Finance

STEL Move Probability $39.27 -0.03 (-0.1%)

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)
39.4%
Stock touched +5.0% ($41.23) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
24.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.61x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.4%
$36.74 — $41.80

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 429 historical windows (2024-09-23 to 2026-06-30). The colored bar indicates the win zone for +5.0%.

-11.4% to -9.2%: 8 occurrences (1.9%) -10.3% -9.2% to -7.0%: 22 occurrences (5.1%) -7.0% to -4.9%: 27 occurrences (6.3%) -4.9% to -2.7%: 41 occurrences (9.6%) -3.8% -2.7% to -0.6%: 57 occurrences (13.3%) -0.6% to +1.6%: 57 occurrences (13.3%) +1.6% to +3.8%: 81 occurrences (18.9%) 2.7% +3.8% to +5.9%: 55 occurrences (12.8%) +5.9% to +8.1%: 32 occurrences (7.5%) +8.1% to +10.2%: 12 occurrences (2.8%) 9.2% +10.2% to +12.4%: 9 occurrences (2.1%) +12.4% to +14.6%: 8 occurrences (1.9%) +14.6% to +16.7%: 8 occurrences (1.9%) 15.6% +16.7% to +18.9%: 7 occurrences (1.6%) +18.9% to +21.0%: 4 occurrences (0.9%) +21.0% to +23.2%: 1 occurrences (0.2%) 22.1%
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) 39.4% 24.5% Model-free reality across 429 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.5% Adjusts normal bell curve for real-world skewness (0.74) and kurtosis (8.85).
Standard Normal (Black-Scholes / GBM) 44.9% 22.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.9% 17.9% Filters for historical windows that started with volatility similar to current 20-day HV (67 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 27.4%
  • Recent 20-Day HV: 12.0%
  • Parkinson Intraday Volatility: 17.0%
  • Vol Trend: Compressed (-56% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +8.7%
  • Bottom 10% Move (10th percentile): -5.7%
  • Max Historical Gain (14d): +23.2%
  • Max Historical Loss (14d): -11.4%