Finance

PLGO Move Probability $25.65 +0.22 (+0.9%)

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)
46.5%
Stock touched +5.0% ($26.93) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
25.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.0%
$23.85 — $27.45

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%.

-13.9% to -11.8%: 7 occurrences (1.4%) -12.8% -11.8% to -9.6%: 17 occurrences (3.3%) -9.6% to -7.5%: 19 occurrences (3.7%) -7.5% to -5.3%: 28 occurrences (5.5%) -6.4% -5.3% to -3.1%: 46 occurrences (9.1%) -3.1% to -1.0%: 66 occurrences (13.0%) -1.0% to +1.2%: 69 occurrences (13.6%) 0.1% +1.2% to +3.3%: 69 occurrences (13.6%) +3.3% to +5.5%: 75 occurrences (14.8%) +5.5% to +7.6%: 46 occurrences (9.1%) 6.5% +7.6% to +9.8%: 26 occurrences (5.1%) +9.8% to +11.9%: 18 occurrences (3.5%) +11.9% to +14.1%: 12 occurrences (2.4%) 13.0% +14.1% to +16.2%: 5 occurrences (1.0%) +16.2% to +18.4%: 3 occurrences (0.6%) +18.4% to +20.5%: 2 occurrences (0.4%) 19.5%
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) 46.5% 25.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.8% Adjusts normal bell curve for real-world skewness (0.6) and kurtosis (7.81).
Standard Normal (Black-Scholes / GBM) 48.6% 24.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.1% 24.3% Filters for historical windows that started with volatility similar to current 20-day HV (313 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 29.7%
  • Recent 20-Day HV: 22.2%
  • Parkinson Intraday Volatility: 22.2%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +8.7%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (14d): +20.5%
  • Max Historical Loss (14d): -13.9%