Finance

PULM Move Probability $1.36 +0.00 (+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)
58.6%
Stock touched +5.0% ($1.43) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.82x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.2%
$1.03 — $1.70

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-51.7% to -33.1%: 27 occurrences (5.3%) -42.4% -33.1% to -14.5%: 67 occurrences (13.2%) -14.5% to +4.0%: 232 occurrences (45.8%) +4.0% to +22.6%: 135 occurrences (26.6%) 13.3% +22.6% to +41.2%: 30 occurrences (5.9%) +41.2% to +59.7%: 1 occurrences (0.2%) +59.7% to +78.3%: 2 occurrences (0.4%) 69.0% +78.3% to +96.9%: 0 occurrences (0.0%) +96.9% to +115.4%: 0 occurrences (0.0%) +115.4% to +134.0%: 1 occurrences (0.2%) 124.7% +134.0% to +152.6%: 2 occurrences (0.4%) +152.6% to +171.1%: 0 occurrences (0.0%) +171.1% to +189.7%: 1 occurrences (0.2%) 180.4% +189.7% to +208.3%: 5 occurrences (1.0%) +208.3% to +226.8%: 1 occurrences (0.2%) +226.8% to +245.4%: 3 occurrences (0.6%) 236.1%
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) 58.6% 32.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.4% Adjusts normal bell curve for real-world skewness (-0.29) and kurtosis (24.39).
Standard Normal (Black-Scholes / GBM) 84.0% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.3% 31.6% Filters for historical windows that started with volatility similar to current 20-day HV (244 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.7%
  • Recent 20-Day HV: 51.4%
  • Parkinson Intraday Volatility: 53.6%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.8%
  • Top 10% Move (90th percentile): +20.9%
  • Bottom 10% Move (10th percentile): -20.8%
  • Max Historical Gain (14d): +245.4%
  • Max Historical Loss (14d): -51.7%