Finance

GTEC Move Probability $0.63 +0.02 (+3.4%)

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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Touch Probability (First Passage)
57.6%
Stock touched +5.0% ($0.66) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.2%
$0.48 — $0.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-46.0% to -35.3%: 15 occurrences (3.0%) -40.7% -35.3% to -24.7%: 37 occurrences (7.3%) -24.7% to -14.0%: 63 occurrences (12.4%) -14.0% to -3.3%: 162 occurrences (32.0%) -8.6% -3.3% to +7.4%: 112 occurrences (22.1%) +7.4% to +18.1%: 35 occurrences (6.9%) +18.1% to +28.8%: 29 occurrences (5.7%) 23.4% +28.8% to +39.5%: 22 occurrences (4.3%) +39.5% to +50.2%: 10 occurrences (2.0%) +50.2% to +60.8%: 9 occurrences (1.8%) 55.5% +60.8% to +71.5%: 6 occurrences (1.2%) +71.5% to +82.2%: 3 occurrences (0.6%) +82.2% to +92.9%: 1 occurrences (0.2%) 87.6% +92.9% to +103.6%: 2 occurrences (0.4%) +103.6% to +114.3%: 0 occurrences (0.0%) +114.3% to +125.0%: 1 occurrences (0.2%) 119.6%
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) 57.6% 27.0% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.3% Adjusts normal bell curve for real-world skewness (1.16) and kurtosis (11.89).
Standard Normal (Black-Scholes / GBM) 83.4% 41.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.5% 28.2% Filters for historical windows that started with volatility similar to current 20-day HV (252 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 98.6%
  • Recent 20-Day HV: 101.7%
  • Parkinson Intraday Volatility: 55.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +29.6%
  • Bottom 10% Move (10th percentile): -24.9%
  • Max Historical Gain (14d): +125.0%
  • Max Historical Loss (14d): -46.0%