Finance

GSTX Move Probability $0.08 -0.01 (-7.7%)

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)
64.2%
Stock touched +5.0% ($0.08) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
45.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.41x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±202.2%
$0.00 — $0.24

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-99.0% to +1588.4%: 464 occurrences (95.5%) 744.7% +1588.4% to +3275.9%: 4 occurrences (0.8%) +3275.9% to +4963.3%: 5 occurrences (1.0%) +4963.3% to +6650.8%: 0 occurrences (0.0%) 5807.0% +6650.8% to +8338.2%: 1 occurrences (0.2%) +8338.2% to +10025.6%: 1 occurrences (0.2%) +10025.6% to +11713.1%: 1 occurrences (0.2%) 10869.3% +11713.1% to +13400.5%: 0 occurrences (0.0%) +13400.5% to +15087.9%: 8 occurrences (1.6%) +15087.9% to +16775.4%: 0 occurrences (0.0%) 15931.7% +16775.4% to +18462.8%: 0 occurrences (0.0%) +18462.8% to +20150.3%: 0 occurrences (0.0%) +20150.3% to +21837.7%: 1 occurrences (0.2%) 20994.0% +21837.7% to +23525.1%: 0 occurrences (0.0%) +23525.1% to +25212.6%: 0 occurrences (0.0%) +25212.6% to +26900.0%: 1 occurrences (0.2%) 26056.3%
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) 64.2% 45.7% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.3% Adjusts normal bell curve for real-world skewness (0.58) and kurtosis (33.16).
Standard Normal (Black-Scholes / GBM) 98.1% 49.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 100.0% 100.0% Filters for historical windows that started with volatility similar to current 20-day HV (13 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 857.9%
  • Recent 20-Day HV: 77.0%
  • Parkinson Intraday Volatility: 456.9%
  • Vol Trend: Compressed (-91% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +325.0%
  • Bottom 10% Move (10th percentile): -75.0%
  • Max Historical Gain (14d): +26900.0%
  • Max Historical Loss (14d): -99.0%