Finance

ISCO Move Probability $0.18 -0.08 (-31.3%)

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)
93.2%
Stock touched +5.0% ($0.19) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
42.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±46.6%
$0.10 — $0.26

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%.

-41.7% to -29.1%: 12 occurrences (2.5%) -35.4% -29.1% to -16.6%: 52 occurrences (10.7%) -16.6% to -4.1%: 95 occurrences (19.5%) -4.1% to +8.5%: 166 occurrences (34.1%) 2.2% +8.5% to +21.0%: 80 occurrences (16.4%) +21.0% to +33.5%: 35 occurrences (7.2%) +33.5% to +46.0%: 14 occurrences (2.9%) 39.8% +46.0% to +58.6%: 11 occurrences (2.3%) +58.6% to +71.1%: 9 occurrences (1.8%) +71.1% to +83.6%: 7 occurrences (1.4%) 77.4% +83.6% to +96.2%: 3 occurrences (0.6%) +96.2% to +108.7%: 2 occurrences (0.4%) +108.7% to +121.2%: 0 occurrences (0.0%) 115.0% +121.2% to +133.8%: 0 occurrences (0.0%) +133.8% to +146.3%: 0 occurrences (0.0%) +146.3% to +158.8%: 1 occurrences (0.2%) 152.6%
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) 93.2% 42.5% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.8% Adjusts normal bell curve for real-world skewness (0.53) and kurtosis (7.35).
Standard Normal (Black-Scholes / GBM) 91.7% 45.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 91.6% 39.6% Filters for historical windows that started with volatility similar to current 20-day HV (250 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 197.5%
  • Recent 20-Day HV: 149.2%
  • Parkinson Intraday Volatility: 140.1%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +33.3%
  • Bottom 10% Move (10th percentile): -17.6%
  • Max Historical Gain (14d): +158.8%
  • Max Historical Loss (14d): -41.7%