Finance

SBET Move Probability $8.33 +0.47 (+6.0%)

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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Touch Probability (First Passage)
77.6%
Stock touched +5.0% ($8.75) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.24x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±49.2%
$4.23 — $12.43

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%.

-87.4% to +64.4%: 482 occurrences (94.9%) -11.5% +64.4% to +216.3%: 11 occurrences (2.2%) +216.3% to +368.1%: 2 occurrences (0.4%) +368.1% to +519.9%: 0 occurrences (0.0%) 444.0% +519.9% to +671.8%: 0 occurrences (0.0%) +671.8% to +823.6%: 3 occurrences (0.6%) +823.6% to +975.4%: 1 occurrences (0.2%) 899.5% +975.4% to +1127.3%: 1 occurrences (0.2%) +1127.3% to +1279.1%: 2 occurrences (0.4%) +1279.1% to +1431.0%: 2 occurrences (0.4%) 1355.0% +1431.0% to +1582.8%: 1 occurrences (0.2%) +1582.8% to +1734.6%: 1 occurrences (0.2%) +1734.6% to +1886.5%: 0 occurrences (0.0%) 1810.5% +1886.5% to +2038.3%: 0 occurrences (0.0%) +2038.3% to +2190.1%: 1 occurrences (0.2%) +2190.1% to +2342.0%: 1 occurrences (0.2%) 2266.1%
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) 77.6% 34.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.8% Adjusts normal bell curve for real-world skewness (3.29) and kurtosis (69.64).
Standard Normal (Black-Scholes / GBM) 92.1% 46.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.1% 27.2% Filters for historical windows that started with volatility similar to current 20-day HV (173 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 208.6%
  • Recent 20-Day HV: 57.5%
  • Parkinson Intraday Volatility: 118.2%
  • Vol Trend: Compressed (-72% vs baseline)

14-Day Return Quantiles

  • Median Return: -6.0%
  • Top 10% Move (90th percentile): +31.6%
  • Bottom 10% Move (10th percentile): -27.6%
  • Max Historical Gain (14d): +2342.0%
  • Max Historical Loss (14d): -87.4%