Finance

NIXX Move Probability $0.32 +0.05 (+20.4%)

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)
74.0%
Stock touched +5.0% ($0.33) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.32x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.6%
$0.23 — $0.40

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%.

-60.5% to -48.7%: 16 occurrences (3.1%) -54.6% -48.7% to -36.9%: 41 occurrences (8.1%) -36.9% to -25.1%: 50 occurrences (9.8%) -25.1% to -13.2%: 81 occurrences (15.9%) -19.1% -13.2% to -1.4%: 105 occurrences (20.7%) -1.4% to +10.4%: 81 occurrences (15.9%) +10.4% to +22.2%: 47 occurrences (9.3%) 16.3% +22.2% to +34.1%: 34 occurrences (6.7%) +34.1% to +45.9%: 11 occurrences (2.2%) +45.9% to +57.7%: 7 occurrences (1.4%) 51.8% +57.7% to +69.6%: 13 occurrences (2.6%) +69.6% to +81.4%: 3 occurrences (0.6%) +81.4% to +93.2%: 8 occurrences (1.6%) 87.3% +93.2% to +105.0%: 5 occurrences (1.0%) +105.0% to +116.9%: 3 occurrences (0.6%) +116.9% to +128.7%: 3 occurrences (0.6%) 122.8%
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) 74.0% 31.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.9% Adjusts normal bell curve for real-world skewness (0.09) and kurtosis (1.7).
Standard Normal (Black-Scholes / GBM) 86.0% 43.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.4% 30.1% Filters for historical windows that started with volatility similar to current 20-day HV (216 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 117.2%
  • Recent 20-Day HV: 162.4%
  • Parkinson Intraday Volatility: 112.6%
  • Vol Trend: Expanded (+39% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.7%
  • Top 10% Move (90th percentile): +36.8%
  • Bottom 10% Move (10th percentile): -38.4%
  • Max Historical Gain (14d): +128.7%
  • Max Historical Loss (14d): -60.5%