Finance

GRND Move Probability $13.73 -0.33 (-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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Touch Probability (First Passage)
57.1%
Stock touched +5.0% ($14.42) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
34.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.66x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.9%
$12.23 — $15.23

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-25.8% to -21.6%: 4 occurrences (0.8%) -23.7% -21.6% to -17.5%: 16 occurrences (3.3%) -17.5% to -13.4%: 25 occurrences (5.1%) -13.4% to -9.3%: 46 occurrences (9.4%) -11.4% -9.3% to -5.2%: 55 occurrences (11.3%) -5.2% to -1.1%: 70 occurrences (14.4%) -1.1% to +3.0%: 79 occurrences (16.2%) 1.0% +3.0% to +7.1%: 61 occurrences (12.5%) +7.1% to +11.2%: 55 occurrences (11.3%) +11.2% to +15.4%: 35 occurrences (7.2%) 13.3% +15.4% to +19.5%: 15 occurrences (3.1%) +19.5% to +23.6%: 10 occurrences (2.1%) +23.6% to +27.7%: 9 occurrences (1.8%) 25.6% +27.7% to +31.8%: 4 occurrences (0.8%) +31.8% to +35.9%: 1 occurrences (0.2%) +35.9% to +40.0%: 2 occurrences (0.4%) 38.0%
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) 57.1% 34.3% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.0% Adjusts normal bell curve for real-world skewness (-0.12) and kurtosis (6.53).
Standard Normal (Black-Scholes / GBM) 65.4% 32.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.2% 42.9% Filters for historical windows that started with volatility similar to current 20-day HV (219 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 46.2%
  • Recent 20-Day HV: 55.7%
  • Parkinson Intraday Volatility: 42.4%
  • Vol Trend: Expanded (+21% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +14.2%
  • Bottom 10% Move (10th percentile): -13.1%
  • Max Historical Gain (14d): +40.0%
  • Max Historical Loss (14d): -25.8%