Finance

LBGJ Move Probability $1.63 +0.00 (+0.3%)

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)
74.7%
Stock touched +5.0% ($1.71) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±76.6%
$0.38 — $2.88

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-99.2% to +19.8%: 425 occurrences (87.4%) -39.7% +19.8% to +138.8%: 47 occurrences (9.7%) +138.8% to +257.8%: 0 occurrences (0.0%) +257.8% to +376.8%: 0 occurrences (0.0%) 317.3% +376.8% to +495.8%: 0 occurrences (0.0%) +495.8% to +614.8%: 1 occurrences (0.2%) +614.8% to +733.8%: 0 occurrences (0.0%) 674.3% +733.8% to +852.8%: 0 occurrences (0.0%) +852.8% to +971.8%: 0 occurrences (0.0%) +971.8% to +1090.8%: 0 occurrences (0.0%) 1031.3% +1090.8% to +1209.8%: 5 occurrences (1.0%) +1209.8% to +1328.8%: 1 occurrences (0.2%) +1328.8% to +1447.8%: 3 occurrences (0.6%) 1388.3% +1447.8% to +1566.8%: 0 occurrences (0.0%) +1566.8% to +1685.8%: 0 occurrences (0.0%) +1685.8% to +1804.8%: 4 occurrences (0.8%) 1745.3%
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) 74.7% 32.9% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 43.8% Adjusts normal bell curve for real-world skewness (-2.69) and kurtosis (75.66).
Standard Normal (Black-Scholes / GBM) 94.9% 47.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.4% 22.8% Filters for historical windows that started with volatility similar to current 20-day HV (215 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 324.8%
  • Recent 20-Day HV: 104.1%
  • Parkinson Intraday Volatility: 180.1%
  • Vol Trend: Compressed (-68% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.6%
  • Top 10% Move (90th percentile): +23.7%
  • Bottom 10% Move (10th percentile): -66.2%
  • Max Historical Gain (14d): +1804.8%
  • Max Historical Loss (14d): -99.2%