Finance

INFU Move Probability $14.02 -0.14 (-1.0%)

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)
59.3%
Stock touched +5.0% ($14.72) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
30.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.2%
$12.17 — $15.87

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%.

-35.5% to -28.8%: 5 occurrences (1.0%) -32.2% -28.8% to -22.0%: 7 occurrences (1.4%) -22.0% to -15.3%: 16 occurrences (3.1%) -15.3% to -8.5%: 57 occurrences (11.2%) -11.9% -8.5% to -1.7%: 128 occurrences (25.2%) -1.7% to +5.0%: 140 occurrences (27.6%) +5.0% to +11.8%: 69 occurrences (13.6%) 8.4% +11.8% to +18.5%: 24 occurrences (4.7%) +18.5% to +25.3%: 16 occurrences (3.1%) +25.3% to +32.1%: 10 occurrences (2.0%) 28.7% +32.1% to +38.8%: 15 occurrences (3.0%) +38.8% to +45.6%: 4 occurrences (0.8%) +45.6% to +52.3%: 6 occurrences (1.2%) 49.0% +52.3% to +59.1%: 4 occurrences (0.8%) +59.1% to +65.8%: 4 occurrences (0.8%) +65.8% to +72.6%: 3 occurrences (0.6%) 69.2%
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) 59.3% 30.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.9% Adjusts normal bell curve for real-world skewness (1.5) and kurtosis (10.0).
Standard Normal (Black-Scholes / GBM) 71.1% 35.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.9% 33.7% Filters for historical windows that started with volatility similar to current 20-day HV (89 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.9%
  • Recent 20-Day HV: 27.4%
  • Parkinson Intraday Volatility: 37.1%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +23.2%
  • Bottom 10% Move (10th percentile): -11.3%
  • Max Historical Gain (14d): +72.6%
  • Max Historical Loss (14d): -35.5%