Finance

GOVX Move Probability $0.23 +0.00 (+1.9%)

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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Touch Probability (First Passage)
68.3%
Stock touched +5.0% ($0.24) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.99x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±48.9%
$0.12 — $0.34

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%.

-66.6% to -17.0%: 183 occurrences (36.0%) -41.8% -17.0% to +32.6%: 266 occurrences (52.4%) +32.6% to +82.2%: 34 occurrences (6.7%) +82.2% to +131.8%: 7 occurrences (1.4%) 107.0% +131.8% to +181.4%: 3 occurrences (0.6%) +181.4% to +231.0%: 1 occurrences (0.2%) +231.0% to +280.6%: 0 occurrences (0.0%) 255.8% +280.6% to +330.2%: 3 occurrences (0.6%) +330.2% to +379.8%: 0 occurrences (0.0%) +379.8% to +429.4%: 2 occurrences (0.4%) 404.6% +429.4% to +479.0%: 0 occurrences (0.0%) +479.0% to +528.6%: 0 occurrences (0.0%) +528.6% to +578.2%: 0 occurrences (0.0%) 553.4% +578.2% to +627.8%: 3 occurrences (0.6%) +627.8% to +677.4%: 4 occurrences (0.8%) +677.4% to +727.0%: 2 occurrences (0.4%) 702.2%
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) 68.3% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.9% Adjusts normal bell curve for real-world skewness (9.75) and kurtosis (157.72).
Standard Normal (Black-Scholes / GBM) 92.0% 46.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.6% 24.3% Filters for historical windows that started with volatility similar to current 20-day HV (140 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 207.4%
  • Recent 20-Day HV: 57.9%
  • Parkinson Intraday Volatility: 101.2%
  • Vol Trend: Compressed (-72% vs baseline)

14-Day Return Quantiles

  • Median Return: -10.4%
  • Top 10% Move (90th percentile): +40.4%
  • Bottom 10% Move (10th percentile): -34.6%
  • Max Historical Gain (14d): +727.0%
  • Max Historical Loss (14d): -66.6%