Finance

KBDC Move Probability $12.48 +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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
20.1%
Stock touched +5.0% ($13.10) at least once during 14 trading days.
Median first touch: Day 9 of 14
Expiration Close Probability
6.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.09x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.6%
$11.91 — $13.05

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%.

-10.8% to -9.4%: 4 occurrences (0.8%) -10.1% -9.4% to -8.1%: 6 occurrences (1.2%) -8.1% to -6.7%: 7 occurrences (1.4%) -6.7% to -5.3%: 14 occurrences (2.8%) -6.0% -5.3% to -4.0%: 28 occurrences (5.5%) -4.0% to -2.6%: 62 occurrences (12.2%) -2.6% to -1.2%: 62 occurrences (12.2%) -1.9% -1.2% to +0.1%: 64 occurrences (12.6%) +0.1% to +1.5%: 79 occurrences (15.6%) +1.5% to +2.8%: 71 occurrences (14.0%) 2.2% +2.8% to +4.2%: 53 occurrences (10.4%) +4.2% to +5.6%: 31 occurrences (6.1%) +5.6% to +6.9%: 15 occurrences (3.0%) 6.2% +6.9% to +8.3%: 7 occurrences (1.4%) +8.3% to +9.7%: 3 occurrences (0.6%) +9.7% to +11.0%: 2 occurrences (0.4%) 10.3%
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) 20.1% 6.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.7% Adjusts normal bell curve for real-world skewness (-0.09) and kurtosis (1.47).
Standard Normal (Black-Scholes / GBM) 28.6% 14.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 19.7% 4.9% Filters for historical windows that started with volatility similar to current 20-day HV (346 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 19.4%
  • Recent 20-Day HV: 15.9%
  • Parkinson Intraday Volatility: 15.2%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +4.4%
  • Bottom 10% Move (10th percentile): -4.3%
  • Max Historical Gain (14d): +11.0%
  • Max Historical Loss (14d): -10.8%