Finance

PSQ Move Probability $24.74 +0.09 (+0.4%)

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)
20.3%
Stock touched +5.0% ($25.98) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
6.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.94x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.1%
$23.48 — $26.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-13.8% to -12.0%: 4 occurrences (0.8%) -12.9% -12.0% to -10.2%: 9 occurrences (1.8%) -10.2% to -8.4%: 11 occurrences (2.2%) -8.4% to -6.6%: 18 occurrences (3.5%) -7.5% -6.6% to -4.8%: 28 occurrences (5.5%) -4.8% to -3.0%: 67 occurrences (13.2%) -3.0% to -1.2%: 108 occurrences (21.3%) -2.1% -1.2% to +0.5%: 101 occurrences (19.9%) +0.5% to +2.3%: 72 occurrences (14.2%) +2.3% to +4.1%: 42 occurrences (8.3%) 3.2% +4.1% to +5.9%: 22 occurrences (4.3%) +5.9% to +7.7%: 12 occurrences (2.4%) +7.7% to +9.5%: 5 occurrences (1.0%) 8.6% +9.5% to +11.3%: 3 occurrences (0.6%) +11.3% to +13.1%: 2 occurrences (0.4%) +13.1% to +14.8%: 4 occurrences (0.8%) 14.0%
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) 20.3% 6.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.9% Adjusts normal bell curve for real-world skewness (-1.06) and kurtosis (14.67).
Standard Normal (Black-Scholes / GBM) 33.8% 16.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 18.8% 6.8% Filters for historical windows that started with volatility similar to current 20-day HV (325 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 21.6%
  • Recent 20-Day HV: 15.6%
  • Parkinson Intraday Volatility: 15.5%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +4.0%
  • Bottom 10% Move (10th percentile): -6.1%
  • Max Historical Gain (14d): +14.8%
  • Max Historical Loss (14d): -13.8%