Finance

KLXE Move Probability $1.17 +0.01 (+0.4%)

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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Touch Probability (First Passage)
73.4%
Stock touched +5.0% ($1.22) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.59x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.9%
$0.90 — $1.43

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%.

-56.5% to -47.8%: 8 occurrences (1.6%) -52.2% -47.8% to -39.2%: 5 occurrences (1.0%) -39.2% to -30.5%: 8 occurrences (1.6%) -30.5% to -21.8%: 37 occurrences (7.3%) -26.2% -21.8% to -13.2%: 79 occurrences (15.6%) -13.2% to -4.5%: 121 occurrences (23.8%) -4.5% to +4.1%: 98 occurrences (19.3%) -0.2% +4.1% to +12.8%: 60 occurrences (11.8%) +12.8% to +21.5%: 33 occurrences (6.5%) +21.5% to +30.1%: 20 occurrences (3.9%) 25.8% +30.1% to +38.8%: 11 occurrences (2.2%) +38.8% to +47.5%: 13 occurrences (2.6%) +47.5% to +56.1%: 10 occurrences (2.0%) 51.8% +56.1% to +64.8%: 2 occurrences (0.4%) +64.8% to +73.5%: 1 occurrences (0.2%) +73.5% to +82.1%: 2 occurrences (0.4%) 77.8%
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) 73.4% 28.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.1% Adjusts normal bell curve for real-world skewness (-0.14) and kurtosis (4.31).
Standard Normal (Black-Scholes / GBM) 83.1% 41.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.7% 32.4% Filters for historical windows that started with volatility similar to current 20-day HV (207 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 97.0%
  • Recent 20-Day HV: 67.5%
  • Parkinson Intraday Volatility: 71.5%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +24.3%
  • Bottom 10% Move (10th percentile): -23.2%
  • Max Historical Gain (14d): +82.1%
  • Max Historical Loss (14d): -56.5%