Finance

HYPD Move Probability $3.12 +0.15 (+4.9%)

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)
78.3%
Stock touched +5.0% ($3.28) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.25x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±44.5%
$1.73 — $4.51

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%.

-83.0% to -51.1%: 35 occurrences (6.9%) -67.0% -51.1% to -19.2%: 110 occurrences (21.7%) -19.2% to +12.7%: 221 occurrences (43.5%) +12.7% to +44.6%: 93 occurrences (18.3%) 28.7% +44.6% to +76.5%: 16 occurrences (3.1%) +76.5% to +108.4%: 10 occurrences (2.0%) +108.4% to +140.3%: 4 occurrences (0.8%) 124.4% +140.3% to +172.2%: 7 occurrences (1.4%) +172.2% to +204.1%: 1 occurrences (0.2%) +204.1% to +236.0%: 2 occurrences (0.4%) 220.1% +236.0% to +267.9%: 0 occurrences (0.0%) +267.9% to +299.8%: 2 occurrences (0.4%) +299.8% to +331.7%: 2 occurrences (0.4%) 315.8% +331.7% to +363.6%: 3 occurrences (0.6%) +363.6% to +395.5%: 1 occurrences (0.2%) +395.5% to +427.4%: 1 occurrences (0.2%) 411.5%
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) 78.3% 34.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.9% Adjusts normal bell curve for real-world skewness (-0.69) and kurtosis (25.37).
Standard Normal (Black-Scholes / GBM) 91.3% 45.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.1% 57.3% Filters for historical windows that started with volatility similar to current 20-day HV (96 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 188.8%
  • Recent 20-Day HV: 71.0%
  • Parkinson Intraday Volatility: 123.2%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.1%
  • Top 10% Move (90th percentile): +40.8%
  • Bottom 10% Move (10th percentile): -36.6%
  • Max Historical Gain (14d): +427.4%
  • Max Historical Loss (14d): -83.0%