Finance

HYPR Move Probability $0.74 -0.03 (-3.5%)

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)
71.5%
Stock touched +5.0% ($0.78) at least once during 14 trading days.
Median first touch: Day 3 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
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.5%
$0.55 — $0.93

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%.

-52.3% to -31.5%: 9 occurrences (1.8%) -41.9% -31.5% to -10.7%: 108 occurrences (21.3%) -10.7% to +10.1%: 245 occurrences (48.2%) +10.1% to +31.0%: 101 occurrences (19.9%) 20.6% +31.0% to +51.8%: 28 occurrences (5.5%) +51.8% to +72.6%: 3 occurrences (0.6%) +72.6% to +93.4%: 0 occurrences (0.0%) 83.0% +93.4% to +114.2%: 0 occurrences (0.0%) +114.2% to +135.0%: 1 occurrences (0.2%) +135.0% to +155.8%: 1 occurrences (0.2%) 145.4% +155.8% to +176.6%: 1 occurrences (0.2%) +176.6% to +197.4%: 0 occurrences (0.0%) +197.4% to +218.2%: 0 occurrences (0.0%) 207.8% +218.2% to +239.0%: 3 occurrences (0.6%) +239.0% to +259.8%: 3 occurrences (0.6%) +259.8% to +280.6%: 5 occurrences (1.0%) 270.2%
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) 71.5% 36.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.0% Adjusts normal bell curve for real-world skewness (3.16) and kurtosis (40.96).
Standard Normal (Black-Scholes / GBM) 84.8% 42.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.1% 42.6% Filters for historical windows that started with volatility similar to current 20-day HV (263 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 108.3%
  • Recent 20-Day HV: 64.7%
  • Parkinson Intraday Volatility: 68.6%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +27.5%
  • Bottom 10% Move (10th percentile): -17.9%
  • Max Historical Gain (14d): +280.6%
  • Max Historical Loss (14d): -52.3%