Finance

NTSK Move Probability $23.92 +1.70 (+7.6%)

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)
76.0%
Stock touched +5.0% ($25.12) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
39.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.0%
$19.62 — $28.22

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 263 historical windows (2025-09-18 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-37.1% to -31.7%: 3 occurrences (1.1%) -34.4% -31.7% to -26.3%: 9 occurrences (3.4%) -26.3% to -20.8%: 20 occurrences (7.6%) -20.8% to -15.4%: 27 occurrences (10.3%) -18.1% -15.4% to -9.9%: 19 occurrences (7.2%) -9.9% to -4.5%: 26 occurrences (9.9%) -4.5% to +0.9%: 33 occurrences (12.5%) -1.8% +0.9% to +6.4%: 31 occurrences (11.8%) +6.4% to +11.8%: 22 occurrences (8.4%) +11.8% to +17.3%: 27 occurrences (10.3%) 14.5% +17.3% to +22.7%: 13 occurrences (4.9%) +22.7% to +28.1%: 9 occurrences (3.4%) +28.1% to +33.6%: 11 occurrences (4.2%) 30.9% +33.6% to +39.0%: 8 occurrences (3.0%) +39.0% to +44.5%: 4 occurrences (1.5%) +44.5% to +49.9%: 1 occurrences (0.4%) 47.2%
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) 76.0% 39.2% Model-free reality across 263 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.2% Adjusts normal bell curve for real-world skewness (-0.8) and kurtosis (3.0).
Standard Normal (Black-Scholes / GBM) 78.6% 39.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.9% 38.8% Filters for historical windows that started with volatility similar to current 20-day HV (183 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 76.3%
  • Recent 20-Day HV: 65.2%
  • Parkinson Intraday Volatility: 61.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +27.5%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +49.9%
  • Max Historical Loss (14d): -37.1%