Finance

GOAI Move Probability $1.50 -0.04 (-2.3%)

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)
68.4%
Stock touched +5.0% ($1.58) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
19.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.44x
You are 3.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.4%
$1.05 — $1.96

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 171 historical windows (2026-01-28 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-42.4% to -35.3%: 4 occurrences (2.3%) -38.8% -35.3% to -28.1%: 12 occurrences (7.0%) -28.1% to -20.9%: 20 occurrences (11.7%) -20.9% to -13.7%: 31 occurrences (18.1%) -17.3% -13.7% to -6.6%: 31 occurrences (18.1%) -6.6% to +0.6%: 32 occurrences (18.7%) +0.6% to +7.8%: 11 occurrences (6.4%) 4.2% +7.8% to +14.9%: 7 occurrences (4.1%) +14.9% to +22.1%: 4 occurrences (2.3%) +22.1% to +29.3%: 3 occurrences (1.8%) 25.7% +29.3% to +36.4%: 2 occurrences (1.2%) +36.4% to +43.6%: 2 occurrences (1.2%) +43.6% to +50.8%: 2 occurrences (1.2%) 47.2% +50.8% to +58.0%: 4 occurrences (2.3%) +58.0% to +65.1%: 3 occurrences (1.8%) +65.1% to +72.3%: 3 occurrences (1.8%) 68.7%
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) 68.4% 19.9% Model-free reality across 171 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 44.4% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (3.05).
Standard Normal (Black-Scholes / GBM) 87.3% 43.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.4% 16.9% Filters for historical windows that started with volatility similar to current 20-day HV (118 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 129.1%
  • Recent 20-Day HV: 110.0%
  • Parkinson Intraday Volatility: 110.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -9.8%
  • Top 10% Move (90th percentile): +25.4%
  • Bottom 10% Move (10th percentile): -26.7%
  • Max Historical Gain (14d): +72.3%
  • Max Historical Loss (14d): -42.4%