Finance

HHH Move Probability $68.73 -0.40 (-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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Touch Probability (First Passage)
46.9%
Stock touched +5.0% ($72.17) at least once during 14 trading days.
Median first touch: Day 7 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
2.29x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.4%
$63.63 — $73.83

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%.

-22.9% to -20.2%: 2 occurrences (0.4%) -21.6% -20.2% to -17.6%: 1 occurrences (0.2%) -17.6% to -15.0%: 4 occurrences (0.8%) -15.0% to -12.3%: 16 occurrences (3.1%) -13.6% -12.3% to -9.7%: 26 occurrences (5.1%) -9.7% to -7.0%: 30 occurrences (5.9%) -7.0% to -4.4%: 27 occurrences (5.3%) -5.7% -4.4% to -1.7%: 59 occurrences (11.6%) -1.7% to +0.9%: 117 occurrences (23.0%) +0.9% to +3.6%: 89 occurrences (17.5%) 2.2% +3.6% to +6.2%: 57 occurrences (11.2%) +6.2% to +8.9%: 43 occurrences (8.5%) +8.9% to +11.5%: 20 occurrences (3.9%) 10.2% +11.5% to +14.1%: 7 occurrences (1.4%) +14.1% to +16.8%: 5 occurrences (1.0%) +16.8% to +19.4%: 5 occurrences (1.0%) 18.1%
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) 46.9% 20.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.2% Adjusts normal bell curve for real-world skewness (0.37) and kurtosis (5.52).
Standard Normal (Black-Scholes / GBM) 51.1% 25.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.8% 11.4% Filters for historical windows that started with volatility similar to current 20-day HV (123 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.5%
  • Recent 20-Day HV: 49.9%
  • Parkinson Intraday Volatility: 21.2%
  • Vol Trend: Expanded (+58% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +7.5%
  • Bottom 10% Move (10th percentile): -9.5%
  • Max Historical Gain (14d): +19.4%
  • Max Historical Loss (14d): -22.9%