Finance

UBCP Move Probability $13.65 +0.18 (+1.3%)

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)
29.9%
Stock touched +5.0% ($14.33) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
17.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$12.72 — $14.58

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%.

-9.6% to -8.0%: 17 occurrences (3.3%) -8.8% -8.0% to -6.4%: 29 occurrences (5.7%) -6.4% to -4.8%: 12 occurrences (2.4%) -4.8% to -3.1%: 40 occurrences (7.9%) -3.9% -3.1% to -1.5%: 53 occurrences (10.4%) -1.5% to +0.1%: 109 occurrences (21.5%) +0.1% to +1.7%: 76 occurrences (15.0%) 0.9% +1.7% to +3.3%: 48 occurrences (9.4%) +3.3% to +4.9%: 36 occurrences (7.1%) +4.9% to +6.5%: 15 occurrences (3.0%) 5.7% +6.5% to +8.1%: 26 occurrences (5.1%) +8.1% to +9.7%: 38 occurrences (7.5%) +9.7% to +11.3%: 1 occurrences (0.2%) 10.5% +11.3% to +13.0%: 2 occurrences (0.4%) +13.0% to +14.6%: 2 occurrences (0.4%) +14.6% to +16.2%: 4 occurrences (0.8%) 15.4%
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) 29.9% 17.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.3% Adjusts normal bell curve for real-world skewness (0.24) and kurtosis (10.69).
Standard Normal (Black-Scholes / GBM) 47.2% 23.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 30.3% 14.3% Filters for historical windows that started with volatility similar to current 20-day HV (231 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.8%
  • Recent 20-Day HV: 36.5%
  • Parkinson Intraday Volatility: 6.3%
  • Vol Trend: Expanded (+27% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +7.8%
  • Bottom 10% Move (10th percentile): -6.1%
  • Max Historical Gain (14d): +16.2%
  • Max Historical Loss (14d): -9.6%