Finance

GAME Move Probability $2.47 -0.10 (-3.9%)

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)
74.2%
Stock touched +5.0% ($2.59) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.37x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.3%
$1.82 — $3.12

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%.

-62.2% to -44.9%: 5 occurrences (1.0%) -53.5% -44.9% to -27.5%: 33 occurrences (6.5%) -27.5% to -10.2%: 125 occurrences (24.6%) -10.2% to +7.1%: 203 occurrences (40.0%) -1.5% +7.1% to +24.4%: 90 occurrences (17.7%) +24.4% to +41.8%: 23 occurrences (4.5%) +41.8% to +59.1%: 9 occurrences (1.8%) 50.4% +59.1% to +76.4%: 4 occurrences (0.8%) +76.4% to +93.7%: 4 occurrences (0.8%) +93.7% to +111.1%: 1 occurrences (0.2%) 102.4% +111.1% to +128.4%: 3 occurrences (0.6%) +128.4% to +145.7%: 5 occurrences (1.0%) +145.7% to +163.0%: 1 occurrences (0.2%) 154.4% +163.0% to +180.4%: 1 occurrences (0.2%) +180.4% to +197.7%: 0 occurrences (0.0%) +197.7% to +215.0%: 1 occurrences (0.2%) 206.4%
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) 74.2% 31.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.0% Adjusts normal bell curve for real-world skewness (1.28) and kurtosis (8.94).
Standard Normal (Black-Scholes / GBM) 85.3% 42.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.9% 13.2% Filters for historical windows that started with volatility similar to current 20-day HV (53 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 111.6%
  • Recent 20-Day HV: 49.7%
  • Parkinson Intraday Volatility: 81.3%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.9%
  • Top 10% Move (90th percentile): +24.8%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +215.0%
  • Max Historical Loss (14d): -62.2%