Finance

HSAI Move Probability $13.18 -0.81 (-5.8%)

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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Touch Probability (First Passage)
74.2%
Stock touched +5.0% ($13.83) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.3%
$10.24 — $16.11

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%.

-38.6% to -25.5%: 19 occurrences (3.7%) -32.1% -25.5% to -12.4%: 76 occurrences (15.0%) -12.4% to +0.6%: 158 occurrences (31.1%) +0.6% to +13.7%: 116 occurrences (22.8%) 7.2% +13.7% to +26.8%: 78 occurrences (15.4%) +26.8% to +39.9%: 34 occurrences (6.7%) +39.9% to +53.0%: 9 occurrences (1.8%) 46.4% +53.0% to +66.0%: 5 occurrences (1.0%) +66.0% to +79.1%: 1 occurrences (0.2%) +79.1% to +92.2%: 2 occurrences (0.4%) 85.7% +92.2% to +105.3%: 1 occurrences (0.2%) +105.3% to +118.4%: 1 occurrences (0.2%) +118.4% to +131.5%: 2 occurrences (0.4%) 124.9% +131.5% to +144.5%: 2 occurrences (0.4%) +144.5% to +157.6%: 3 occurrences (0.6%) +157.6% to +170.7%: 1 occurrences (0.2%) 164.2%
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) 74.2% 41.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.2% Adjusts normal bell curve for real-world skewness (1.45) and kurtosis (8.21).
Standard Normal (Black-Scholes / GBM) 82.6% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.2% 34.1% Filters for historical windows that started with volatility similar to current 20-day HV (305 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.4%
  • Recent 20-Day HV: 62.9%
  • Parkinson Intraday Volatility: 71.0%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +28.6%
  • Bottom 10% Move (10th percentile): -16.9%
  • Max Historical Gain (14d): +170.7%
  • Max Historical Loss (14d): -38.6%