Finance

HCAT Move Probability $1.74 -0.01 (-0.6%)

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)
65.7%
Stock touched +5.0% ($1.83) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.69x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.1%
$1.42 — $2.06

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%.

-44.2% to -37.4%: 4 occurrences (0.8%) -40.8% -37.4% to -30.5%: 13 occurrences (2.6%) -30.5% to -23.6%: 19 occurrences (3.7%) -23.6% to -16.8%: 57 occurrences (11.2%) -20.2% -16.8% to -9.9%: 71 occurrences (14.0%) -9.9% to -3.0%: 87 occurrences (17.1%) -3.0% to +3.8%: 118 occurrences (23.2%) 0.4% +3.8% to +10.7%: 61 occurrences (12.0%) +10.7% to +17.6%: 28 occurrences (5.5%) +17.6% to +24.4%: 18 occurrences (3.5%) 21.0% +24.4% to +31.3%: 20 occurrences (3.9%) +31.3% to +38.2%: 7 occurrences (1.4%) +38.2% to +45.1%: 2 occurrences (0.4%) 41.6% +45.1% to +51.9%: 1 occurrences (0.2%) +51.9% to +58.8%: 0 occurrences (0.0%) +58.8% to +65.7%: 2 occurrences (0.4%) 62.2%
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) 65.7% 24.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.3% Adjusts normal bell curve for real-world skewness (-0.17) and kurtosis (12.84).
Standard Normal (Black-Scholes / GBM) 78.8% 39.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 76.9%
  • Recent 20-Day HV: 27.7%
  • Parkinson Intraday Volatility: 61.1%
  • Vol Trend: Compressed (-64% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.7%
  • Top 10% Move (90th percentile): +16.0%
  • Bottom 10% Move (10th percentile): -20.8%
  • Max Historical Gain (14d): +65.7%
  • Max Historical Loss (14d): -44.2%