Finance

KINS Move Probability $19.57 +0.22 (+1.1%)

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)
65.6%
Stock touched +5.0% ($20.55) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.7%
$17.08 — $22.06

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%.

-24.4% to -19.4%: 3 occurrences (0.6%) -21.9% -19.4% to -14.3%: 19 occurrences (3.7%) -14.3% to -9.2%: 42 occurrences (8.3%) -9.2% to -4.2%: 62 occurrences (12.2%) -6.7% -4.2% to +0.9%: 118 occurrences (23.2%) +0.9% to +6.0%: 120 occurrences (23.6%) +6.0% to +11.0%: 52 occurrences (10.2%) 8.5% +11.0% to +16.1%: 33 occurrences (6.5%) +16.1% to +21.2%: 22 occurrences (4.3%) +21.2% to +26.2%: 15 occurrences (3.0%) 23.7% +26.2% to +31.3%: 10 occurrences (2.0%) +31.3% to +36.4%: 3 occurrences (0.6%) +36.4% to +41.4%: 5 occurrences (1.0%) 38.9% +41.4% to +46.5%: 2 occurrences (0.4%) +46.5% to +51.6%: 1 occurrences (0.2%) +51.6% to +56.6%: 1 occurrences (0.2%) 54.1%
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) 65.6% 31.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.8% Adjusts normal bell curve for real-world skewness (0.26) and kurtosis (6.51).
Standard Normal (Black-Scholes / GBM) 70.1% 35.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.1% 32.0% Filters for historical windows that started with volatility similar to current 20-day HV (178 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 53.9%
  • Recent 20-Day HV: 28.0%
  • Parkinson Intraday Volatility: 38.7%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +17.4%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +56.6%
  • Max Historical Loss (14d): -24.4%