Finance

VISN Move Probability $6.11 +0.11 (+1.8%)

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)
70.9%
Stock touched +5.0% ($6.42) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.8%
$4.96 — $7.26

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%.

-43.2% to -34.2%: 14 occurrences (2.8%) -38.7% -34.2% to -25.2%: 8 occurrences (1.6%) -25.2% to -16.2%: 7 occurrences (1.4%) -16.2% to -7.3%: 51 occurrences (10.0%) -11.8% -7.3% to +1.7%: 170 occurrences (33.5%) +1.7% to +10.7%: 142 occurrences (28.0%) +10.7% to +19.7%: 41 occurrences (8.1%) 15.2% +19.7% to +28.7%: 27 occurrences (5.3%) +28.7% to +37.6%: 18 occurrences (3.5%) +37.6% to +46.6%: 8 occurrences (1.6%) 42.1% +46.6% to +55.6%: 6 occurrences (1.2%) +55.6% to +64.6%: 1 occurrences (0.2%) +64.6% to +73.6%: 1 occurrences (0.2%) 69.1% +73.6% to +82.6%: 0 occurrences (0.0%) +82.6% to +91.5%: 8 occurrences (1.6%) +91.5% to +100.5%: 6 occurrences (1.2%) 96.0%
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) 70.9% 37.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.8% Adjusts normal bell curve for real-world skewness (3.16) and kurtosis (47.85).
Standard Normal (Black-Scholes / GBM) 79.6% 39.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.6% 32.4% Filters for historical windows that started with volatility similar to current 20-day HV (148 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.9%
  • Recent 20-Day HV: 27.8%
  • Parkinson Intraday Volatility: 54.0%
  • Vol Trend: Compressed (-65% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.0%
  • Top 10% Move (90th percentile): +26.8%
  • Bottom 10% Move (10th percentile): -8.9%
  • Max Historical Gain (14d): +100.5%
  • Max Historical Loss (14d): -43.2%