Finance

LGMK Move Probability $0.01 -0.00 (-6.7%)

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)
30.1%
Stock touched +5.0% ($0.01) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
9.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.07x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±40.7%
$0.01 — $0.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 408 historical windows (2024-09-23 to 2026-05-29). The colored bar indicates the win zone for +5.0%.

-93.1% to -78.8%: 14 occurrences (3.4%) -85.9% -78.8% to -64.6%: 2 occurrences (0.5%) -64.6% to -50.4%: 10 occurrences (2.5%) -50.4% to -36.2%: 15 occurrences (3.7%) -43.3% -36.2% to -22.0%: 27 occurrences (6.6%) -22.0% to -7.7%: 46 occurrences (11.3%) -7.7% to +6.5%: 254 occurrences (62.3%) -0.6% +6.5% to +20.7%: 5 occurrences (1.2%) +20.7% to +34.9%: 6 occurrences (1.5%) +34.9% to +49.1%: 5 occurrences (1.2%) 42.0% +49.1% to +63.4%: 9 occurrences (2.2%) +63.4% to +77.6%: 3 occurrences (0.7%) +77.6% to +91.8%: 7 occurrences (1.7%) 84.7% +91.8% to +106.0%: 2 occurrences (0.5%) +106.0% to +120.2%: 2 occurrences (0.5%) +120.2% to +134.4%: 1 occurrences (0.2%) 127.3%
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) 30.1% 9.8% Model-free reality across 408 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.6% Adjusts normal bell curve for real-world skewness (4.25) and kurtosis (71.83).
Standard Normal (Black-Scholes / GBM) 90.5% 45.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (217 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 172.6%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 105.9%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +1.1%
  • Bottom 10% Move (10th percentile): -35.6%
  • Max Historical Gain (14d): +134.4%
  • Max Historical Loss (14d): -93.1%