Finance

NVCT Move Probability $20.74 -0.02 (-0.1%)

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)
74.4%
Stock touched +5.0% ($21.78) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
40.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.5%
$16.29 — $25.19

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%.

-54.8% to -38.8%: 5 occurrences (1.0%) -46.8% -38.8% to -22.8%: 15 occurrences (3.0%) -22.8% to -6.7%: 110 occurrences (21.7%) -6.7% to +9.3%: 220 occurrences (43.3%) 1.3% +9.3% to +25.4%: 97 occurrences (19.1%) +25.4% to +41.4%: 38 occurrences (7.5%) +41.4% to +57.4%: 10 occurrences (2.0%) 49.4% +57.4% to +73.5%: 4 occurrences (0.8%) +73.5% to +89.5%: 5 occurrences (1.0%) +89.5% to +105.5%: 0 occurrences (0.0%) 97.5% +105.5% to +121.6%: 0 occurrences (0.0%) +121.6% to +137.6%: 0 occurrences (0.0%) +137.6% to +153.6%: 0 occurrences (0.0%) 145.6% +153.6% to +169.7%: 1 occurrences (0.2%) +169.7% to +185.7%: 1 occurrences (0.2%) +185.7% to +201.7%: 2 occurrences (0.4%) 193.7%
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) 74.4% 40.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.6% Adjusts normal bell curve for real-world skewness (-2.77) and kurtosis (35.26).
Standard Normal (Black-Scholes / GBM) 82.0% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.5% 44.6% Filters for historical windows that started with volatility similar to current 20-day HV (294 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 91.1%
  • Recent 20-Day HV: 72.9%
  • Parkinson Intraday Volatility: 55.7%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.1%
  • Top 10% Move (90th percentile): +28.1%
  • Bottom 10% Move (10th percentile): -14.8%
  • Max Historical Gain (14d): +201.7%
  • Max Historical Loss (14d): -54.8%