Finance

GENI Move Probability $6.42 -0.25 (-3.7%)

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)
71.7%
Stock touched +5.0% ($6.75) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.8%
$5.47 — $7.38

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%.

-40.1% to -34.2%: 8 occurrences (1.6%) -37.1% -34.2% to -28.4%: 8 occurrences (1.6%) -28.4% to -22.6%: 7 occurrences (1.4%) -22.6% to -16.7%: 20 occurrences (3.9%) -19.6% -16.7% to -10.9%: 44 occurrences (8.7%) -10.9% to -5.1%: 76 occurrences (15.0%) -5.1% to +0.8%: 113 occurrences (22.2%) -2.2% +0.8% to +6.6%: 95 occurrences (18.7%) +6.6% to +12.4%: 51 occurrences (10.0%) +12.4% to +18.3%: 35 occurrences (6.9%) 15.3% +18.3% to +24.1%: 17 occurrences (3.3%) +24.1% to +29.9%: 18 occurrences (3.5%) +29.9% to +35.8%: 8 occurrences (1.6%) 32.8% +35.8% to +41.6%: 6 occurrences (1.2%) +41.6% to +47.4%: 1 occurrences (0.2%) +47.4% to +53.3%: 1 occurrences (0.2%) 50.3%
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) 71.7% 32.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.8% Adjusts normal bell curve for real-world skewness (-0.39) and kurtosis (10.48).
Standard Normal (Black-Scholes / GBM) 74.2% 37.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.2% 40.1% Filters for historical windows that started with volatility similar to current 20-day HV (282 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.8%
  • Recent 20-Day HV: 73.7%
  • Parkinson Intraday Volatility: 53.0%
  • Vol Trend: Expanded (+17% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +18.0%
  • Bottom 10% Move (10th percentile): -15.0%
  • Max Historical Gain (14d): +53.3%
  • Max Historical Loss (14d): -40.1%