Finance

NSIT Move Probability $171.88 +7.59 (+4.6%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
48.0%
Stock touched +5.0% ($180.47) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
27.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.9%
$154.86 — $188.90

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%.

-28.5% to -23.6%: 8 occurrences (1.6%) -26.1% -23.6% to -18.7%: 10 occurrences (2.0%) -18.7% to -13.9%: 30 occurrences (5.9%) -13.9% to -9.0%: 47 occurrences (9.3%) -11.4% -9.0% to -4.1%: 80 occurrences (15.7%) -4.1% to +0.8%: 120 occurrences (23.6%) +0.8% to +5.7%: 92 occurrences (18.1%) 3.3% +5.7% to +10.6%: 60 occurrences (11.8%) +10.6% to +15.5%: 23 occurrences (4.5%) +15.5% to +20.4%: 12 occurrences (2.4%) 17.9% +20.4% to +25.3%: 8 occurrences (1.6%) +25.3% to +30.2%: 7 occurrences (1.4%) +30.2% to +35.1%: 6 occurrences (1.2%) 32.6% +35.1% to +39.9%: 2 occurrences (0.4%) +39.9% to +44.8%: 1 occurrences (0.2%) +44.8% to +49.7%: 2 occurrences (0.4%) 47.3%
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) 48.0% 27.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.0% Adjusts normal bell curve for real-world skewness (-0.49) and kurtosis (11.74).
Standard Normal (Black-Scholes / GBM) 62.2% 31.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.5% 34.2% Filters for historical windows that started with volatility similar to current 20-day HV (284 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 42.0%
  • Recent 20-Day HV: 41.0%
  • Parkinson Intraday Volatility: 30.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.9%
  • Top 10% Move (90th percentile): +12.5%
  • Bottom 10% Move (10th percentile): -13.0%
  • Max Historical Gain (14d): +49.7%
  • Max Historical Loss (14d): -28.5%