Finance

HUBS Move Probability $249.90 -0.44 (-0.2%)

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)
59.1%
Stock touched +5.0% ($262.40) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.3%
$214.04 — $285.76

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%.

-34.5% to -30.0%: 4 occurrences (0.8%) -32.2% -30.0% to -25.5%: 10 occurrences (2.0%) -25.5% to -21.1%: 21 occurrences (4.1%) -21.1% to -16.6%: 37 occurrences (7.3%) -18.8% -16.6% to -12.1%: 40 occurrences (7.9%) -12.1% to -7.7%: 58 occurrences (11.4%) -7.7% to -3.2%: 68 occurrences (13.4%) -5.4% -3.2% to +1.3%: 60 occurrences (11.8%) +1.3% to +5.7%: 57 occurrences (11.2%) +5.7% to +10.2%: 58 occurrences (11.4%) 8.0% +10.2% to +14.7%: 32 occurrences (6.3%) +14.7% to +19.1%: 20 occurrences (3.9%) +19.1% to +23.6%: 27 occurrences (5.3%) 21.4% +23.6% to +28.1%: 9 occurrences (1.8%) +28.1% to +32.5%: 4 occurrences (0.8%) +32.5% to +37.0%: 3 occurrences (0.6%) 34.8%
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) 59.1% 32.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.1% Adjusts normal bell curve for real-world skewness (-0.61) and kurtosis (4.98).
Standard Normal (Black-Scholes / GBM) 73.4% 36.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.1% 31.9% Filters for historical windows that started with volatility similar to current 20-day HV (273 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.9%
  • Recent 20-Day HV: 55.2%
  • Parkinson Intraday Volatility: 44.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +17.4%
  • Bottom 10% Move (10th percentile): -18.4%
  • Max Historical Gain (14d): +37.0%
  • Max Historical Loss (14d): -34.5%