Finance

GRWG Move Probability $1.44 +0.03 (+1.8%)

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)
65.4%
Stock touched +5.0% ($1.51) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.4%
$1.19 — $1.68

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%.

-31.3% to -24.4%: 14 occurrences (2.8%) -27.8% -24.4% to -17.5%: 38 occurrences (7.5%) -17.5% to -10.6%: 73 occurrences (14.4%) -10.6% to -3.7%: 96 occurrences (18.9%) -7.2% -3.7% to +3.2%: 124 occurrences (24.4%) +3.2% to +10.1%: 63 occurrences (12.4%) +10.1% to +16.9%: 30 occurrences (5.9%) 13.5% +16.9% to +23.8%: 22 occurrences (4.3%) +23.8% to +30.7%: 22 occurrences (4.3%) +30.7% to +37.6%: 13 occurrences (2.6%) 34.2% +37.6% to +44.5%: 4 occurrences (0.8%) +44.5% to +51.4%: 0 occurrences (0.0%) +51.4% to +58.3%: 2 occurrences (0.4%) 54.8% +58.3% to +65.1%: 2 occurrences (0.4%) +65.1% to +72.0%: 2 occurrences (0.4%) +72.0% to +78.9%: 3 occurrences (0.6%) 75.5%
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) 65.4% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.3% Adjusts normal bell curve for real-world skewness (1.57) and kurtosis (8.83).
Standard Normal (Black-Scholes / GBM) 77.9% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.8% 32.7% Filters for historical windows that started with volatility similar to current 20-day HV (52 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 73.9%
  • Recent 20-Day HV: 27.8%
  • Parkinson Intraday Volatility: 53.9%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.2%
  • Top 10% Move (90th percentile): +23.2%
  • Bottom 10% Move (10th percentile): -17.6%
  • Max Historical Gain (14d): +78.9%
  • Max Historical Loss (14d): -31.3%