Finance

FTEK Move Probability $1.37 -0.02 (-1.4%)

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)
60.6%
Stock touched +5.0% ($1.44) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.15x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.4%
$1.15 — $1.59

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%.

-35.7% to -28.0%: 15 occurrences (3.0%) -31.8% -28.0% to -20.3%: 7 occurrences (1.4%) -20.3% to -12.6%: 42 occurrences (8.3%) -12.6% to -4.9%: 95 occurrences (18.7%) -8.7% -4.9% to +2.8%: 165 occurrences (32.5%) +2.8% to +10.5%: 87 occurrences (17.1%) +10.5% to +18.2%: 30 occurrences (5.9%) 14.3% +18.2% to +25.9%: 18 occurrences (3.5%) +25.9% to +33.5%: 11 occurrences (2.2%) +33.5% to +41.2%: 14 occurrences (2.8%) 37.4% +41.2% to +48.9%: 3 occurrences (0.6%) +48.9% to +56.6%: 4 occurrences (0.8%) +56.6% to +64.3%: 8 occurrences (1.6%) 60.5% +64.3% to +72.0%: 4 occurrences (0.8%) +72.0% to +79.7%: 3 occurrences (0.6%) +79.7% to +87.4%: 2 occurrences (0.4%) 83.5%
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) 60.6% 28.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.4% Adjusts normal bell curve for real-world skewness (1.32) and kurtosis (6.4).
Standard Normal (Black-Scholes / GBM) 76.6% 38.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.0% 39.4% 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: 69.4%
  • Recent 20-Day HV: 49.7%
  • Parkinson Intraday Volatility: 53.6%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +24.6%
  • Bottom 10% Move (10th percentile): -14.4%
  • Max Historical Gain (14d): +87.4%
  • Max Historical Loss (14d): -35.7%