Finance

LAND Move Probability $8.58 -0.32 (-3.6%)

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)
34.3%
Stock touched +5.0% ($9.01) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
19.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.6%
$8.01 — $9.15

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%.

-18.1% to -15.7%: 5 occurrences (1.0%) -16.9% -15.7% to -13.3%: 4 occurrences (0.8%) -13.3% to -11.0%: 17 occurrences (3.3%) -11.0% to -8.6%: 30 occurrences (5.9%) -9.8% -8.6% to -6.2%: 36 occurrences (7.1%) -6.2% to -3.8%: 57 occurrences (11.2%) -3.8% to -1.4%: 91 occurrences (17.9%) -2.6% -1.4% to +1.0%: 81 occurrences (15.9%) +1.0% to +3.3%: 56 occurrences (11.0%) +3.3% to +5.7%: 44 occurrences (8.7%) 4.5% +5.7% to +8.1%: 38 occurrences (7.5%) +8.1% to +10.5%: 16 occurrences (3.1%) +10.5% to +12.9%: 18 occurrences (3.5%) 11.7% +12.9% to +15.3%: 7 occurrences (1.4%) +15.3% to +17.6%: 4 occurrences (0.8%) +17.6% to +20.0%: 4 occurrences (0.8%) 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) 34.3% 19.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.2% Adjusts normal bell curve for real-world skewness (-0.17) and kurtosis (4.05).
Standard Normal (Black-Scholes / GBM) 46.0% 23.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.1% 18.8% Filters for historical windows that started with volatility similar to current 20-day HV (368 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.0%
  • Recent 20-Day HV: 25.2%
  • Parkinson Intraday Volatility: 23.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +8.1%
  • Bottom 10% Move (10th percentile): -9.2%
  • Max Historical Gain (14d): +20.0%
  • Max Historical Loss (14d): -18.1%