Finance

GRNQ Move Probability $8.88 -2.96 (-25.0%)

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)
58.1%
Stock touched +5.0% ($9.32) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
38.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.52x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±63.2%
$3.26 — $14.50

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%.

-90.8% to +399.4%: 487 occurrences (95.9%) 154.3% +399.4% to +889.6%: 10 occurrences (2.0%) +889.6% to +1379.8%: 4 occurrences (0.8%) +1379.8% to +1870.0%: 1 occurrences (0.2%) 1624.9% +1870.0% to +2360.2%: 0 occurrences (0.0%) +2360.2% to +2850.4%: 0 occurrences (0.0%) +2850.4% to +3340.5%: 0 occurrences (0.0%) 3095.5% +3340.5% to +3830.7%: 0 occurrences (0.0%) +3830.7% to +4320.9%: 0 occurrences (0.0%) +4320.9% to +4811.1%: 0 occurrences (0.0%) 4566.0% +4811.1% to +5301.3%: 0 occurrences (0.0%) +5301.3% to +5791.5%: 0 occurrences (0.0%) +5791.5% to +6281.7%: 1 occurrences (0.2%) 6036.6% +6281.7% to +6771.9%: 4 occurrences (0.8%) +6771.9% to +7262.1%: 0 occurrences (0.0%) +7262.1% to +7752.3%: 1 occurrences (0.2%) 7507.2%
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) 58.1% 38.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.9% Adjusts normal bell curve for real-world skewness (1.29) and kurtosis (143.18).
Standard Normal (Black-Scholes / GBM) 93.9% 46.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.5% 35.0% Filters for historical windows that started with volatility similar to current 20-day HV (177 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 268.3%
  • Recent 20-Day HV: 102.0%
  • Parkinson Intraday Volatility: 46.5%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +34.5%
  • Bottom 10% Move (10th percentile): -18.8%
  • Max Historical Gain (14d): +7752.3%
  • Max Historical Loss (14d): -90.8%