Finance

GOGO Move Probability $2.08 +0.02 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
66.9%
Stock touched +5.0% ($2.18) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
30.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.21x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.5%
$1.72 — $2.44

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-45.2% to -37.4%: 3 occurrences (0.6%) -41.3% -37.4% to -29.6%: 14 occurrences (2.8%) -29.6% to -21.8%: 30 occurrences (5.9%) -21.8% to -13.9%: 67 occurrences (13.2%) -17.9% -13.9% to -6.1%: 89 occurrences (17.5%) -6.1% to +1.7%: 108 occurrences (21.3%) +1.7% to +9.5%: 98 occurrences (19.3%) 5.6% +9.5% to +17.3%: 47 occurrences (9.3%) +17.3% to +25.2%: 19 occurrences (3.7%) +25.2% to +33.0%: 11 occurrences (2.2%) 29.1% +33.0% to +40.8%: 8 occurrences (1.6%) +40.8% to +48.6%: 4 occurrences (0.8%) +48.6% to +56.4%: 0 occurrences (0.0%) 52.5% +56.4% to +64.3%: 6 occurrences (1.2%) +64.3% to +72.1%: 3 occurrences (0.6%) +72.1% to +79.9%: 1 occurrences (0.2%) 76.0%
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) 66.9% 30.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.8% Adjusts normal bell curve for real-world skewness (0.8) and kurtosis (11.83).
Standard Normal (Black-Scholes / GBM) 78.1% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.5% 30.0% Filters for historical windows that started with volatility similar to current 20-day HV (373 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 74.3%
  • Recent 20-Day HV: 73.1%
  • Parkinson Intraday Volatility: 57.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +17.3%
  • Bottom 10% Move (10th percentile): -21.0%
  • Max Historical Gain (14d): +79.9%
  • Max Historical Loss (14d): -45.2%