Finance

PKTX Move Probability $0.00 -0.00 (-25.0%)

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)
73.9%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.31x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±121.6%
$0.00 — $0.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-98.7% to -86.3%: 14 occurrences (2.9%) -92.5% -86.3% to -73.8%: 0 occurrences (0.0%) -73.8% to -61.4%: 0 occurrences (0.0%) -61.4% to -49.0%: 11 occurrences (2.3%) -55.2% -49.0% to -36.6%: 5 occurrences (1.0%) -36.6% to -24.2%: 24 occurrences (4.9%) -24.2% to -11.8%: 97 occurrences (19.9%) -18.0% -11.8% to +0.7%: 147 occurrences (30.2%) +0.7% to +13.1%: 76 occurrences (15.6%) +13.1% to +25.5%: 52 occurrences (10.7%) 19.3% +25.5% to +37.9%: 33 occurrences (6.8%) +37.9% to +50.3%: 14 occurrences (2.9%) +50.3% to +62.7%: 6 occurrences (1.2%) 56.5% +62.7% to +75.2%: 1 occurrences (0.2%) +75.2% to +87.6%: 0 occurrences (0.0%) +87.6% to +100.0%: 7 occurrences (1.4%) 93.8%
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) 73.9% 32.0% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.7% Adjusts normal bell curve for real-world skewness (-1.18) and kurtosis (121.94).
Standard Normal (Black-Scholes / GBM) 96.8% 48.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.6% 29.2% Filters for historical windows that started with volatility similar to current 20-day HV (48 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 515.9%
  • Recent 20-Day HV: 448.4%
  • Parkinson Intraday Volatility: 169.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.5%
  • Top 10% Move (90th percentile): +29.6%
  • Bottom 10% Move (10th percentile): -25.9%
  • Max Historical Gain (14d): +100.0%
  • Max Historical Loss (14d): -98.7%