Finance

LPBBU Move Probability $10.85 +0.21 (+2.0%)

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)
2.8%
Stock touched +5.0% ($11.39) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.82x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.8%
$10.76 — $10.94

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 497 historical windows (2024-10-08 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-0.2% to +0.1%: 386 occurrences (77.7%) -0.1% +0.1% to +0.4%: 41 occurrences (8.2%) +0.4% to +0.7%: 28 occurrences (5.6%) +0.7% to +0.9%: 14 occurrences (2.8%) 0.8% +0.9% to +1.2%: 0 occurrences (0.0%) +1.2% to +1.5%: 0 occurrences (0.0%) +1.5% to +1.8%: 0 occurrences (0.0%) 1.6% +1.8% to +2.1%: 14 occurrences (2.8%) +2.1% to +2.4%: 0 occurrences (0.0%) +2.4% to +2.6%: 0 occurrences (0.0%) 2.5% +2.6% to +2.9%: 0 occurrences (0.0%) +2.9% to +3.2%: 0 occurrences (0.0%) +3.2% to +3.5%: 0 occurrences (0.0%) 3.3% +3.5% to +3.8%: 0 occurrences (0.0%) +3.8% to +4.1%: 0 occurrences (0.0%) +4.1% to +4.3%: 14 occurrences (2.8%) 4.2%
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) 2.8% 0.0% Model-free reality across 497 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (17.36) and kurtosis (326.97).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 4.5% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (313 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 3.4%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 0.4%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.4%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +4.3%
  • Max Historical Loss (14d): -0.2%