Finance

GOCO Move Probability $0.30 +0.01 (+4.9%)

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)
59.9%
Stock touched +5.0% ($0.32) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
21.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.76x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.3%
$0.23 — $0.38

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 419 historical windows (2024-09-23 to 2026-06-15). The colored bar indicates the win zone for +5.0%.

-58.0% to -51.6%: 5 occurrences (1.2%) -54.8% -51.6% to -45.2%: 3 occurrences (0.7%) -45.2% to -38.8%: 8 occurrences (1.9%) -38.8% to -32.5%: 12 occurrences (2.9%) -35.7% -32.5% to -26.1%: 32 occurrences (7.6%) -26.1% to -19.7%: 49 occurrences (11.7%) -19.7% to -13.3%: 41 occurrences (9.8%) -16.5% -13.3% to -6.9%: 59 occurrences (14.1%) -6.9% to -0.5%: 71 occurrences (16.9%) -0.5% to +5.8%: 52 occurrences (12.4%) 2.7% +5.8% to +12.2%: 32 occurrences (7.6%) +12.2% to +18.6%: 27 occurrences (6.4%) +18.6% to +25.0%: 14 occurrences (3.3%) 21.8% +25.0% to +31.4%: 8 occurrences (1.9%) +31.4% to +37.8%: 2 occurrences (0.5%) +37.8% to +44.2%: 4 occurrences (1.0%) 41.0%
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) 59.9% 21.7% Model-free reality across 419 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.4% Adjusts normal bell curve for real-world skewness (-2.77) and kurtosis (28.91).
Standard Normal (Black-Scholes / GBM) 83.4% 41.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 98.8%
  • Recent 20-Day HV: 272.7%
  • Parkinson Intraday Volatility: 52.5%
  • Vol Trend: Expanded (+176% vs baseline)

14-Day Return Quantiles

  • Median Return: -6.9%
  • Top 10% Move (90th percentile): +14.8%
  • Bottom 10% Move (10th percentile): -29.2%
  • Max Historical Gain (14d): +44.2%
  • Max Historical Loss (14d): -58.0%