Finance

GDOT Move Probability $12.20 +0.02 (+0.2%)

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)
46.3%
Stock touched +5.0% ($12.81) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
24.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.91x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.7%
$10.77 — $13.63

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%.

-29.5% to -25.0%: 4 occurrences (0.8%) -27.2% -25.0% to -20.4%: 7 occurrences (1.4%) -20.4% to -15.8%: 14 occurrences (2.8%) -15.8% to -11.3%: 19 occurrences (3.7%) -13.6% -11.3% to -6.7%: 50 occurrences (9.8%) -6.7% to -2.2%: 95 occurrences (18.7%) -2.2% to +2.4%: 137 occurrences (27.0%) 0.1% +2.4% to +6.9%: 80 occurrences (15.7%) +6.9% to +11.5%: 41 occurrences (8.1%) +11.5% to +16.1%: 25 occurrences (4.9%) 13.8% +16.1% to +20.6%: 10 occurrences (2.0%) +20.6% to +25.2%: 5 occurrences (1.0%) +25.2% to +29.7%: 4 occurrences (0.8%) 27.5% +29.7% to +34.3%: 4 occurrences (0.8%) +34.3% to +38.8%: 10 occurrences (2.0%) +38.8% to +43.4%: 3 occurrences (0.6%) 41.1%
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) 46.3% 24.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.5% Adjusts normal bell curve for real-world skewness (2.31) and kurtosis (25.46).
Standard Normal (Black-Scholes / GBM) 67.7% 33.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 16.4% 5.3% Filters for historical windows that started with volatility similar to current 20-day HV (171 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.7%
  • Recent 20-Day HV: 20.2%
  • Parkinson Intraday Volatility: 33.4%
  • Vol Trend: Compressed (-59% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +12.4%
  • Bottom 10% Move (10th percentile): -10.0%
  • Max Historical Gain (14d): +43.4%
  • Max Historical Loss (14d): -29.5%