Finance

XPEL Move Probability $43.67 -1.54 (-3.4%)

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)
57.3%
Stock touched +5.0% ($45.85) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.4%
$39.14 — $48.20

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%.

-29.3% to -24.4%: 12 occurrences (2.4%) -26.9% -24.4% to -19.5%: 15 occurrences (3.0%) -19.5% to -14.5%: 12 occurrences (2.4%) -14.5% to -9.6%: 51 occurrences (10.0%) -12.1% -9.6% to -4.7%: 56 occurrences (11.0%) -4.7% to +0.3%: 104 occurrences (20.5%) +0.3% to +5.2%: 96 occurrences (18.9%) 2.7% +5.2% to +10.1%: 70 occurrences (13.8%) +10.1% to +15.1%: 38 occurrences (7.5%) +15.1% to +20.0%: 27 occurrences (5.3%) 17.5% +20.0% to +24.9%: 12 occurrences (2.4%) +24.9% to +29.9%: 4 occurrences (0.8%) +29.9% to +34.8%: 3 occurrences (0.6%) 32.3% +34.8% to +39.7%: 4 occurrences (0.8%) +39.7% to +44.7%: 1 occurrences (0.2%) +44.7% to +49.6%: 3 occurrences (0.6%) 47.1%
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) 57.3% 32.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.4% Adjusts normal bell curve for real-world skewness (-0.16) and kurtosis (5.12).
Standard Normal (Black-Scholes / GBM) 63.8% 31.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.3% 35.3% Filters for historical windows that started with volatility similar to current 20-day HV (224 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 44.0%
  • Recent 20-Day HV: 28.3%
  • Parkinson Intraday Volatility: 32.2%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +15.6%
  • Bottom 10% Move (10th percentile): -12.8%
  • Max Historical Gain (14d): +49.6%
  • Max Historical Loss (14d): -29.3%