Finance

GROW Move Probability $2.62 +0.06 (+2.1%)

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)
35.0%
Stock touched +5.0% ($2.76) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
22.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.59x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.6%
$2.42 — $2.83

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-25.7% to -21.3%: 5 occurrences (1.0%) -23.5% -21.3% to -17.0%: 3 occurrences (0.6%) -17.0% to -12.6%: 8 occurrences (1.6%) -12.6% to -8.2%: 36 occurrences (7.1%) -10.4% -8.2% to -3.9%: 54 occurrences (10.6%) -3.9% to +0.5%: 153 occurrences (30.1%) +0.5% to +4.9%: 134 occurrences (26.3%) 2.7% +4.9% to +9.2%: 60 occurrences (11.8%) +9.2% to +13.6%: 30 occurrences (5.9%) +13.6% to +17.9%: 7 occurrences (1.4%) 15.8% +17.9% to +22.3%: 10 occurrences (2.0%) +22.3% to +26.7%: 5 occurrences (1.0%) +26.7% to +31.0%: 0 occurrences (0.0%) 28.9% +31.0% to +35.4%: 1 occurrences (0.2%) +35.4% to +39.8%: 1 occurrences (0.2%) +39.8% to +44.1%: 2 occurrences (0.4%) 42.0%
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) 35.0% 22.0% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.5% Adjusts normal bell curve for real-world skewness (-0.14) and kurtosis (14.13).
Standard Normal (Black-Scholes / GBM) 52.3% 26.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 41.0% 27.0% Filters for historical windows that started with volatility similar to current 20-day HV (256 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 32.4%
  • Recent 20-Day HV: 22.6%
  • Parkinson Intraday Volatility: 14.0%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +9.7%
  • Bottom 10% Move (10th percentile): -8.4%
  • Max Historical Gain (14d): +44.1%
  • Max Historical Loss (14d): -25.7%