Finance

PLSH Move Probability $0.07 +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)
72.2%
Stock touched +5.0% ($0.07) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±51.9%
$0.03 — $0.11

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-59.1% to -36.6%: 28 occurrences (5.8%) -47.9% -36.6% to -14.2%: 107 occurrences (22.0%) -14.2% to +8.2%: 190 occurrences (39.1%) +8.2% to +30.7%: 103 occurrences (21.2%) 19.5% +30.7% to +53.1%: 26 occurrences (5.3%) +53.1% to +75.6%: 9 occurrences (1.9%) +75.6% to +98.0%: 4 occurrences (0.8%) 86.8% +98.0% to +120.5%: 8 occurrences (1.6%) +120.5% to +142.9%: 5 occurrences (1.0%) +142.9% to +165.3%: 1 occurrences (0.2%) 154.1% +165.3% to +187.8%: 2 occurrences (0.4%) +187.8% to +210.2%: 0 occurrences (0.0%) +210.2% to +232.7%: 0 occurrences (0.0%) 221.5% +232.7% to +255.1%: 1 occurrences (0.2%) +255.1% to +277.6%: 0 occurrences (0.0%) +277.6% to +300.0%: 2 occurrences (0.4%) 288.8%
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) 72.2% 36.0% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.0% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (11.47).
Standard Normal (Black-Scholes / GBM) 92.5% 46.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.8% 32.8% Filters for historical windows that started with volatility similar to current 20-day HV (180 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 220.2%
  • Recent 20-Day HV: 242.9%
  • Parkinson Intraday Volatility: 126.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +34.6%
  • Bottom 10% Move (10th percentile): -28.0%
  • Max Historical Gain (14d): +300.0%
  • Max Historical Loss (14d): -59.1%