Finance

PSQ Move Probability $24.77 +0.12 (+0.5%)

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)
3.1%
Stock touched +5.0% ($26.01) at least once during 3 trading days.
Median first touch: Day 3 of 3
Expiration Close Probability
1.5%
Stock closed at or beyond +5.0% at the end of the 3-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.4%
$24.19 — $25.35

Historical 3-Day Return Distribution

Frequency of rolling 3-day percentage returns over 519 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-10.4% to -9.0%: 2 occurrences (0.4%) -9.7% -9.0% to -7.6%: 0 occurrences (0.0%) -7.6% to -6.2%: 3 occurrences (0.6%) -6.2% to -4.9%: 7 occurrences (1.3%) -5.5% -4.9% to -3.5%: 17 occurrences (3.3%) -3.5% to -2.1%: 48 occurrences (9.2%) -2.1% to -0.7%: 142 occurrences (27.4%) -1.4% -0.7% to +0.7%: 146 occurrences (28.1%) +0.7% to +2.0%: 85 occurrences (16.4%) +2.0% to +3.4%: 44 occurrences (8.5%) 2.7% +3.4% to +4.8%: 16 occurrences (3.1%) +4.8% to +6.2%: 6 occurrences (1.2%) +6.2% to +7.6%: 0 occurrences (0.0%) 6.9% +7.6% to +9.0%: 1 occurrences (0.2%) +9.0% to +10.3%: 0 occurrences (0.0%) +10.3% to +11.7%: 2 occurrences (0.4%) 11.0%
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) 3.1% 1.5% Model-free reality across 519 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 10.5% Adjusts normal bell curve for real-world skewness (-1.06) and kurtosis (14.67).
Standard Normal (Black-Scholes / GBM) 3.8% 1.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 2.1% 0.9% Filters for historical windows that started with volatility similar to current 20-day HV (336 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)

3-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +2.4%
  • Bottom 10% Move (10th percentile): -2.4%
  • Max Historical Gain (3d): +11.7%
  • Max Historical Loss (3d): -10.4%