Finance

HGTXU Move Probability $0.12

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)
62.8%
Stock touched +5.0% ($0.13) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
20.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.06x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±39.7%
$0.07 — $0.17

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%.

-83.3% to -65.6%: 1 occurrences (0.2%) -74.5% -65.6% to -47.9%: 6 occurrences (1.2%) -47.9% to -30.2%: 14 occurrences (2.9%) -30.2% to -12.5%: 109 occurrences (22.4%) -21.4% -12.5% to +5.2%: 257 occurrences (52.8%) +5.2% to +22.9%: 80 occurrences (16.4%) +22.9% to +40.6%: 13 occurrences (2.7%) 31.8% +40.6% to +58.3%: 0 occurrences (0.0%) +58.3% to +76.0%: 1 occurrences (0.2%) +76.0% to +93.8%: 3 occurrences (0.6%) 84.9% +93.8% to +111.5%: 0 occurrences (0.0%) +111.5% to +129.2%: 0 occurrences (0.0%) +129.2% to +146.9%: 0 occurrences (0.0%) 138.0% +146.9% to +164.6%: 0 occurrences (0.0%) +164.6% to +182.3%: 1 occurrences (0.2%) +182.3% to +200.0%: 2 occurrences (0.4%) 191.1%
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) 62.8% 20.5% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.1% Adjusts normal bell curve for real-world skewness (-1.15) and kurtosis (58.18).
Standard Normal (Black-Scholes / GBM) 90.2% 45.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.2% 16.5% Filters for historical windows that started with volatility similar to current 20-day HV (267 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 168.4%
  • Recent 20-Day HV: 110.0%
  • Parkinson Intraday Volatility: 247.1%
  • Vol Trend: Compressed (-35% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -18.4%
  • Max Historical Gain (14d): +200.0%
  • Max Historical Loss (14d): -83.3%