Finance

KYNB Move Probability $5.20 +0.27 (+5.5%)

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)
57.2%
Stock touched +5.0% ($5.46) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
29.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.3%
$4.20 — $6.20

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.8% to -31.1%: 15 occurrences (3.0%) -35.4% -31.1% to -22.3%: 25 occurrences (4.9%) -22.3% to -13.6%: 65 occurrences (12.8%) -13.6% to -4.9%: 94 occurrences (18.5%) -9.2% -4.9% to +3.9%: 157 occurrences (31.0%) +3.9% to +12.6%: 65 occurrences (12.8%) +12.6% to +21.4%: 26 occurrences (5.1%) 17.0% +21.4% to +30.1%: 19 occurrences (3.7%) +30.1% to +38.8%: 13 occurrences (2.6%) +38.8% to +47.6%: 13 occurrences (2.6%) 43.2% +47.6% to +56.3%: 5 occurrences (1.0%) +56.3% to +65.0%: 4 occurrences (0.8%) +65.0% to +73.8%: 2 occurrences (0.4%) 69.4% +73.8% to +82.5%: 1 occurrences (0.2%) +82.5% to +91.3%: 2 occurrences (0.4%) +91.3% to +100.0%: 1 occurrences (0.2%) 95.6%
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) 57.2% 29.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.1% Adjusts normal bell curve for real-world skewness (0.27) and kurtosis (5.56).
Standard Normal (Black-Scholes / GBM) 80.1% 40.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.9% 30.6% Filters for historical windows that started with volatility similar to current 20-day HV (232 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 81.9%
  • Recent 20-Day HV: 73.6%
  • Parkinson Intraday Volatility: 53.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.2%
  • Top 10% Move (90th percentile): +24.9%
  • Bottom 10% Move (10th percentile): -20.3%
  • Max Historical Gain (14d): +100.0%
  • Max Historical Loss (14d): -39.8%