Finance

INTI Move Probability $0.09 -0.02 (-20.2%)

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)
77.6%
Stock touched +5.0% ($0.09) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.10x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±41.5%
$0.05 — $0.12

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.0% to -29.3%: 8 occurrences (1.6%) -34.2% -29.3% to -19.7%: 39 occurrences (8.0%) -19.7% to -10.0%: 76 occurrences (15.6%) -10.0% to -0.3%: 103 occurrences (21.1%) -5.2% -0.3% to +9.4%: 121 occurrences (24.8%) +9.4% to +19.0%: 84 occurrences (17.2%) +19.0% to +28.7%: 22 occurrences (4.5%) 23.9% +28.7% to +38.4%: 10 occurrences (2.1%) +38.4% to +48.1%: 7 occurrences (1.4%) +48.1% to +57.7%: 4 occurrences (0.8%) 52.9% +57.7% to +67.4%: 6 occurrences (1.2%) +67.4% to +77.1%: 2 occurrences (0.4%) +77.1% to +86.8%: 2 occurrences (0.4%) 81.9% +86.8% to +96.4%: 1 occurrences (0.2%) +96.4% to +106.1%: 1 occurrences (0.2%) +106.1% to +115.8%: 1 occurrences (0.2%) 111.0%
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) 77.6% 37.0% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.4% Adjusts normal bell curve for real-world skewness (0.5) and kurtosis (5.03).
Standard Normal (Black-Scholes / GBM) 90.6% 45.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.5% 36.0% Filters for historical windows that started with volatility similar to current 20-day HV (211 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 176.1%
  • Recent 20-Day HV: 244.8%
  • Parkinson Intraday Volatility: 128.1%
  • Vol Trend: Expanded (+39% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +22.2%
  • Bottom 10% Move (10th percentile): -17.8%
  • Max Historical Gain (14d): +115.8%
  • Max Historical Loss (14d): -39.0%