Finance

FLO Move Probability $5.82 -0.18 (-3.0%)

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)
32.3%
Stock touched +5.0% ($6.11) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
10.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.98x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.5%
$5.38 — $6.26

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%.

-22.7% to -20.4%: 2 occurrences (0.4%) -21.6% -20.4% to -18.1%: 7 occurrences (1.4%) -18.1% to -15.8%: 6 occurrences (1.2%) -15.8% to -13.6%: 13 occurrences (2.6%) -14.7% -13.6% to -11.3%: 23 occurrences (4.5%) -11.3% to -9.0%: 36 occurrences (7.1%) -9.0% to -6.7%: 45 occurrences (8.9%) -7.8% -6.7% to -4.4%: 64 occurrences (12.6%) -4.4% to -2.1%: 90 occurrences (17.7%) -2.1% to +0.2%: 75 occurrences (14.8%) -1.0% +0.2% to +2.5%: 55 occurrences (10.8%) +2.5% to +4.7%: 32 occurrences (6.3%) +4.7% to +7.0%: 27 occurrences (5.3%) 5.9% +7.0% to +9.3%: 19 occurrences (3.7%) +9.3% to +11.6%: 9 occurrences (1.8%) +11.6% to +13.9%: 5 occurrences (1.0%) 12.7%
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) 32.3% 10.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.4% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (3.94).
Standard Normal (Black-Scholes / GBM) 51.8% 25.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 30.3% 7.3% Filters for historical windows that started with volatility similar to current 20-day HV (314 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 32.0%
  • Recent 20-Day HV: 30.0%
  • Parkinson Intraday Volatility: 29.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.9%
  • Top 10% Move (90th percentile): +5.5%
  • Bottom 10% Move (10th percentile): -11.2%
  • Max Historical Gain (14d): +13.9%
  • Max Historical Loss (14d): -22.7%