Finance

NUAI Move Probability $3.31 +0.50 (+17.6%)

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)
80.3%
Stock touched +5.0% ($3.48) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.33x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±49.1%
$1.69 — $4.93

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%.

-78.3% to +14.6%: 388 occurrences (76.4%) -31.9% +14.6% to +107.6%: 72 occurrences (14.2%) +107.6% to +200.6%: 14 occurrences (2.8%) +200.6% to +293.6%: 11 occurrences (2.2%) 247.1% +293.6% to +386.6%: 9 occurrences (1.8%) +386.6% to +479.5%: 3 occurrences (0.6%) +479.5% to +572.5%: 3 occurrences (0.6%) 526.0% +572.5% to +665.5%: 0 occurrences (0.0%) +665.5% to +758.5%: 1 occurrences (0.2%) +758.5% to +851.5%: 1 occurrences (0.2%) 805.0% +851.5% to +944.5%: 2 occurrences (0.4%) +944.5% to +1037.4%: 2 occurrences (0.4%) +1037.4% to +1130.4%: 0 occurrences (0.0%) 1083.9% +1130.4% to +1223.4%: 1 occurrences (0.2%) +1223.4% to +1316.4%: 0 occurrences (0.0%) +1316.4% to +1409.4%: 1 occurrences (0.2%) 1362.9%
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) 80.3% 34.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.3% Adjusts normal bell curve for real-world skewness (4.34) and kurtosis (48.76).
Standard Normal (Black-Scholes / GBM) 92.1% 46.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 86.6% 35.9% Filters for historical windows that started with volatility similar to current 20-day HV (262 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 208.1%
  • Recent 20-Day HV: 113.9%
  • Parkinson Intraday Volatility: 133.2%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +100.0%
  • Bottom 10% Move (10th percentile): -37.9%
  • Max Historical Gain (14d): +1409.4%
  • Max Historical Loss (14d): -78.3%