Finance

PASG Move Probability $3.66 -0.87 (-19.2%)

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)
69.1%
Stock touched +5.0% ($3.84) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±71.6%
$1.04 — $6.28

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%.

-93.7% to -8.3%: 191 occurrences (37.6%) -51.0% -8.3% to +77.1%: 309 occurrences (60.8%) +77.1% to +162.5%: 7 occurrences (1.4%) +162.5% to +248.0%: 0 occurrences (0.0%) 205.3% +248.0% to +333.4%: 0 occurrences (0.0%) +333.4% to +418.8%: 0 occurrences (0.0%) +418.8% to +504.2%: 0 occurrences (0.0%) 461.5% +504.2% to +589.7%: 0 occurrences (0.0%) +589.7% to +675.1%: 0 occurrences (0.0%) +675.1% to +760.5%: 0 occurrences (0.0%) 717.8% +760.5% to +845.9%: 0 occurrences (0.0%) +845.9% to +931.4%: 0 occurrences (0.0%) +931.4% to +1016.8%: 0 occurrences (0.0%) 974.1% +1016.8% to +1102.2%: 0 occurrences (0.0%) +1102.2% to +1187.6%: 0 occurrences (0.0%) +1187.6% to +1273.1%: 1 occurrences (0.2%) 1230.4%
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) 69.1% 32.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.4% Adjusts normal bell curve for real-world skewness (-2.25) and kurtosis (182.92).
Standard Normal (Black-Scholes / GBM) 94.6% 47.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.9% 31.6% Filters for historical windows that started with volatility similar to current 20-day HV (253 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 303.7%
  • Recent 20-Day HV: 114.5%
  • Parkinson Intraday Volatility: 59.4%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.3%
  • Top 10% Move (90th percentile): +25.6%
  • Bottom 10% Move (10th percentile): -25.2%
  • Max Historical Gain (14d): +1273.1%
  • Max Historical Loss (14d): -93.7%