Finance

HLLY Move Probability $2.49 -0.02 (-1.0%)

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)
61.4%
Stock touched +5.0% ($2.61) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
28.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.4%
$2.11 — $2.87

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%.

-32.2% to -24.3%: 10 occurrences (2.0%) -28.3% -24.3% to -16.4%: 35 occurrences (6.9%) -16.4% to -8.5%: 68 occurrences (13.4%) -8.5% to -0.5%: 155 occurrences (30.5%) -4.5% -0.5% to +7.4%: 139 occurrences (27.4%) +7.4% to +15.3%: 59 occurrences (11.6%) +15.3% to +23.2%: 10 occurrences (2.0%) 19.3% +23.2% to +31.1%: 9 occurrences (1.8%) +31.1% to +39.1%: 10 occurrences (2.0%) +39.1% to +47.0%: 3 occurrences (0.6%) 43.0% +47.0% to +54.9%: 2 occurrences (0.4%) +54.9% to +62.8%: 3 occurrences (0.6%) +62.8% to +70.7%: 0 occurrences (0.0%) 66.8% +70.7% to +78.7%: 1 occurrences (0.2%) +78.7% to +86.6%: 2 occurrences (0.4%) +86.6% to +94.5%: 2 occurrences (0.4%) 90.5%
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) 61.4% 28.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.2% Adjusts normal bell curve for real-world skewness (0.96) and kurtosis (11.76).
Standard Normal (Black-Scholes / GBM) 75.1% 37.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.4% 27.8% Filters for historical windows that started with volatility similar to current 20-day HV (230 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 65.3%
  • Recent 20-Day HV: 38.5%
  • Parkinson Intraday Volatility: 48.0%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +13.8%
  • Bottom 10% Move (10th percentile): -15.2%
  • Max Historical Gain (14d): +94.5%
  • Max Historical Loss (14d): -32.2%