Finance

INFQ Move Probability $8.88 +1.45 (+19.5%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
72.8%
Stock touched +5.0% ($9.32) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.7%
$6.78 — $10.98

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 324 historical windows (2025-07-08 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-39.6% to -30.6%: 17 occurrences (5.2%) -35.1% -30.6% to -21.5%: 31 occurrences (9.6%) -21.5% to -12.5%: 52 occurrences (16.0%) -12.5% to -3.5%: 40 occurrences (12.3%) -8.0% -3.5% to +5.5%: 78 occurrences (24.1%) +5.5% to +14.5%: 23 occurrences (7.1%) +14.5% to +23.5%: 24 occurrences (7.4%) 19.0% +23.5% to +32.5%: 26 occurrences (8.0%) +32.5% to +41.6%: 11 occurrences (3.4%) +41.6% to +50.6%: 8 occurrences (2.5%) 46.1% +50.6% to +59.6%: 3 occurrences (0.9%) +59.6% to +68.6%: 3 occurrences (0.9%) +68.6% to +77.6%: 3 occurrences (0.9%) 73.1% +77.6% to +86.6%: 4 occurrences (1.2%) +86.6% to +95.6%: 0 occurrences (0.0%) +95.6% to +104.7%: 1 occurrences (0.3%) 100.2%
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) 72.8% 33.6% Model-free reality across 324 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.0% Adjusts normal bell curve for real-world skewness (0.36) and kurtosis (0.83).
Standard Normal (Black-Scholes / GBM) 83.7% 41.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.8% 31.0% Filters for historical windows that started with volatility similar to current 20-day HV (203 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 100.4%
  • Recent 20-Day HV: 122.9%
  • Parkinson Intraday Volatility: 85.9%
  • Vol Trend: Expanded (+22% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +33.5%
  • Bottom 10% Move (10th percentile): -25.7%
  • Max Historical Gain (14d): +104.7%
  • Max Historical Loss (14d): -39.6%