Finance

INVU Move Probability $0.02 +0.00 (+0.0%)

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)
57.0%
Stock touched +5.0% ($0.02) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.62x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.2%
$0.01 — $0.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-49.6% to -35.5%: 12 occurrences (2.5%) -42.5% -35.5% to -21.4%: 43 occurrences (8.8%) -21.4% to -7.3%: 71 occurrences (14.6%) -7.3% to +6.8%: 211 occurrences (43.4%) -0.2% +6.8% to +21.0%: 94 occurrences (19.3%) +21.0% to +35.1%: 24 occurrences (4.9%) +35.1% to +49.2%: 6 occurrences (1.2%) 42.1% +49.2% to +63.3%: 4 occurrences (0.8%) +63.3% to +77.4%: 7 occurrences (1.4%) +77.4% to +91.5%: 4 occurrences (0.8%) 84.4% +91.5% to +105.6%: 0 occurrences (0.0%) +105.6% to +119.7%: 2 occurrences (0.4%) +119.7% to +133.8%: 3 occurrences (0.6%) 126.8% +133.8% to +147.9%: 3 occurrences (0.6%) +147.9% to +162.0%: 1 occurrences (0.2%) +162.0% to +176.1%: 1 occurrences (0.2%) 169.1%
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) 57.0% 35.2% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.6% Adjusts normal bell curve for real-world skewness (0.38) and kurtosis (6.43).
Standard Normal (Black-Scholes / GBM) 82.6% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.5% 37.3% Filters for historical windows that started with volatility similar to current 20-day HV (177 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.2%
  • Recent 20-Day HV: 126.7%
  • Parkinson Intraday Volatility: 136.9%
  • Vol Trend: Expanded (+35% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +26.2%
  • Bottom 10% Move (10th percentile): -23.7%
  • Max Historical Gain (14d): +176.1%
  • Max Historical Loss (14d): -49.6%