Finance

YHGJ Move Probability $2.76 -0.36 (-11.5%)

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)
39.6%
Stock touched +5.0% ($2.90) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
21.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.9%
$2.18 — $3.34

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%.

-45.3% to -37.9%: 1 occurrences (0.2%) -41.6% -37.9% to -30.4%: 2 occurrences (0.4%) -30.4% to -23.0%: 29 occurrences (5.7%) -23.0% to -15.6%: 51 occurrences (10.0%) -19.3% -15.6% to -8.2%: 93 occurrences (18.3%) -8.2% to -0.8%: 93 occurrences (18.3%) -0.8% to +6.6%: 143 occurrences (28.1%) 2.9% +6.6% to +14.0%: 32 occurrences (6.3%) +14.0% to +21.4%: 39 occurrences (7.7%) +21.4% to +28.8%: 0 occurrences (0.0%) 25.1% +28.8% to +36.2%: 10 occurrences (2.0%) +36.2% to +43.6%: 1 occurrences (0.2%) +43.6% to +51.0%: 1 occurrences (0.2%) 47.3% +51.0% to +58.4%: 4 occurrences (0.8%) +58.4% to +65.8%: 4 occurrences (0.8%) +65.8% to +73.2%: 5 occurrences (1.0%) 69.5%
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) 39.6% 21.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.5% Adjusts normal bell curve for real-world skewness (0.31) and kurtosis (25.73).
Standard Normal (Black-Scholes / GBM) 81.5% 40.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.0% 27.1% Filters for historical windows that started with volatility similar to current 20-day HV (140 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 88.7%
  • Recent 20-Day HV: 43.5%
  • Parkinson Intraday Volatility: 40.0%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -19.5%
  • Max Historical Gain (14d): +73.2%
  • Max Historical Loss (14d): -45.3%