Finance

KBLB Move Probability $0.08 +0.00 (+4.4%)

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)
69.2%
Stock touched +5.0% ($0.09) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.83x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.6%
$0.07 — $0.10

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%.

-27.3% to -20.1%: 3 occurrences (0.6%) -23.7% -20.1% to -12.9%: 40 occurrences (8.2%) -12.9% to -5.8%: 130 occurrences (26.7%) -5.8% to +1.4%: 195 occurrences (40.0%) -2.2% +1.4% to +8.6%: 9 occurrences (1.8%) +8.6% to +15.8%: 66 occurrences (13.6%) +15.8% to +22.9%: 10 occurrences (2.1%) 19.4% +22.9% to +30.1%: 12 occurrences (2.5%) +30.1% to +37.3%: 3 occurrences (0.6%) +37.3% to +44.5%: 10 occurrences (2.1%) 40.9% +44.5% to +51.6%: 2 occurrences (0.4%) +51.6% to +58.8%: 0 occurrences (0.0%) +58.8% to +66.0%: 1 occurrences (0.2%) 62.4% +66.0% to +73.2%: 0 occurrences (0.0%) +73.2% to +80.3%: 4 occurrences (0.8%) +80.3% to +87.5%: 2 occurrences (0.4%) 83.9%
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) 69.2% 24.4% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.1% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (2.71).
Standard Normal (Black-Scholes / GBM) 81.3% 40.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.7% 18.5% Filters for historical windows that started with volatility similar to current 20-day HV (168 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.5%
  • Recent 20-Day HV: 134.6%
  • Parkinson Intraday Volatility: 93.7%
  • Vol Trend: Expanded (+54% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +12.5%
  • Bottom 10% Move (10th percentile): -12.5%
  • Max Historical Gain (14d): +87.5%
  • Max Historical Loss (14d): -27.3%