Finance

INSW Move Probability $111.31 +6.64 (+6.3%)

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)
67.9%
Stock touched +5.0% ($116.88) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
43.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.56x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.6%
$100.64 — $121.98

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%.

-17.0% to -14.2%: 15 occurrences (3.0%) -15.6% -14.2% to -11.5%: 20 occurrences (3.9%) -11.5% to -8.7%: 26 occurrences (5.1%) -8.7% to -5.9%: 20 occurrences (3.9%) -7.3% -5.9% to -3.2%: 48 occurrences (9.4%) -3.2% to -0.4%: 41 occurrences (8.1%) -0.4% to +2.4%: 53 occurrences (10.4%) 1.0% +2.4% to +5.1%: 65 occurrences (12.8%) +5.1% to +7.9%: 54 occurrences (10.6%) +7.9% to +10.7%: 51 occurrences (10.0%) 9.3% +10.7% to +13.4%: 50 occurrences (9.8%) +13.4% to +16.2%: 25 occurrences (4.9%) +16.2% to +19.0%: 22 occurrences (4.3%) 17.6% +19.0% to +21.7%: 7 occurrences (1.4%) +21.7% to +24.5%: 6 occurrences (1.2%) +24.5% to +27.3%: 5 occurrences (1.0%) 25.9%
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) 67.9% 43.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.0% Adjusts normal bell curve for real-world skewness (0.27) and kurtosis (1.32).
Standard Normal (Black-Scholes / GBM) 61.1% 30.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.7% 45.6% Filters for historical windows that started with volatility similar to current 20-day HV (331 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 40.7%
  • Recent 20-Day HV: 49.2%
  • Parkinson Intraday Volatility: 30.2%
  • Vol Trend: Expanded (+21% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.8%
  • Top 10% Move (90th percentile): +14.8%
  • Bottom 10% Move (10th percentile): -9.5%
  • Max Historical Gain (14d): +27.3%
  • Max Historical Loss (14d): -17.0%