Finance

PXLW Move Probability $5.51 +0.13 (+2.4%)

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)
67.1%
Stock touched +5.0% ($5.79) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±60.8%
$2.16 — $8.87

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%.

-91.8% to -7.7%: 160 occurrences (31.5%) -49.8% -7.7% to +76.4%: 345 occurrences (67.9%) +76.4% to +160.6%: 1 occurrences (0.2%) +160.6% to +244.7%: 0 occurrences (0.0%) 202.6% +244.7% to +328.9%: 0 occurrences (0.0%) +328.9% to +413.0%: 0 occurrences (0.0%) +413.0% to +497.1%: 0 occurrences (0.0%) 455.1% +497.1% to +581.3%: 0 occurrences (0.0%) +581.3% to +665.4%: 0 occurrences (0.0%) +665.4% to +749.5%: 0 occurrences (0.0%) 707.5% +749.5% to +833.7%: 0 occurrences (0.0%) +833.7% to +917.8%: 0 occurrences (0.0%) +917.8% to +1001.9%: 0 occurrences (0.0%) 959.9% +1001.9% to +1086.1%: 0 occurrences (0.0%) +1086.1% to +1170.2%: 0 occurrences (0.0%) +1170.2% to +1254.4%: 2 occurrences (0.4%) 1212.3%
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) 67.1% 34.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.0% Adjusts normal bell curve for real-world skewness (-1.08) and kurtosis (186.68).
Standard Normal (Black-Scholes / GBM) 93.6% 46.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.0% 36.0% Filters for historical windows that started with volatility similar to current 20-day HV (114 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 258.1%
  • Recent 20-Day HV: 41.3%
  • Parkinson Intraday Volatility: 56.0%
  • Vol Trend: Compressed (-84% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +21.0%
  • Bottom 10% Move (10th percentile): -18.9%
  • Max Historical Gain (14d): +1254.4%
  • Max Historical Loss (14d): -91.8%