Finance

SYBX Move Probability $1.08 +0.01 (+0.9%)

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)
65.7%
Stock touched +5.0% ($1.13) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.41x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.4%
$0.88 — $1.28

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-51.7% to -43.3%: 14 occurrences (2.9%) -47.5% -43.3% to -34.8%: 5 occurrences (1.0%) -34.8% to -26.4%: 6 occurrences (1.2%) -26.4% to -17.9%: 9 occurrences (1.8%) -22.1% -17.9% to -9.4%: 25 occurrences (5.1%) -9.4% to -1.0%: 166 occurrences (34.1%) -1.0% to +7.5%: 168 occurrences (34.5%) 3.2% +7.5% to +15.9%: 50 occurrences (10.3%) +15.9% to +24.4%: 20 occurrences (4.1%) +24.4% to +32.8%: 3 occurrences (0.6%) 28.6% +32.8% to +41.3%: 6 occurrences (1.2%) +41.3% to +49.8%: 1 occurrences (0.2%) +49.8% to +58.2%: 1 occurrences (0.2%) 54.0% +58.2% to +66.7%: 6 occurrences (1.2%) +66.7% to +75.1%: 5 occurrences (1.0%) +75.1% to +83.6%: 2 occurrences (0.4%) 79.4%
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) 65.7% 27.3% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.7% Adjusts normal bell curve for real-world skewness (-4.14) and kurtosis (90.25).
Standard Normal (Black-Scholes / GBM) 79.1% 39.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.7% 31.1% Filters for historical windows that started with volatility similar to current 20-day HV (312 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 78.0%
  • Recent 20-Day HV: 50.8%
  • Parkinson Intraday Volatility: 69.2%
  • Vol Trend: Compressed (-35% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +13.7%
  • Bottom 10% Move (10th percentile): -11.8%
  • Max Historical Gain (14d): +83.6%
  • Max Historical Loss (14d): -51.7%