Finance

YOU Move Probability $45.14 -0.29 (-0.6%)

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)
66.3%
Stock touched +5.0% ($47.40) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
35.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.6%
$39.46 — $50.82

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%.

-30.6% to -25.6%: 8 occurrences (1.6%) -28.1% -25.6% to -20.7%: 12 occurrences (2.4%) -20.7% to -15.7%: 13 occurrences (2.6%) -15.7% to -10.7%: 27 occurrences (5.3%) -13.2% -10.7% to -5.8%: 65 occurrences (12.8%) -5.8% to -0.8%: 71 occurrences (14.0%) -0.8% to +4.1%: 117 occurrences (23.0%) 1.6% +4.1% to +9.1%: 83 occurrences (16.3%) +9.1% to +14.0%: 57 occurrences (11.2%) +14.0% to +19.0%: 34 occurrences (6.7%) 16.5% +19.0% to +23.9%: 6 occurrences (1.2%) +23.9% to +28.9%: 1 occurrences (0.2%) +28.9% to +33.8%: 1 occurrences (0.2%) 31.4% +33.8% to +38.8%: 3 occurrences (0.6%) +38.8% to +43.7%: 3 occurrences (0.6%) +43.7% to +48.7%: 7 occurrences (1.4%) 46.2%
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) 66.3% 35.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.7% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (29.13).
Standard Normal (Black-Scholes / GBM) 69.8% 34.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.6% 43.5% Filters for historical windows that started with volatility similar to current 20-day HV (131 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 53.4%
  • Recent 20-Day HV: 25.4%
  • Parkinson Intraday Volatility: 39.9%
  • Vol Trend: Compressed (-52% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.9%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -11.7%
  • Max Historical Gain (14d): +48.7%
  • Max Historical Loss (14d): -30.6%