Finance

HSPT Move Probability $5.11 -7.11 (-58.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
11.1%
Stock touched +5.0% ($5.36) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
9.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.12x
You are 1.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.8%
$3.89 — $6.32

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 325 historical windows (2025-02-06 to 2026-06-12). The colored bar indicates the win zone for +5.0%.

-51.6% to -45.0%: 1 occurrences (0.3%) -48.3% -45.0% to -38.5%: 6 occurrences (1.8%) -38.5% to -31.9%: 0 occurrences (0.0%) -31.9% to -25.3%: 1 occurrences (0.3%) -28.6% -25.3% to -18.7%: 11 occurrences (3.4%) -18.7% to -12.2%: 2 occurrences (0.6%) -12.2% to -5.6%: 8 occurrences (2.5%) -8.9% -5.6% to +1.0%: 234 occurrences (72.0%) +1.0% to +7.6%: 40 occurrences (12.3%) +7.6% to +14.1%: 0 occurrences (0.0%) 10.8% +14.1% to +20.7%: 2 occurrences (0.6%) +20.7% to +27.3%: 14 occurrences (4.3%) +27.3% to +33.8%: 0 occurrences (0.0%) 30.6% +33.8% to +40.4%: 0 occurrences (0.0%) +40.4% to +47.0%: 0 occurrences (0.0%) +47.0% to +53.6%: 6 occurrences (1.8%) 50.3%
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) 11.1% 9.8% Model-free reality across 325 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 43.5% Adjusts normal bell curve for real-world skewness (-7.97) and kurtosis (119.03).
Standard Normal (Black-Scholes / GBM) 83.8% 41.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 92.9% 92.9% Filters for historical windows that started with volatility similar to current 20-day HV (14 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 101.0%
  • Recent 20-Day HV: 316.5%
  • Parkinson Intraday Volatility: 22.7%
  • Vol Trend: Expanded (+213% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +4.0%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +53.6%
  • Max Historical Loss (14d): -51.6%