Finance

GEO Move Probability $27.64 -0.32 (-1.2%)

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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Touch Probability (First Passage)
68.5%
Stock touched +5.0% ($29.03) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
36.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.1%
$24.02 — $31.27

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%.

-27.4% to -19.3%: 8 occurrences (1.6%) -23.3% -19.3% to -11.2%: 63 occurrences (12.4%) -11.2% to -3.0%: 96 occurrences (18.9%) -3.0% to +5.1%: 157 occurrences (30.9%) 1.0% +5.1% to +13.2%: 93 occurrences (18.3%) +13.2% to +21.3%: 50 occurrences (9.8%) +21.3% to +29.4%: 27 occurrences (5.3%) 25.3% +29.4% to +37.5%: 0 occurrences (0.0%) +37.5% to +45.6%: 1 occurrences (0.2%) +45.6% to +53.7%: 0 occurrences (0.0%) 49.6% +53.7% to +61.8%: 1 occurrences (0.2%) +61.8% to +69.9%: 5 occurrences (1.0%) +69.9% to +78.0%: 2 occurrences (0.4%) 74.0% +78.0% to +86.1%: 3 occurrences (0.6%) +86.1% to +94.2%: 0 occurrences (0.0%) +94.2% to +102.3%: 2 occurrences (0.4%) 98.3%
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) 68.5% 36.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.8% Adjusts normal bell curve for real-world skewness (1.83) and kurtosis (21.27).
Standard Normal (Black-Scholes / GBM) 71.0% 35.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.4% 28.8% Filters for historical windows that started with volatility similar to current 20-day HV (364 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.6%
  • Recent 20-Day HV: 48.9%
  • Parkinson Intraday Volatility: 45.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +19.4%
  • Bottom 10% Move (10th percentile): -13.0%
  • Max Historical Gain (14d): +102.3%
  • Max Historical Loss (14d): -27.4%