Finance

PLUR Move Probability $0.87 -0.19 (-17.9%)

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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Touch Probability (First Passage)
45.7%
Stock touched +5.0% ($0.91) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
22.2%
Stock closed at or beyond +5.0% at the end of the 14-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%)
±18.3%
$0.71 — $1.03

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%.

-33.6% to -27.8%: 17 occurrences (3.3%) -30.7% -27.8% to -22.0%: 21 occurrences (4.1%) -22.0% to -16.2%: 45 occurrences (8.9%) -16.2% to -10.4%: 66 occurrences (13.0%) -13.3% -10.4% to -4.6%: 113 occurrences (22.2%) -4.6% to +1.2%: 76 occurrences (15.0%) +1.2% to +7.0%: 74 occurrences (14.6%) 4.1% +7.0% to +12.7%: 49 occurrences (9.6%) +12.7% to +18.5%: 19 occurrences (3.7%) +18.5% to +24.3%: 9 occurrences (1.8%) 21.4% +24.3% to +30.1%: 9 occurrences (1.8%) +30.1% to +35.9%: 6 occurrences (1.2%) +35.9% to +41.7%: 0 occurrences (0.0%) 38.8% +41.7% to +47.5%: 2 occurrences (0.4%) +47.5% to +53.3%: 1 occurrences (0.2%) +53.3% to +59.1%: 1 occurrences (0.2%) 56.2%
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) 45.7% 22.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.3% Adjusts normal bell curve for real-world skewness (0.39) and kurtosis (21.54).
Standard Normal (Black-Scholes / GBM) 79.0% 39.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.4% 26.4% Filters for historical windows that started with volatility similar to current 20-day HV (269 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.6%
  • Recent 20-Day HV: 70.1%
  • Parkinson Intraday Volatility: 27.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.9%
  • Top 10% Move (90th percentile): +12.2%
  • Bottom 10% Move (10th percentile): -18.7%
  • Max Historical Gain (14d): +59.1%
  • Max Historical Loss (14d): -33.6%