Finance

KLC Move Probability $1.66 -0.03 (-1.8%)

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)
57.7%
Stock touched +5.0% ($1.74) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
23.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.47x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.7%
$1.32 — $2.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 496 historical windows (2024-10-09 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-52.5% to -45.6%: 18 occurrences (3.6%) -49.0% -45.6% to -38.7%: 6 occurrences (1.2%) -38.7% to -31.8%: 14 occurrences (2.8%) -31.8% to -25.0%: 30 occurrences (6.0%) -28.4% -25.0% to -18.1%: 48 occurrences (9.7%) -18.1% to -11.2%: 57 occurrences (11.5%) -11.2% to -4.3%: 86 occurrences (17.3%) -7.8% -4.3% to +2.5%: 98 occurrences (19.8%) +2.5% to +9.4%: 45 occurrences (9.1%) +9.4% to +16.3%: 36 occurrences (7.3%) 12.9% +16.3% to +23.2%: 25 occurrences (5.0%) +23.2% to +30.0%: 12 occurrences (2.4%) +30.0% to +36.9%: 9 occurrences (1.8%) 33.5% +36.9% to +43.8%: 8 occurrences (1.6%) +43.8% to +50.7%: 1 occurrences (0.2%) +50.7% to +57.5%: 3 occurrences (0.6%) 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) 57.7% 23.4% Model-free reality across 496 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 47.0% Adjusts normal bell curve for real-world skewness (-5.04) and kurtosis (50.04).
Standard Normal (Black-Scholes / GBM) 81.3% 40.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 49.2% 15.0% Filters for historical windows that started with volatility similar to current 20-day HV (301 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.6%
  • Recent 20-Day HV: 49.1%
  • Parkinson Intraday Volatility: 54.9%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.9%
  • Top 10% Move (90th percentile): +18.0%
  • Bottom 10% Move (10th percentile): -28.5%
  • Max Historical Gain (14d): +57.5%
  • Max Historical Loss (14d): -52.5%