Finance

FTHM Move Probability $0.19 +0.00 (+1.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
59.6%
Stock touched +5.0% ($0.20) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.0%
$0.14 — $0.24

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%.

-67.7% to -54.2%: 12 occurrences (2.4%) -60.9% -54.2% to -40.8%: 2 occurrences (0.4%) -40.8% to -27.4%: 49 occurrences (9.6%) -27.4% to -14.0%: 139 occurrences (27.4%) -20.7% -14.0% to -0.6%: 133 occurrences (26.2%) -0.6% to +12.9%: 76 occurrences (15.0%) +12.9% to +26.3%: 34 occurrences (6.7%) 19.6% +26.3% to +39.7%: 14 occurrences (2.8%) +39.7% to +53.1%: 21 occurrences (4.1%) +53.1% to +66.5%: 7 occurrences (1.4%) 59.8% +66.5% to +80.0%: 3 occurrences (0.6%) +80.0% to +93.4%: 3 occurrences (0.6%) +93.4% to +106.8%: 4 occurrences (0.8%) 100.1% +106.8% to +120.2%: 5 occurrences (1.0%) +120.2% to +133.6%: 3 occurrences (0.6%) +133.6% to +147.1%: 3 occurrences (0.6%) 140.3%
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) 59.6% 28.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.9% Adjusts normal bell curve for real-world skewness (1.38) and kurtosis (12.99).
Standard Normal (Black-Scholes / GBM) 85.7% 42.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.5% 35.3% Filters for historical windows that started with volatility similar to current 20-day HV (136 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 114.7%
  • Recent 20-Day HV: 163.2%
  • Parkinson Intraday Volatility: 66.1%
  • Vol Trend: Expanded (+42% vs baseline)

14-Day Return Quantiles

  • Median Return: -10.1%
  • Top 10% Move (90th percentile): +36.1%
  • Bottom 10% Move (10th percentile): -29.9%
  • Max Historical Gain (14d): +147.1%
  • Max Historical Loss (14d): -67.7%