Finance

HYSR Move Probability $0.02 -0.00 (-1.7%)

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)
69.3%
Stock touched +5.0% ($0.02) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
25.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.68x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.0%
$0.01 — $0.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 488 historical windows (2024-10-22 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-29.2% to -21.9%: 3 occurrences (0.6%) -25.5% -21.9% to -14.7%: 60 occurrences (12.3%) -14.7% to -7.4%: 98 occurrences (20.1%) -7.4% to -0.1%: 101 occurrences (20.7%) -3.8% -0.1% to +7.1%: 116 occurrences (23.8%) +7.1% to +14.4%: 42 occurrences (8.6%) +14.4% to +21.6%: 22 occurrences (4.5%) 18.0% +21.6% to +28.9%: 12 occurrences (2.5%) +28.9% to +36.2%: 13 occurrences (2.7%) +36.2% to +43.4%: 9 occurrences (1.8%) 39.8% +43.4% to +50.7%: 5 occurrences (1.0%) +50.7% to +57.9%: 5 occurrences (1.0%) +57.9% to +65.2%: 0 occurrences (0.0%) 61.6% +65.2% to +72.4%: 0 occurrences (0.0%) +72.4% to +79.7%: 0 occurrences (0.0%) +79.7% to +87.0%: 2 occurrences (0.4%) 83.3%
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) 69.3% 25.8% Model-free reality across 488 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.7% Adjusts normal bell curve for real-world skewness (1.29) and kurtosis (7.76).
Standard Normal (Black-Scholes / GBM) 80.7% 40.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.5% 26.1% Filters for historical windows that started with volatility similar to current 20-day HV (295 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 84.8%
  • Recent 20-Day HV: 59.5%
  • Parkinson Intraday Volatility: 97.5%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +20.0%
  • Bottom 10% Move (10th percentile): -16.0%
  • Max Historical Gain (14d): +87.0%
  • Max Historical Loss (14d): -29.2%