Finance

HLT Move Probability $362.25 +3.00 (+0.8%)

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)
39.6%
Stock touched +5.0% ($380.36) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
24.2%
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%)
±5.8%
$341.36 — $383.14

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%.

-14.7% to -12.6%: 6 occurrences (1.2%) -13.7% -12.6% to -10.4%: 6 occurrences (1.2%) -10.4% to -8.3%: 9 occurrences (1.8%) -8.3% to -6.1%: 22 occurrences (4.3%) -7.2% -6.1% to -3.9%: 51 occurrences (10.0%) -3.9% to -1.8%: 55 occurrences (10.8%) -1.8% to +0.4%: 74 occurrences (14.6%) -0.7% +0.4% to +2.6%: 78 occurrences (15.4%) +2.6% to +4.7%: 78 occurrences (15.4%) +4.7% to +6.9%: 56 occurrences (11.0%) 5.8% +6.9% to +9.1%: 34 occurrences (6.7%) +9.1% to +11.2%: 17 occurrences (3.3%) +11.2% to +13.4%: 9 occurrences (1.8%) 12.3% +13.4% to +15.5%: 6 occurrences (1.2%) +15.5% to +17.7%: 4 occurrences (0.8%) +17.7% to +19.9%: 3 occurrences (0.6%) 18.8%
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) 39.6% 24.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.4% Adjusts normal bell curve for real-world skewness (0.28) and kurtosis (2.1).
Standard Normal (Black-Scholes / GBM) 39.8% 19.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.7% 21.3% Filters for historical windows that started with volatility similar to current 20-day HV (423 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 24.5%
  • Recent 20-Day HV: 23.6%
  • Parkinson Intraday Volatility: 20.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +8.1%
  • Bottom 10% Move (10th percentile): -5.7%
  • Max Historical Gain (14d): +19.9%
  • Max Historical Loss (14d): -14.7%