Finance

PCG Move Probability $13.16 +0.00 (+0.0%)

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)
40.4%
Stock touched +5.0% ($13.82) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
15.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.56x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.8%
$12.13 — $14.20

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-28.3% to -25.1%: 3 occurrences (0.6%) -26.7% -25.1% to -21.9%: 4 occurrences (0.8%) -21.9% to -18.7%: 13 occurrences (2.6%) -18.7% to -15.6%: 16 occurrences (3.1%) -17.1% -15.6% to -12.4%: 8 occurrences (1.6%) -12.4% to -9.2%: 13 occurrences (2.6%) -9.2% to -6.0%: 38 occurrences (7.5%) -7.6% -6.0% to -2.8%: 62 occurrences (12.2%) -2.8% to +0.4%: 122 occurrences (24.0%) +0.4% to +3.5%: 115 occurrences (22.6%) 2.0% +3.5% to +6.7%: 54 occurrences (10.6%) +6.7% to +9.9%: 29 occurrences (5.7%) +9.9% to +13.1%: 14 occurrences (2.8%) 11.5% +13.1% to +16.3%: 8 occurrences (1.6%) +16.3% to +19.5%: 5 occurrences (1.0%) +19.5% to +22.6%: 4 occurrences (0.8%) 21.0%
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) 40.4% 15.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.1% Adjusts normal bell curve for real-world skewness (-2.78) and kurtosis (26.12).
Standard Normal (Black-Scholes / GBM) 53.4% 26.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 44.2% 17.8% Filters for historical windows that started with volatility similar to current 20-day HV (398 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 33.3%
  • Recent 20-Day HV: 27.7%
  • Parkinson Intraday Volatility: 26.9%
  • Vol Trend: Compressed (-17% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +7.2%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +22.6%
  • Max Historical Loss (14d): -28.3%