Finance

USPH Move Probability $86.42 -0.53 (-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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Touch Probability (First Passage)
47.6%
Stock touched +5.0% ($90.74) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.66x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.8%
$78.83 — $94.01

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%.

-23.9% to -20.9%: 7 occurrences (1.4%) -22.4% -20.9% to -17.8%: 6 occurrences (1.2%) -17.8% to -14.8%: 6 occurrences (1.2%) -14.8% to -11.7%: 13 occurrences (2.6%) -13.3% -11.7% to -8.7%: 19 occurrences (3.7%) -8.7% to -5.6%: 55 occurrences (10.8%) -5.6% to -2.6%: 65 occurrences (12.8%) -4.1% -2.6% to +0.4%: 80 occurrences (15.7%) +0.4% to +3.5%: 77 occurrences (15.2%) +3.5% to +6.5%: 66 occurrences (13.0%) 5.0% +6.5% to +9.6%: 41 occurrences (8.1%) +9.6% to +12.6%: 40 occurrences (7.9%) +12.6% to +15.7%: 18 occurrences (3.5%) 14.1% +15.7% to +18.7%: 9 occurrences (1.8%) +18.7% to +21.8%: 5 occurrences (1.0%) +21.8% to +24.8%: 1 occurrences (0.2%) 23.3%
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) 47.6% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.3% Adjusts normal bell curve for real-world skewness (-0.77) and kurtosis (22.73).
Standard Normal (Black-Scholes / GBM) 57.9% 28.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 42.1% 23.1% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.3%
  • Recent 20-Day HV: 23.8%
  • Parkinson Intraday Volatility: 23.7%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +11.3%
  • Bottom 10% Move (10th percentile): -8.6%
  • Max Historical Gain (14d): +24.8%
  • Max Historical Loss (14d): -23.9%