Finance

HAWK Move Probability $14.79 +2.04 (+16.0%)

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)
47.4%
Stock touched +5.0% ($15.53) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
15.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.00x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.6%
$12.19 — $17.40

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 114 historical windows (2026-05-07 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-30.8% to -26.0%: 4 occurrences (3.5%) -28.4% -26.0% to -21.3%: 20 occurrences (17.5%) -21.3% to -16.6%: 19 occurrences (16.7%) -16.6% to -11.9%: 23 occurrences (20.2%) -14.2% -11.9% to -7.1%: 10 occurrences (8.8%) -7.1% to -2.4%: 12 occurrences (10.5%) -2.4% to +2.3%: 4 occurrences (3.5%) -0.0% +2.3% to +7.1%: 7 occurrences (6.1%) +7.1% to +11.8%: 1 occurrences (0.9%) +11.8% to +16.5%: 4 occurrences (3.5%) 14.1% +16.5% to +21.2%: 3 occurrences (2.6%) +21.2% to +26.0%: 1 occurrences (0.9%) +26.0% to +30.7%: 2 occurrences (1.8%) 28.3% +30.7% to +35.4%: 2 occurrences (1.8%) +35.4% to +40.2%: 1 occurrences (0.9%) +40.2% to +44.9%: 1 occurrences (0.9%) 42.5%
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) 47.4% 15.8% Model-free reality across 114 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.7% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (0.1).
Standard Normal (Black-Scholes / GBM) 78.1% 39.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.0% 24.2% Filters for historical windows that started with volatility similar to current 20-day HV (62 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 74.6%
  • Recent 20-Day HV: 88.5%
  • Parkinson Intraday Volatility: 61.2%
  • Vol Trend: Expanded (+19% vs baseline)

14-Day Return Quantiles

  • Median Return: -14.0%
  • Top 10% Move (90th percentile): +15.3%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +44.9%
  • Max Historical Loss (14d): -30.8%