Finance

VUZI Move Probability $2.25 +0.06 (+3.0%)

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)
76.4%
Stock touched +5.0% ($2.37) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
44.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.3%
$1.71 — $2.80

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%.

-44.1% to -29.6%: 35 occurrences (6.9%) -36.8% -29.6% to -15.1%: 111 occurrences (21.9%) -15.1% to -0.6%: 110 occurrences (21.7%) -0.6% to +13.9%: 86 occurrences (16.9%) 6.7% +13.9% to +28.4%: 71 occurrences (14.0%) +28.4% to +42.9%: 38 occurrences (7.5%) +42.9% to +57.4%: 20 occurrences (3.9%) 50.2% +57.4% to +71.9%: 14 occurrences (2.8%) +71.9% to +86.4%: 8 occurrences (1.6%) +86.4% to +100.9%: 3 occurrences (0.6%) 93.6% +100.9% to +115.4%: 3 occurrences (0.6%) +115.4% to +129.9%: 1 occurrences (0.2%) +129.9% to +144.4%: 3 occurrences (0.6%) 137.1% +144.4% to +158.9%: 2 occurrences (0.4%) +158.9% to +173.4%: 0 occurrences (0.0%) +173.4% to +187.9%: 3 occurrences (0.6%) 180.6%
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) 76.4% 44.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.3% Adjusts normal bell curve for real-world skewness (0.59) and kurtosis (2.6).
Standard Normal (Black-Scholes / GBM) 84.1% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.4% 49.1% Filters for historical windows that started with volatility similar to current 20-day HV (232 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 103.0%
  • Recent 20-Day HV: 66.0%
  • Parkinson Intraday Volatility: 88.4%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +45.3%
  • Bottom 10% Move (10th percentile): -26.7%
  • Max Historical Gain (14d): +187.9%
  • Max Historical Loss (14d): -44.1%