Finance

UONEK Move Probability $3.92 +0.41 (+11.5%)

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)
50.0%
Stock touched +5.0% ($4.11) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
26.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.91x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.1%
$3.17 — $4.66

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%.

-35.6% to -28.2%: 28 occurrences (5.5%) -31.9% -28.2% to -20.8%: 23 occurrences (4.5%) -20.8% to -13.4%: 50 occurrences (9.8%) -13.4% to -6.0%: 117 occurrences (23.0%) -9.7% -6.0% to +1.4%: 131 occurrences (25.8%) +1.4% to +8.8%: 50 occurrences (9.8%) +8.8% to +16.2%: 44 occurrences (8.7%) 12.5% +16.2% to +23.6%: 28 occurrences (5.5%) +23.6% to +31.0%: 6 occurrences (1.2%) +31.0% to +38.4%: 4 occurrences (0.8%) 34.7% +38.4% to +45.8%: 9 occurrences (1.8%) +45.8% to +53.2%: 8 occurrences (1.6%) +53.2% to +60.6%: 2 occurrences (0.4%) 56.9% +60.6% to +68.0%: 1 occurrences (0.2%) +68.0% to +75.4%: 6 occurrences (1.2%) +75.4% to +82.8%: 1 occurrences (0.2%) 79.1%
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) 50.0% 26.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.8% Adjusts normal bell curve for real-world skewness (0.02) and kurtosis (13.45).
Standard Normal (Black-Scholes / GBM) 79.8% 39.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 41.8% 19.0% Filters for historical windows that started with volatility similar to current 20-day HV (237 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 80.9%
  • Recent 20-Day HV: 102.4%
  • Parkinson Intraday Volatility: 54.5%
  • Vol Trend: Expanded (+26% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.2%
  • Top 10% Move (90th percentile): +18.3%
  • Bottom 10% Move (10th percentile): -20.8%
  • Max Historical Gain (14d): +82.8%
  • Max Historical Loss (14d): -35.6%