Finance

POET Move Probability $5.07 +0.85 (+20.0%)

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)
81.5%
Stock touched +5.0% ($5.32) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.4%
$3.63 — $6.51

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-42.9% to -30.9%: 18 occurrences (3.6%) -36.9% -30.9% to -18.9%: 70 occurrences (13.8%) -18.9% to -7.0%: 104 occurrences (20.5%) -7.0% to +5.0%: 113 occurrences (22.3%) -1.0% +5.0% to +17.0%: 73 occurrences (14.4%) +17.0% to +29.0%: 61 occurrences (12.0%) +29.0% to +41.0%: 35 occurrences (6.9%) 35.0% +41.0% to +52.9%: 9 occurrences (1.8%) +52.9% to +64.9%: 5 occurrences (1.0%) +64.9% to +76.9%: 8 occurrences (1.6%) 70.9% +76.9% to +88.9%: 3 occurrences (0.6%) +88.9% to +100.9%: 2 occurrences (0.4%) +100.9% to +112.8%: 4 occurrences (0.8%) 106.8% +112.8% to +124.8%: 0 occurrences (0.0%) +124.8% to +136.8%: 1 occurrences (0.2%) +136.8% to +148.8%: 1 occurrences (0.2%) 142.8%
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) 81.5% 40.0% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.0% Adjusts normal bell curve for real-world skewness (-0.48) and kurtosis (11.38).
Standard Normal (Black-Scholes / GBM) 86.3% 43.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 80.8% 41.6% Filters for historical windows that started with volatility similar to current 20-day HV (317 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 120.4%
  • Recent 20-Day HV: 117.1%
  • Parkinson Intraday Volatility: 88.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +33.8%
  • Bottom 10% Move (10th percentile): -24.4%
  • Max Historical Gain (14d): +148.8%
  • Max Historical Loss (14d): -42.9%