Finance

KUST Move Probability $3.86 +0.22 (+6.0%)

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)
63.2%
Stock touched +5.0% ($4.05) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
16.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.87x
You are 3.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±66.8%
$1.28 — $6.44

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%.

-96.4% to +56.7%: 491 occurrences (96.7%) -19.8% +56.7% to +209.8%: 3 occurrences (0.6%) +209.8% to +362.8%: 0 occurrences (0.0%) +362.8% to +515.9%: 3 occurrences (0.6%) 439.4% +515.9% to +669.0%: 0 occurrences (0.0%) +669.0% to +822.1%: 2 occurrences (0.4%) +822.1% to +975.1%: 2 occurrences (0.4%) 898.6% +975.1% to +1128.2%: 0 occurrences (0.0%) +1128.2% to +1281.3%: 0 occurrences (0.0%) +1281.3% to +1434.4%: 3 occurrences (0.6%) 1357.8% +1434.4% to +1587.4%: 0 occurrences (0.0%) +1587.4% to +1740.5%: 0 occurrences (0.0%) +1740.5% to +1893.6%: 1 occurrences (0.2%) 1817.1% +1893.6% to +2046.7%: 1 occurrences (0.2%) +2046.7% to +2199.8%: 0 occurrences (0.0%) +2199.8% to +2352.8%: 2 occurrences (0.4%) 2276.3%
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) 63.2% 16.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.7% Adjusts normal bell curve for real-world skewness (-0.65) and kurtosis (106.2).
Standard Normal (Black-Scholes / GBM) 94.2% 47.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.0% 11.8% Filters for historical windows that started with volatility similar to current 20-day HV (228 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 283.4%
  • Recent 20-Day HV: 133.5%
  • Parkinson Intraday Volatility: 130.6%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: -15.8%
  • Top 10% Move (90th percentile): +15.4%
  • Bottom 10% Move (10th percentile): -49.6%
  • Max Historical Gain (14d): +2352.8%
  • Max Historical Loss (14d): -96.4%