Finance

STLN Move Probability $6.83 +0.20 (+3.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
86.8%
Stock touched +5.0% ($7.18) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
56.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.54x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.9%
$5.14 — $8.53

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%.

-55.9% to -37.8%: 9 occurrences (1.8%) -46.9% -37.8% to -19.7%: 55 occurrences (10.8%) -19.7% to -1.7%: 104 occurrences (20.5%) -1.7% to +16.4%: 171 occurrences (33.7%) 7.4% +16.4% to +34.5%: 88 occurrences (17.3%) +34.5% to +52.6%: 30 occurrences (5.9%) +52.6% to +70.6%: 14 occurrences (2.8%) 61.6% +70.6% to +88.7%: 13 occurrences (2.6%) +88.7% to +106.8%: 7 occurrences (1.4%) +106.8% to +124.9%: 6 occurrences (1.2%) 115.8% +124.9% to +142.9%: 2 occurrences (0.4%) +142.9% to +161.0%: 3 occurrences (0.6%) +161.0% to +179.1%: 2 occurrences (0.4%) 170.1% +179.1% to +197.2%: 2 occurrences (0.4%) +197.2% to +215.3%: 0 occurrences (0.0%) +215.3% to +233.3%: 2 occurrences (0.4%) 224.3%
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) 86.8% 56.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.6% Adjusts normal bell curve for real-world skewness (0.39) and kurtosis (2.56).
Standard Normal (Black-Scholes / GBM) 84.4% 42.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.1% 50.6% Filters for historical windows that started with volatility similar to current 20-day HV (249 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 105.5%
  • Recent 20-Day HV: 61.0%
  • Parkinson Intraday Volatility: 94.2%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: +9.2%
  • Top 10% Move (90th percentile): +51.9%
  • Bottom 10% Move (10th percentile): -22.5%
  • Max Historical Gain (14d): +233.3%
  • Max Historical Loss (14d): -55.9%