Finance

GFLT Move Probability $6.90 -0.05 (-0.7%)

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)
19.9%
Stock touched +5.0% ($7.25) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
13.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.52x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±47.1%
$3.65 — $10.15

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-83.9% to -57.7%: 6 occurrences (1.2%) -70.8% -57.7% to -31.6%: 30 occurrences (6.2%) -31.6% to -5.4%: 62 occurrences (12.7%) -5.4% to +20.7%: 345 occurrences (70.8%) 7.6% +20.7% to +46.9%: 4 occurrences (0.8%) +46.9% to +73.0%: 8 occurrences (1.6%) +73.0% to +99.1%: 7 occurrences (1.4%) 86.1% +99.1% to +125.3%: 3 occurrences (0.6%) +125.3% to +151.4%: 3 occurrences (0.6%) +151.4% to +177.6%: 2 occurrences (0.4%) 164.5% +177.6% to +203.7%: 0 occurrences (0.0%) +203.7% to +229.9%: 1 occurrences (0.2%) +229.9% to +256.0%: 0 occurrences (0.0%) 243.0% +256.0% to +282.2%: 3 occurrences (0.6%) +282.2% to +308.3%: 10 occurrences (2.1%) +308.3% to +334.5%: 3 occurrences (0.6%) 321.4%
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) 19.9% 13.1% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.4% Adjusts normal bell curve for real-world skewness (1.22) and kurtosis (53.83).
Standard Normal (Black-Scholes / GBM) 91.8% 45.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.0% 18.0% Filters for historical windows that started with volatility similar to current 20-day HV (50 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 199.9%
  • Recent 20-Day HV: 125.7%
  • Parkinson Intraday Volatility: 100.0%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +20.0%
  • Bottom 10% Move (10th percentile): -24.0%
  • Max Historical Gain (14d): +334.5%
  • Max Historical Loss (14d): -83.9%