Finance

GSL Move Probability $41.83 +0.62 (+1.5%)

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)
55.3%
Stock touched +5.0% ($43.92) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.66x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.0%
$38.92 — $44.74

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%.

-23.0% to -20.0%: 1 occurrences (0.2%) -21.5% -20.0% to -17.1%: 3 occurrences (0.6%) -17.1% to -14.2%: 3 occurrences (0.6%) -14.2% to -11.2%: 11 occurrences (2.2%) -12.7% -11.2% to -8.3%: 13 occurrences (2.6%) -8.3% to -5.4%: 34 occurrences (6.7%) -5.4% to -2.4%: 57 occurrences (11.2%) -3.9% -2.4% to +0.5%: 75 occurrences (14.8%) +0.5% to +3.4%: 80 occurrences (15.7%) +3.4% to +6.3%: 102 occurrences (20.1%) 4.9% +6.3% to +9.3%: 63 occurrences (12.4%) +9.3% to +12.2%: 33 occurrences (6.5%) +12.2% to +15.1%: 14 occurrences (2.8%) 13.7% +15.1% to +18.1%: 9 occurrences (1.8%) +18.1% to +21.0%: 7 occurrences (1.4%) +21.0% to +23.9%: 3 occurrences (0.6%) 22.5%
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) 55.3% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.8% Adjusts normal bell curve for real-world skewness (-0.15) and kurtosis (3.78).
Standard Normal (Black-Scholes / GBM) 48.4% 24.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 54.4% 31.9% Filters for historical windows that started with volatility similar to current 20-day HV (436 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 29.6%
  • Recent 20-Day HV: 28.3%
  • Parkinson Intraday Volatility: 20.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.8%
  • Top 10% Move (90th percentile): +10.2%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (14d): +23.9%
  • Max Historical Loss (14d): -23.0%