Finance

UNTC Move Probability $31.77 +0.21 (+0.7%)

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)
44.6%
Stock touched +5.0% ($33.36) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
16.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.71x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.9%
$29.59 — $33.95

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%.

-16.8% to -14.7%: 2 occurrences (0.4%) -15.8% -14.7% to -12.5%: 3 occurrences (0.6%) -12.5% to -10.4%: 13 occurrences (2.7%) -10.4% to -8.2%: 22 occurrences (4.5%) -9.3% -8.2% to -6.0%: 32 occurrences (6.6%) -6.0% to -3.9%: 40 occurrences (8.2%) -3.9% to -1.7%: 50 occurrences (10.3%) -2.8% -1.7% to +0.5%: 83 occurrences (17.0%) +0.5% to +2.6%: 70 occurrences (14.4%) +2.6% to +4.8%: 87 occurrences (17.9%) 3.7% +4.8% to +6.9%: 42 occurrences (8.6%) +6.9% to +9.1%: 16 occurrences (3.3%) +9.1% to +11.3%: 9 occurrences (1.8%) 10.2% +11.3% to +13.4%: 10 occurrences (2.1%) +13.4% to +15.6%: 5 occurrences (1.0%) +15.6% to +17.8%: 3 occurrences (0.6%) 16.7%
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) 44.6% 16.4% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.5% Adjusts normal bell curve for real-world skewness (-0.77) and kurtosis (5.59).
Standard Normal (Black-Scholes / GBM) 47.7% 23.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.0% 12.0% Filters for historical windows that started with volatility similar to current 20-day HV (100 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 29.1%
  • Recent 20-Day HV: 13.8%
  • Parkinson Intraday Volatility: 28.7%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +6.6%
  • Bottom 10% Move (10th percentile): -7.3%
  • Max Historical Gain (14d): +17.8%
  • Max Historical Loss (14d): -16.8%