Finance

GSHD Move Probability $45.30 -1.77 (-3.8%)

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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Touch Probability (First Passage)
57.7%
Stock touched +5.0% ($47.56) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
29.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.3%
$39.29 — $51.30

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%.

-36.6% to -30.9%: 3 occurrences (0.6%) -33.7% -30.9% to -25.2%: 8 occurrences (1.6%) -25.2% to -19.5%: 21 occurrences (4.1%) -19.5% to -13.8%: 44 occurrences (8.7%) -16.7% -13.8% to -8.2%: 70 occurrences (13.8%) -8.2% to -2.5%: 94 occurrences (18.5%) -2.5% to +3.2%: 94 occurrences (18.5%) 0.4% +3.2% to +8.9%: 83 occurrences (16.3%) +8.9% to +14.6%: 42 occurrences (8.3%) +14.6% to +20.3%: 18 occurrences (3.5%) 17.4% +20.3% to +25.9%: 16 occurrences (3.1%) +25.9% to +31.6%: 5 occurrences (1.0%) +31.6% to +37.3%: 3 occurrences (0.6%) 34.5% +37.3% to +43.0%: 2 occurrences (0.4%) +43.0% to +48.7%: 2 occurrences (0.4%) +48.7% to +54.3%: 3 occurrences (0.6%) 51.5%
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) 57.7% 29.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.9% Adjusts normal bell curve for real-world skewness (-0.28) and kurtosis (2.7).
Standard Normal (Black-Scholes / GBM) 71.3% 35.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 54.8% 24.3% Filters for historical windows that started with volatility similar to current 20-day HV (263 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.3%
  • Recent 20-Day HV: 48.3%
  • Parkinson Intraday Volatility: 41.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +13.9%
  • Bottom 10% Move (10th percentile): -16.2%
  • Max Historical Gain (14d): +54.3%
  • Max Historical Loss (14d): -36.6%