Finance

PCTY Move Probability $169.35 -0.83 (-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)
47.6%
Stock touched +5.0% ($177.82) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
24.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.5%
$155.01 — $183.69

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%.

-28.6% to -25.1%: 3 occurrences (0.6%) -26.9% -25.1% to -21.7%: 3 occurrences (0.6%) -21.7% to -18.3%: 5 occurrences (1.0%) -18.3% to -14.9%: 4 occurrences (0.8%) -16.6% -14.9% to -11.5%: 9 occurrences (1.8%) -11.5% to -8.0%: 41 occurrences (8.1%) -8.0% to -4.6%: 76 occurrences (15.0%) -6.3% -4.6% to -1.2%: 95 occurrences (18.7%) -1.2% to +2.2%: 78 occurrences (15.4%) +2.2% to +5.6%: 82 occurrences (16.1%) 3.9% +5.6% to +9.1%: 46 occurrences (9.1%) +9.1% to +12.5%: 27 occurrences (5.3%) +12.5% to +15.9%: 9 occurrences (1.8%) 14.2% +15.9% to +19.3%: 14 occurrences (2.8%) +19.3% to +22.7%: 10 occurrences (2.0%) +22.7% to +26.2%: 6 occurrences (1.2%) 24.5%
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) 47.6% 24.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.9% Adjusts normal bell curve for real-world skewness (0.1) and kurtosis (1.39).
Standard Normal (Black-Scholes / GBM) 56.4% 28.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.4% 14.3% Filters for historical windows that started with volatility similar to current 20-day HV (237 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.9%
  • Recent 20-Day HV: 24.0%
  • Parkinson Intraday Volatility: 27.5%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +10.5%
  • Bottom 10% Move (10th percentile): -8.6%
  • Max Historical Gain (14d): +26.2%
  • Max Historical Loss (14d): -28.6%