Finance

GLNS Move Probability $0.80 +0.00 (+0.0%)

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)
5.7%
Stock touched +5.0% ($0.84) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
5.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.0%
$0.72 — $0.88

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-34.6% to -29.9%: 14 occurrences (2.9%) -32.3% -29.9% to -25.3%: 0 occurrences (0.0%) -25.3% to -20.7%: 0 occurrences (0.0%) -20.7% to -16.0%: 14 occurrences (2.9%) -18.4% -16.0% to -11.4%: 14 occurrences (2.9%) -11.4% to -6.8%: 0 occurrences (0.0%) -6.8% to -2.1%: 0 occurrences (0.0%) -4.5% -2.1% to +2.5%: 417 occurrences (85.6%) +2.5% to +7.1%: 14 occurrences (2.9%) +7.1% to +11.8%: 0 occurrences (0.0%) 9.4% +11.8% to +16.4%: 0 occurrences (0.0%) +16.4% to +21.0%: 0 occurrences (0.0%) +21.0% to +25.7%: 0 occurrences (0.0%) 23.4% +25.7% to +30.3%: 0 occurrences (0.0%) +30.3% to +34.9%: 0 occurrences (0.0%) +34.9% to +39.6%: 14 occurrences (2.9%) 37.3%
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) 5.7% 5.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (-5.3) and kurtosis (180.42).
Standard Normal (Black-Scholes / GBM) 62.6% 31.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 6.3% 6.3% Filters for historical windows that started with volatility similar to current 20-day HV (347 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 42.5%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 2.1%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.0%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +39.6%
  • Max Historical Loss (14d): -34.6%