Finance

KFFB Move Probability $5.28 -0.19 (-3.5%)

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)
32.9%
Stock touched +5.0% ($5.54) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
28.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.15x
You are 1.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.4%
$4.78 — $5.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-19.7% to -17.0%: 10 occurrences (2.0%) -18.3% -17.0% to -14.3%: 2 occurrences (0.4%) -14.3% to -11.7%: 5 occurrences (1.0%) -11.7% to -9.0%: 22 occurrences (4.3%) -10.3% -9.0% to -6.3%: 12 occurrences (2.4%) -6.3% to -3.7%: 76 occurrences (15.0%) -3.7% to -1.0%: 42 occurrences (8.3%) -2.3% -1.0% to +1.7%: 136 occurrences (26.8%) +1.7% to +4.3%: 40 occurrences (7.9%) +4.3% to +7.0%: 42 occurrences (8.3%) 5.7% +7.0% to +9.7%: 18 occurrences (3.6%) +9.7% to +12.3%: 7 occurrences (1.4%) +12.3% to +15.0%: 40 occurrences (7.9%) 13.7% +15.0% to +17.7%: 18 occurrences (3.6%) +17.7% to +20.3%: 20 occurrences (3.9%) +20.3% to +23.0%: 17 occurrences (3.4%) 21.7%
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) 32.9% 28.6% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.6% Adjusts normal bell curve for real-world skewness (1.38) and kurtosis (33.52).
Standard Normal (Black-Scholes / GBM) 60.6% 30.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 21.2% 17.6% Filters for historical windows that started with volatility similar to current 20-day HV (85 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 40.1%
  • Recent 20-Day HV: 27.9%
  • Parkinson Intraday Volatility: 6.0%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +16.2%
  • Bottom 10% Move (10th percentile): -6.0%
  • Max Historical Gain (14d): +23.0%
  • Max Historical Loss (14d): -19.7%