Finance

UG Move Probability $6.92 +0.04 (+0.6%)

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)
27.6%
Stock touched +5.0% ($7.27) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
20.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.37x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.8%
$6.31 — $7.53

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%.

-28.7% to -25.6%: 6 occurrences (1.2%) -27.2% -25.6% to -22.6%: 2 occurrences (0.4%) -22.6% to -19.5%: 9 occurrences (1.8%) -19.5% to -16.4%: 4 occurrences (0.8%) -17.9% -16.4% to -13.3%: 11 occurrences (2.2%) -13.3% to -10.3%: 19 occurrences (3.7%) -10.3% to -7.2%: 57 occurrences (11.2%) -8.7% -7.2% to -4.1%: 43 occurrences (8.5%) -4.1% to -1.1%: 85 occurrences (16.7%) -1.1% to +2.0%: 120 occurrences (23.6%) 0.5% +2.0% to +5.1%: 50 occurrences (9.8%) +5.1% to +8.1%: 53 occurrences (10.4%) +8.1% to +11.2%: 19 occurrences (3.7%) 9.7% +11.2% to +14.3%: 20 occurrences (3.9%) +14.3% to +17.4%: 3 occurrences (0.6%) +17.4% to +20.4%: 7 occurrences (1.4%) 18.9%
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) 27.6% 20.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.0% Adjusts normal bell curve for real-world skewness (-1.91) and kurtosis (17.3).
Standard Normal (Black-Scholes / GBM) 57.7% 28.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 37.3% 33.9% Filters for historical windows that started with volatility similar to current 20-day HV (118 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.1%
  • Recent 20-Day HV: 14.6%
  • Parkinson Intraday Volatility: 8.2%
  • Vol Trend: Compressed (-61% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +7.8%
  • Bottom 10% Move (10th percentile): -10.2%
  • Max Historical Gain (14d): +20.4%
  • Max Historical Loss (14d): -28.7%