Finance

PODC Move Probability $1.70 -0.02 (-1.2%)

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)
68.1%
Stock touched +5.0% ($1.78) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.1%
$1.32 — $2.08

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%.

-33.8% to -26.5%: 3 occurrences (0.6%) -30.1% -26.5% to -19.2%: 44 occurrences (8.7%) -19.2% to -11.9%: 76 occurrences (15.0%) -11.9% to -4.6%: 100 occurrences (19.7%) -8.2% -4.6% to +2.8%: 83 occurrences (16.3%) +2.8% to +10.1%: 56 occurrences (11.0%) +10.1% to +17.4%: 40 occurrences (7.9%) 13.7% +17.4% to +24.7%: 30 occurrences (5.9%) +24.7% to +32.0%: 35 occurrences (6.9%) +32.0% to +39.3%: 15 occurrences (3.0%) 35.7% +39.3% to +46.6%: 13 occurrences (2.6%) +46.6% to +53.9%: 7 occurrences (1.4%) +53.9% to +61.2%: 5 occurrences (1.0%) 57.6% +61.2% to +68.6%: 0 occurrences (0.0%) +68.6% to +75.9%: 0 occurrences (0.0%) +75.9% to +83.2%: 1 occurrences (0.2%) 79.5%
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) 68.1% 34.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.1% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (2.16).
Standard Normal (Black-Scholes / GBM) 82.6% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.8% 30.1% Filters for historical windows that started with volatility similar to current 20-day HV (319 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.0%
  • Recent 20-Day HV: 75.3%
  • Parkinson Intraday Volatility: 56.5%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +29.4%
  • Bottom 10% Move (10th percentile): -18.4%
  • Max Historical Gain (14d): +83.2%
  • Max Historical Loss (14d): -33.8%