.75

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%.

-7.6% to -6.2%: 3 occurrences (0.6%) -6.9% -6.2% to -4.9%: 12 occurrences (2.4%) -4.9% to -3.5%: 31 occurrences (6.1%) -3.5% to -2.1%: 42 occurrences (8.3%) -2.8% -2.1% to -0.7%: 67 occurrences (13.2%) -0.7% to +0.7%: 107 occurrences (21.1%) +0.7% to +2.1%: 56 occurrences (11.0%) 1.4% +2.1% to +3.5%: 42 occurrences (8.3%) +3.5% to +4.9%: 35 occurrences (6.9%) +4.9% to +6.3%: 45 occurrences (8.9%) 5.6% +6.3% to +7.6%: 33 occurrences (6.5%) +7.6% to +9.0%: 9 occurrences (1.8%) +9.0% to +10.4%: 13 occurrences (2.6%) 9.7% +10.4% to +11.8%: 7 occurrences (1.4%) +11.8% to +13.2%: 2 occurrences (0.4%) +13.2% to +14.6%: 4 occurrences (0.8%) 13.9%
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) 26.4% 21.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.4% Adjusts normal bell curve for real-world skewness (2.14) and kurtosis (24.63).
Standard Normal (Black-Scholes / GBM) 26.4% 13.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 33.5% 29.1% Filters for historical windows that started with volatility similar to current 20-day HV (203 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 18.5%
  • Recent 20-Day HV: 18.1%
  • Parkinson Intraday Volatility: 4.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +6.8%
  • Bottom 10% Move (10th percentile): -2.9%
  • Max Historical Gain (14d): +14.6%
  • Max Historical Loss (14d): -7.6%