Finance

HQI Move Probability $16.31 -0.90 (-5.2%)

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)
46.5%
Stock touched +5.0% ($17.13) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
27.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.72x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.7%
$14.41 — $18.21

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%.

-21.6% to -17.6%: 5 occurrences (1.0%) -19.6% -17.6% to -13.7%: 19 occurrences (3.7%) -13.7% to -9.7%: 31 occurrences (6.1%) -9.7% to -5.8%: 71 occurrences (14.0%) -7.8% -5.8% to -1.8%: 72 occurrences (14.2%) -1.8% to +2.1%: 97 occurrences (19.1%) +2.1% to +6.1%: 90 occurrences (17.7%) 4.1% +6.1% to +10.0%: 38 occurrences (7.5%) +10.0% to +14.0%: 36 occurrences (7.1%) +14.0% to +17.9%: 17 occurrences (3.3%) 16.0% +17.9% to +21.9%: 13 occurrences (2.6%) +21.9% to +25.9%: 4 occurrences (0.8%) +25.9% to +29.8%: 3 occurrences (0.6%) 27.8% +29.8% to +33.8%: 2 occurrences (0.4%) +33.8% to +37.7%: 6 occurrences (1.2%) +37.7% to +41.7%: 4 occurrences (0.8%) 39.7%
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) 46.5% 27.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.0% Adjusts normal bell curve for real-world skewness (1.39) and kurtosis (13.63).
Standard Normal (Black-Scholes / GBM) 67.6% 33.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.0% 29.3% Filters for historical windows that started with volatility similar to current 20-day HV (321 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.5%
  • Recent 20-Day HV: 50.7%
  • Parkinson Intraday Volatility: 17.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +13.2%
  • Bottom 10% Move (10th percentile): -10.4%
  • Max Historical Gain (14d): +41.7%
  • Max Historical Loss (14d): -21.6%