Finance

KLAR Move Probability $13.12 -0.04 (-0.3%)

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)
19.3%
Stock touched +5.0% ($13.77) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
7.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.45x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.4%
$12.53 — $13.70

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 280 historical windows (2025-09-10 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-26.8% to -23.9%: 1 occurrences (0.4%) -25.3% -23.9% to -20.9%: 1 occurrences (0.4%) -20.9% to -18.0%: 0 occurrences (0.0%) -18.0% to -15.0%: 0 occurrences (0.0%) -16.5% -15.0% to -12.1%: 0 occurrences (0.0%) -12.1% to -9.1%: 3 occurrences (1.1%) -9.1% to -6.2%: 10 occurrences (3.6%) -7.7% -6.2% to -3.2%: 39 occurrences (13.9%) -3.2% to -0.3%: 91 occurrences (32.5%) -0.3% to +2.6%: 83 occurrences (29.6%) 1.2% +2.6% to +5.6%: 36 occurrences (12.9%) +5.6% to +8.5%: 11 occurrences (3.9%) +8.5% to +11.5%: 4 occurrences (1.4%) 10.0% +11.5% to +14.4%: 0 occurrences (0.0%) +14.4% to +17.4%: 0 occurrences (0.0%) +17.4% to +20.3%: 1 occurrences (0.4%) 18.8%
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) 19.3% 7.9% Model-free reality across 280 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.7% Adjusts normal bell curve for real-world skewness (-1.61) and kurtosis (11.93).
Standard Normal (Black-Scholes / GBM) 27.0% 13.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 14.8% 8.2% Filters for historical windows that started with volatility similar to current 20-day HV (61 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.2%
  • Recent 20-Day HV: 35.0%
  • Parkinson Intraday Volatility: 53.1%
  • Vol Trend: Compressed (-50% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +4.4%
  • Bottom 10% Move (10th percentile): -4.8%
  • Max Historical Gain (1d): +20.3%
  • Max Historical Loss (1d): -26.8%