Finance

FUFU Move Probability $1.04 -0.11 (-10.0%)

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)
72.0%
Stock touched +5.0% ($1.09) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
24.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.93x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.4%
$0.83 — $1.25

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%.

-35.8% to -31.0%: 3 occurrences (0.6%) -33.4% -31.0% to -26.2%: 8 occurrences (1.6%) -26.2% to -21.4%: 17 occurrences (3.3%) -21.4% to -16.5%: 29 occurrences (5.7%) -18.9% -16.5% to -11.7%: 44 occurrences (8.7%) -11.7% to -6.9%: 99 occurrences (19.5%) -6.9% to -2.1%: 84 occurrences (16.5%) -4.5% -2.1% to +2.7%: 75 occurrences (14.8%) +2.7% to +7.6%: 48 occurrences (9.4%) +7.6% to +12.4%: 35 occurrences (6.9%) 10.0% +12.4% to +17.2%: 22 occurrences (4.3%) +17.2% to +22.0%: 21 occurrences (4.1%) +22.0% to +26.9%: 15 occurrences (3.0%) 24.4% +26.9% to +31.7%: 5 occurrences (1.0%) +31.7% to +36.5%: 2 occurrences (0.4%) +36.5% to +41.3%: 1 occurrences (0.2%) 38.9%
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) 72.0% 24.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.8% Adjusts normal bell curve for real-world skewness (-0.32) and kurtosis (7.88).
Standard Normal (Black-Scholes / GBM) 81.1% 40.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.9% 46.2% Filters for historical windows that started with volatility similar to current 20-day HV (26 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 86.4%
  • Recent 20-Day HV: 174.1%
  • Parkinson Intraday Volatility: 63.6%
  • Vol Trend: Expanded (+102% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +15.4%
  • Bottom 10% Move (10th percentile): -17.5%
  • Max Historical Gain (14d): +41.3%
  • Max Historical Loss (14d): -35.8%