Finance

STGW Move Probability $9.37 +0.48 (+5.5%)

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)
60.6%
Stock touched +5.0% ($9.83) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.0%
$8.24 — $10.49

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-27.5% to -23.1%: 5 occurrences (1.0%) -25.3% -23.1% to -18.8%: 13 occurrences (2.6%) -18.8% to -14.4%: 15 occurrences (3.0%) -14.4% to -10.0%: 48 occurrences (9.4%) -12.2% -10.0% to -5.6%: 56 occurrences (11.0%) -5.6% to -1.2%: 92 occurrences (18.1%) -1.2% to +3.2%: 89 occurrences (17.5%) 1.0% +3.2% to +7.5%: 63 occurrences (12.4%) +7.5% to +11.9%: 43 occurrences (8.5%) +11.9% to +16.3%: 28 occurrences (5.5%) 14.1% +16.3% to +20.7%: 23 occurrences (4.5%) +20.7% to +25.1%: 12 occurrences (2.4%) +25.1% to +29.4%: 7 occurrences (1.4%) 27.3% +29.4% to +33.8%: 8 occurrences (1.6%) +33.8% to +38.2%: 3 occurrences (0.6%) +38.2% to +42.6%: 3 occurrences (0.6%) 40.4%
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) 60.6% 31.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.2% Adjusts normal bell curve for real-world skewness (0.03) and kurtosis (4.14).
Standard Normal (Black-Scholes / GBM) 68.5% 34.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.4% 26.5% Filters for historical windows that started with volatility similar to current 20-day HV (260 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.1%
  • Recent 20-Day HV: 37.4%
  • Parkinson Intraday Volatility: 42.4%
  • Vol Trend: Compressed (-27% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.3%
  • Top 10% Move (90th percentile): +16.7%
  • Bottom 10% Move (10th percentile): -12.4%
  • Max Historical Gain (14d): +42.6%
  • Max Historical Loss (14d): -27.5%