Finance

HTZ Move Probability $2.08 +0.16 (+8.1%)

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)
76.8%
Stock touched +5.0% ($2.18) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.09x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.4%
$1.59 — $2.57

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%.

-64.3% to -52.2%: 11 occurrences (2.2%) -58.3% -52.2% to -40.1%: 3 occurrences (0.6%) -40.1% to -28.0%: 11 occurrences (2.2%) -28.0% to -15.9%: 79 occurrences (15.6%) -22.0% -15.9% to -3.8%: 128 occurrences (25.2%) -3.8% to +8.3%: 125 occurrences (24.6%) +8.3% to +20.4%: 79 occurrences (15.6%) 14.4% +20.4% to +32.5%: 30 occurrences (5.9%) +32.5% to +44.6%: 14 occurrences (2.8%) +44.6% to +56.7%: 10 occurrences (2.0%) 50.7% +56.7% to +68.8%: 8 occurrences (1.6%) +68.8% to +81.0%: 2 occurrences (0.4%) +81.0% to +93.1%: 0 occurrences (0.0%) 87.0% +93.1% to +105.2%: 3 occurrences (0.6%) +105.2% to +117.3%: 2 occurrences (0.4%) +117.3% to +129.4%: 3 occurrences (0.6%) 123.3%
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) 76.8% 36.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.2% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (17.15).
Standard Normal (Black-Scholes / GBM) 83.5% 41.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.5% 41.6% Filters for historical windows that started with volatility similar to current 20-day HV (341 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.2%
  • Recent 20-Day HV: 77.0%
  • Parkinson Intraday Volatility: 78.4%
  • Vol Trend: Compressed (-22% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +28.7%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +129.4%
  • Max Historical Loss (14d): -64.3%