Finance

GULTU Move Probability $0.04 +0.00 (+0.0%)

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)
83.8%
Stock touched +5.0% ($0.04) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.41x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.1%
$0.03 — $0.05

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.4% to -26.4%: 12 occurrences (2.5%) -32.9% -26.4% to -13.4%: 43 occurrences (8.8%) -13.4% to -0.3%: 140 occurrences (28.7%) -0.3% to +12.7%: 184 occurrences (37.8%) 6.2% +12.7% to +25.8%: 59 occurrences (12.1%) +25.8% to +38.8%: 23 occurrences (4.7%) +38.8% to +51.9%: 6 occurrences (1.2%) 45.3% +51.9% to +64.9%: 7 occurrences (1.4%) +64.9% to +77.9%: 2 occurrences (0.4%) +77.9% to +91.0%: 2 occurrences (0.4%) 84.5% +91.0% to +104.0%: 2 occurrences (0.4%) +104.0% to +117.1%: 0 occurrences (0.0%) +117.1% to +130.1%: 2 occurrences (0.4%) 123.6% +130.1% to +143.1%: 2 occurrences (0.4%) +143.1% to +156.2%: 1 occurrences (0.2%) +156.2% to +169.2%: 2 occurrences (0.4%) 162.7%
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) 83.8% 34.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.8% Adjusts normal bell curve for real-world skewness (-0.25) and kurtosis (7.06).
Standard Normal (Black-Scholes / GBM) 86.2% 43.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.1% 34.3% Filters for historical windows that started with volatility similar to current 20-day HV (108 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 119.3%
  • Recent 20-Day HV: 52.5%
  • Parkinson Intraday Volatility: 106.3%
  • Vol Trend: Compressed (-56% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +25.0%
  • Bottom 10% Move (10th percentile): -14.0%
  • Max Historical Gain (14d): +169.2%
  • Max Historical Loss (14d): -39.4%