Finance

HYFM Move Probability $0.75 +0.00 (+0.3%)

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)
46.1%
Stock touched +5.0% ($0.79) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.02x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±31.8%
$0.51 — $0.99

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%.

-55.8% to -41.4%: 19 occurrences (3.7%) -48.6% -41.4% to -26.9%: 31 occurrences (6.1%) -26.9% to -12.5%: 122 occurrences (24.0%) -12.5% to +1.9%: 188 occurrences (37.0%) -5.3% +1.9% to +16.4%: 84 occurrences (16.5%) +16.4% to +30.8%: 23 occurrences (4.5%) +30.8% to +45.2%: 17 occurrences (3.3%) 38.0% +45.2% to +59.7%: 4 occurrences (0.8%) +59.7% to +74.1%: 2 occurrences (0.4%) +74.1% to +88.6%: 6 occurrences (1.2%) 81.3% +88.6% to +103.0%: 4 occurrences (0.8%) +103.0% to +117.4%: 1 occurrences (0.2%) +117.4% to +131.9%: 1 occurrences (0.2%) 124.7% +131.9% to +146.3%: 1 occurrences (0.2%) +146.3% to +160.8%: 1 occurrences (0.2%) +160.8% to +175.2%: 4 occurrences (0.8%) 168.0%
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) 46.1% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.9% Adjusts normal bell curve for real-world skewness (7.21) and kurtosis (112.17).
Standard Normal (Black-Scholes / GBM) 87.8% 43.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.0% 24.8% Filters for historical windows that started with volatility similar to current 20-day HV (149 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 135.1%
  • Recent 20-Day HV: 56.8%
  • Parkinson Intraday Volatility: 61.1%
  • Vol Trend: Compressed (-58% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +23.2%
  • Bottom 10% Move (10th percentile): -26.4%
  • Max Historical Gain (14d): +175.2%
  • Max Historical Loss (14d): -55.8%