Finance

YALA Move Probability $5.60 +0.00 (+0.0%)

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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Touch Probability (First Passage)
47.2%
Stock touched +5.0% ($5.88) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
18.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.53x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.4%
$5.07 — $6.13

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%.

-21.5% to -16.0%: 7 occurrences (1.4%) -18.8% -16.0% to -10.4%: 35 occurrences (6.9%) -10.4% to -4.9%: 75 occurrences (14.8%) -4.9% to +0.7%: 161 occurrences (31.7%) -2.1% +0.7% to +6.2%: 151 occurrences (29.7%) +6.2% to +11.7%: 32 occurrences (6.3%) +11.7% to +17.3%: 15 occurrences (3.0%) 14.5% +17.3% to +22.8%: 12 occurrences (2.4%) +22.8% to +28.4%: 3 occurrences (0.6%) +28.4% to +33.9%: 6 occurrences (1.2%) 31.2% +33.9% to +39.5%: 3 occurrences (0.6%) +39.5% to +45.0%: 4 occurrences (0.8%) +45.0% to +50.6%: 1 occurrences (0.2%) 47.8% +50.6% to +56.1%: 1 occurrences (0.2%) +56.1% to +61.7%: 1 occurrences (0.2%) +61.7% to +67.2%: 1 occurrences (0.2%) 64.4%
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) 47.2% 18.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.1% Adjusts normal bell curve for real-world skewness (0.07) and kurtosis (3.02).
Standard Normal (Black-Scholes / GBM) 60.4% 30.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.8% 11.1% Filters for historical windows that started with volatility similar to current 20-day HV (81 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 40.0%
  • Recent 20-Day HV: 17.3%
  • Parkinson Intraday Volatility: 32.7%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +11.0%
  • Bottom 10% Move (10th percentile): -9.3%
  • Max Historical Gain (14d): +67.2%
  • Max Historical Loss (14d): -21.5%