Finance

GSHR Move Probability $10.59 +0.04 (+0.4%)

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)
0.0%
Stock touched +5.0% ($11.12) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.5%
$10.53 — $10.65

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 350 historical windows (2025-05-12 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-0.5% to -0.4%: 10 occurrences (2.9%) -0.4% -0.4% to -0.2%: 0 occurrences (0.0%) -0.2% to +0.0%: 212 occurrences (60.6%) +0.0% to +0.2%: 14 occurrences (4.0%) 0.1% +0.2% to +0.4%: 26 occurrences (7.4%) +0.4% to +0.5%: 58 occurrences (16.6%) +0.5% to +0.7%: 2 occurrences (0.6%) 0.6% +0.7% to +0.9%: 8 occurrences (2.3%) +0.9% to +1.1%: 0 occurrences (0.0%) +1.1% to +1.3%: 6 occurrences (1.7%) 1.2% +1.3% to +1.4%: 0 occurrences (0.0%) +1.4% to +1.6%: 0 occurrences (0.0%) +1.6% to +1.8%: 0 occurrences (0.0%) 1.7% +1.8% to +2.0%: 0 occurrences (0.0%) +2.0% to +2.1%: 0 occurrences (0.0%) +2.1% to +2.3%: 14 occurrences (4.0%) 2.2%
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) 0.0% 0.0% Model-free reality across 350 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (12.77) and kurtosis (200.78).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (70 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 2.2%
  • Recent 20-Day HV: 1.3%
  • Parkinson Intraday Volatility: 0.1%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.5%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +2.3%
  • Max Historical Loss (14d): -0.5%