Finance

JYNT Move Probability $7.13 -0.06 (-0.8%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
48.2%
Stock touched +5.0% ($7.49) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
18.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.61x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.4%
$6.46 — $7.80

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%.

-22.3% to -19.3%: 7 occurrences (1.4%) -20.8% -19.3% to -16.4%: 10 occurrences (2.0%) -16.4% to -13.4%: 16 occurrences (3.1%) -13.4% to -10.5%: 13 occurrences (2.6%) -12.0% -10.5% to -7.5%: 37 occurrences (7.3%) -7.5% to -4.6%: 64 occurrences (12.6%) -4.6% to -1.6%: 97 occurrences (19.1%) -3.1% -1.6% to +1.3%: 84 occurrences (16.5%) +1.3% to +4.2%: 66 occurrences (13.0%) +4.2% to +7.2%: 49 occurrences (9.6%) 5.7% +7.2% to +10.1%: 28 occurrences (5.5%) +10.1% to +13.1%: 11 occurrences (2.2%) +13.1% to +16.0%: 11 occurrences (2.2%) 14.5% +16.0% to +19.0%: 9 occurrences (1.8%) +19.0% to +21.9%: 3 occurrences (0.6%) +21.9% to +24.8%: 3 occurrences (0.6%) 23.4%
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) 48.2% 18.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.1% Adjusts normal bell curve for real-world skewness (0.28) and kurtosis (2.11).
Standard Normal (Black-Scholes / GBM) 60.4% 30.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.1% 23.9% Filters for historical windows that started with volatility similar to current 20-day HV (309 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 39.9%
  • Recent 20-Day HV: 30.5%
  • Parkinson Intraday Volatility: 25.8%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +8.5%
  • Bottom 10% Move (10th percentile): -9.4%
  • Max Historical Gain (14d): +24.8%
  • Max Historical Loss (14d): -22.3%