Finance

PROK Move Probability $1.45 +0.00 (+0.3%)

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)
73.6%
Stock touched +5.0% ($1.52) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.60x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±37.8%
$0.90 — $2.00

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%.

-49.4% to -6.9%: 210 occurrences (41.3%) -28.1% -6.9% to +35.7%: 271 occurrences (53.3%) +35.7% to +78.3%: 12 occurrences (2.4%) +78.3% to +120.8%: 1 occurrences (0.2%) 99.6% +120.8% to +163.4%: 0 occurrences (0.0%) +163.4% to +206.0%: 0 occurrences (0.0%) +206.0% to +248.5%: 0 occurrences (0.0%) 227.2% +248.5% to +291.1%: 1 occurrences (0.2%) +291.1% to +333.7%: 0 occurrences (0.0%) +333.7% to +376.2%: 1 occurrences (0.2%) 354.9% +376.2% to +418.8%: 3 occurrences (0.6%) +418.8% to +461.3%: 6 occurrences (1.2%) +461.3% to +503.9%: 1 occurrences (0.2%) 482.6% +503.9% to +546.5%: 1 occurrences (0.2%) +546.5% to +589.0%: 0 occurrences (0.0%) +589.0% to +631.6%: 1 occurrences (0.2%) 610.3%
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) 73.6% 28.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.2% Adjusts normal bell curve for real-world skewness (11.11) and kurtosis (197.42).
Standard Normal (Black-Scholes / GBM) 89.7% 44.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.1% 21.6% Filters for historical windows that started with volatility similar to current 20-day HV (301 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 160.2%
  • Recent 20-Day HV: 69.0%
  • Parkinson Intraday Volatility: 112.7%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +20.6%
  • Bottom 10% Move (10th percentile): -24.0%
  • Max Historical Gain (14d): +631.6%
  • Max Historical Loss (14d): -49.4%