NXGL Move Probability $5.20 -0.25 (-4.7%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
64.7%
Stock touched +5.0% ($5.46) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
30.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.10x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±82.0%
$0.94 — $9.46
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.
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) | 64.7% | 30.8% | Model-free reality across 507 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 8.4% | Adjusts normal bell curve for real-world skewness (1.63) and kurtosis (144.3). |
| Standard Normal (Black-Scholes / GBM) | 95.3% | 47.6% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 347.8%
- Recent 20-Day HV: 1539.1%
- Parkinson Intraday Volatility: 54.4%
- Vol Trend: Expanded (+343% vs baseline)
14-Day Return Quantiles
- Median Return: -3.7%
- Top 10% Move (90th percentile): +18.2%
- Bottom 10% Move (10th percentile): -26.1%
- Max Historical Gain (14d): +852.8%
- Max Historical Loss (14d): -96.3%