Finance

HLIO Move Probability $69.52 +1.45 (+2.1%)

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)
56.1%
Stock touched +5.0% ($72.99) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
34.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.63x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.6%
$62.15 — $76.88

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%.

-26.6% to -22.0%: 6 occurrences (1.2%) -24.3% -22.0% to -17.4%: 6 occurrences (1.2%) -17.4% to -12.8%: 22 occurrences (4.3%) -12.8% to -8.1%: 59 occurrences (11.6%) -10.4% -8.1% to -3.5%: 64 occurrences (12.6%) -3.5% to +1.1%: 95 occurrences (18.7%) +1.1% to +5.7%: 93 occurrences (18.3%) 3.4% +5.7% to +10.3%: 73 occurrences (14.4%) +10.3% to +14.9%: 45 occurrences (8.9%) +14.9% to +19.5%: 19 occurrences (3.7%) 17.2% +19.5% to +24.1%: 9 occurrences (1.8%) +24.1% to +28.7%: 3 occurrences (0.6%) +28.7% to +33.3%: 1 occurrences (0.2%) 31.0% +33.3% to +38.0%: 7 occurrences (1.4%) +38.0% to +42.6%: 4 occurrences (0.8%) +42.6% to +47.2%: 2 occurrences (0.4%) 44.9%
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) 56.1% 34.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.7% Adjusts normal bell curve for real-world skewness (2.02) and kurtosis (17.49).
Standard Normal (Black-Scholes / GBM) 64.5% 32.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.9% 24.6% Filters for historical windows that started with volatility similar to current 20-day HV (236 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.0%
  • Recent 20-Day HV: 27.2%
  • Parkinson Intraday Volatility: 30.0%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.1%
  • Top 10% Move (90th percentile): +14.2%
  • Bottom 10% Move (10th percentile): -11.1%
  • Max Historical Gain (14d): +47.2%
  • Max Historical Loss (14d): -26.6%