Finance

GLXY Move Probability $16.95 +1.20 (+7.6%)

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)
81.8%
Stock touched +5.0% ($17.79) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.0%
$13.39 — $20.50

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 346 historical windows (2025-05-16 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-47.4% to -40.9%: 2 occurrences (0.6%) -44.2% -40.9% to -34.5%: 4 occurrences (1.2%) -34.5% to -28.0%: 15 occurrences (4.3%) -28.0% to -21.5%: 24 occurrences (6.9%) -24.7% -21.5% to -15.0%: 31 occurrences (9.0%) -15.0% to -8.5%: 49 occurrences (14.2%) -8.5% to -2.0%: 35 occurrences (10.1%) -5.3% -2.0% to +4.4%: 38 occurrences (11.0%) +4.4% to +10.9%: 37 occurrences (10.7%) +10.9% to +17.4%: 32 occurrences (9.2%) 14.2% +17.4% to +23.9%: 19 occurrences (5.5%) +23.9% to +30.4%: 28 occurrences (8.1%) +30.4% to +36.9%: 12 occurrences (3.5%) 33.6% +36.9% to +43.4%: 11 occurrences (3.2%) +43.4% to +49.8%: 5 occurrences (1.4%) +49.8% to +56.3%: 4 occurrences (1.2%) 53.1%
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) 81.8% 41.3% Model-free reality across 346 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.2% Adjusts normal bell curve for real-world skewness (-0.02) and kurtosis (0.68).
Standard Normal (Black-Scholes / GBM) 81.6% 40.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 83.0% 48.5% Filters for historical windows that started with volatility similar to current 20-day HV (194 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 89.0%
  • Recent 20-Day HV: 65.8%
  • Parkinson Intraday Volatility: 73.1%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +29.3%
  • Bottom 10% Move (10th percentile): -24.5%
  • Max Historical Gain (14d): +56.3%
  • Max Historical Loss (14d): -47.4%