Finance

HYLN Move Probability $3.27 +0.10 (+3.2%)

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)
77.4%
Stock touched +5.0% ($3.43) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.8%
$2.56 — $3.98

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%.

-48.6% to -33.7%: 9 occurrences (1.8%) -41.2% -33.7% to -18.7%: 58 occurrences (11.4%) -18.7% to -3.7%: 140 occurrences (27.6%) -3.7% to +11.2%: 170 occurrences (33.5%) 3.7% +11.2% to +26.2%: 85 occurrences (16.7%) +26.2% to +41.2%: 19 occurrences (3.7%) +41.2% to +56.1%: 6 occurrences (1.2%) 48.7% +56.1% to +71.1%: 4 occurrences (0.8%) +71.1% to +86.1%: 2 occurrences (0.4%) +86.1% to +101.0%: 2 occurrences (0.4%) 93.6% +101.0% to +116.0%: 3 occurrences (0.6%) +116.0% to +131.0%: 3 occurrences (0.6%) +131.0% to +145.9%: 0 occurrences (0.0%) 138.5% +145.9% to +160.9%: 2 occurrences (0.4%) +160.9% to +175.9%: 0 occurrences (0.0%) +175.9% to +190.9%: 5 occurrences (1.0%) 183.4%
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) 77.4% 38.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.5% Adjusts normal bell curve for real-world skewness (1.24) and kurtosis (8.2).
Standard Normal (Black-Scholes / GBM) 82.3% 41.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.1% 41.6% Filters for historical windows that started with volatility similar to current 20-day HV (365 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 92.6%
  • Recent 20-Day HV: 71.7%
  • Parkinson Intraday Volatility: 77.8%
  • Vol Trend: Compressed (-23% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +24.6%
  • Bottom 10% Move (10th percentile): -20.6%
  • Max Historical Gain (14d): +190.9%
  • Max Historical Loss (14d): -48.6%