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)
65.2%
Stock touched +5.0% ($5.32) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
29.2%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
2.23x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.2%
$4.30 — $5.84

Historical 4-Day Return Distribution

Frequency of rolling 4-day percentage returns over 517 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-52.8% to -44.0%: 1 occurrences (0.2%) -48.4% -44.0% to -35.2%: 2 occurrences (0.4%) -35.2% to -26.4%: 3 occurrences (0.6%) -26.4% to -17.6%: 15 occurrences (2.9%) -22.0% -17.6% to -8.9%: 95 occurrences (18.4%) -8.9% to -0.1%: 161 occurrences (31.1%) -0.1% to +8.7%: 126 occurrences (24.4%) 4.3% +8.7% to +17.5%: 63 occurrences (12.2%) +17.5% to +26.3%: 21 occurrences (4.1%) +26.3% to +35.1%: 12 occurrences (2.3%) 30.7% +35.1% to +43.9%: 7 occurrences (1.4%) +43.9% to +52.7%: 5 occurrences (1.0%) +52.7% to +61.5%: 2 occurrences (0.4%) 57.1% +61.5% to +70.3%: 1 occurrences (0.2%) +70.3% to +79.1%: 2 occurrences (0.4%) +79.1% to +87.9%: 1 occurrences (0.2%) 83.5%
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) 65.2% 29.2% Model-free reality across 517 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.8% Adjusts normal bell curve for real-world skewness (-0.48) and kurtosis (11.38).
Standard Normal (Black-Scholes / GBM) 74.8% 37.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.5% 29.0% 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

4-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +17.1%
  • Bottom 10% Move (10th percentile): -13.8%
  • Max Historical Gain (4d): +87.9%
  • Max Historical Loss (4d): -52.8%