Finance

PCG Move Probability $13.10 -0.07 (-0.5%)

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)
8.3%
Stock touched +5.0% ($13.75) at least once during 3 trading days.
Median first touch: Day 2 of 3
Expiration Close Probability
4.0%
Stock closed at or beyond +5.0% at the end of the 3-day window.
The Touch Multiple
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.6%
$12.62 — $13.57

Historical 3-Day Return Distribution

Frequency of rolling 3-day percentage returns over 519 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-27.2% to -24.8%: 1 occurrences (0.2%) -26.0% -24.8% to -22.4%: 0 occurrences (0.0%) -22.4% to -20.0%: 1 occurrences (0.2%) -20.0% to -17.6%: 2 occurrences (0.4%) -18.8% -17.6% to -15.2%: 1 occurrences (0.2%) -15.2% to -12.8%: 1 occurrences (0.2%) -12.8% to -10.4%: 0 occurrences (0.0%) -11.6% -10.4% to -8.0%: 2 occurrences (0.4%) -8.0% to -5.6%: 13 occurrences (2.5%) -5.6% to -3.2%: 47 occurrences (9.1%) -4.4% -3.2% to -0.8%: 127 occurrences (24.5%) -0.8% to +1.6%: 168 occurrences (32.4%) +1.6% to +4.0%: 118 occurrences (22.7%) 2.8% +4.0% to +6.4%: 29 occurrences (5.6%) +6.4% to +8.8%: 8 occurrences (1.5%) +8.8% to +11.2%: 1 occurrences (0.2%) 10.0%
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) 8.3% 4.0% Model-free reality across 519 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (-2.78) and kurtosis (26.12).
Standard Normal (Black-Scholes / GBM) 17.9% 9.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 8.7% 4.7% Filters for historical windows that started with volatility similar to current 20-day HV (403 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)

3-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +3.5%
  • Bottom 10% Move (10th percentile): -3.8%
  • Max Historical Gain (3d): +11.2%
  • Max Historical Loss (3d): -27.2%