Finance

INOD Move Probability $60.50 +5.48 (+10.0%)

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)
80.3%
Stock touched +5.0% ($63.53) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
42.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.91x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.4%
$45.14 — $75.86

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%.

-39.8% to -28.5%: 17 occurrences (3.3%) -34.1% -28.5% to -17.1%: 69 occurrences (13.6%) -17.1% to -5.7%: 123 occurrences (24.2%) -5.7% to +5.6%: 92 occurrences (18.1%) -0.0% +5.6% to +17.0%: 77 occurrences (15.2%) +17.0% to +28.4%: 52 occurrences (10.2%) +28.4% to +39.7%: 28 occurrences (5.5%) 34.1% +39.7% to +51.1%: 4 occurrences (0.8%) +51.1% to +62.5%: 6 occurrences (1.2%) +62.5% to +73.8%: 9 occurrences (1.8%) 68.1% +73.8% to +85.2%: 4 occurrences (0.8%) +85.2% to +96.6%: 6 occurrences (1.2%) +96.6% to +107.9%: 4 occurrences (0.8%) 102.2% +107.9% to +119.3%: 8 occurrences (1.6%) +119.3% to +130.7%: 7 occurrences (1.4%) +130.7% to +142.0%: 2 occurrences (0.4%) 136.3%
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) 80.3% 42.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.7% Adjusts normal bell curve for real-world skewness (2.41) and kurtosis (21.12).
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) 78.9% 45.4% Filters for historical windows that started with volatility similar to current 20-day HV (313 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 107.7%
  • Recent 20-Day HV: 77.3%
  • Parkinson Intraday Volatility: 76.6%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +39.7%
  • Bottom 10% Move (10th percentile): -21.0%
  • Max Historical Gain (14d): +142.0%
  • Max Historical Loss (14d): -39.8%