Finance

SHIP Move Probability $15.86 +0.51 (+3.3%)

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)
68.1%
Stock touched +5.0% ($16.65) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
40.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.1%
$14.25 — $17.47

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%.

-30.1% to -25.9%: 2 occurrences (0.4%) -28.0% -25.9% to -21.6%: 6 occurrences (1.2%) -21.6% to -17.3%: 10 occurrences (2.0%) -17.3% to -13.1%: 20 occurrences (3.9%) -15.2% -13.1% to -8.8%: 46 occurrences (9.1%) -8.8% to -4.6%: 66 occurrences (13.0%) -4.6% to -0.3%: 54 occurrences (10.6%) -2.4% -0.3% to +4.0%: 71 occurrences (14.0%) +4.0% to +8.2%: 100 occurrences (19.7%) +8.2% to +12.5%: 60 occurrences (11.8%) 10.3% +12.5% to +16.7%: 40 occurrences (7.9%) +16.7% to +21.0%: 11 occurrences (2.2%) +21.0% to +25.2%: 11 occurrences (2.2%) 23.1% +25.2% to +29.5%: 5 occurrences (1.0%) +29.5% to +33.8%: 2 occurrences (0.4%) +33.8% to +38.0%: 4 occurrences (0.8%) 35.9%
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) 68.1% 40.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.2% Adjusts normal bell curve for real-world skewness (0.14) and kurtosis (1.39).
Standard Normal (Black-Scholes / GBM) 63.0% 31.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.4% 38.5% Filters for historical windows that started with volatility similar to current 20-day HV (395 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 42.9%
  • Recent 20-Day HV: 41.2%
  • Parkinson Intraday Volatility: 30.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.9%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -12.0%
  • Max Historical Gain (14d): +38.0%
  • Max Historical Loss (14d): -30.1%