Finance

AACG Move Probability $0.60 -0.16 (-20.6%)

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)
50.8%
Stock touched +5.0% ($0.63) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.53x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.1%
$0.46 — $0.74

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%.

-47.3% to -34.4%: 13 occurrences (2.6%) -40.9% -34.4% to -21.6%: 19 occurrences (3.7%) -21.6% to -8.8%: 123 occurrences (24.2%) -8.8% to +4.1%: 175 occurrences (34.4%) -2.4% +4.1% to +16.9%: 93 occurrences (18.3%) +16.9% to +29.7%: 50 occurrences (9.8%) +29.7% to +42.6%: 14 occurrences (2.8%) 36.2% +42.6% to +55.4%: 9 occurrences (1.8%) +55.4% to +68.2%: 3 occurrences (0.6%) +68.2% to +81.1%: 6 occurrences (1.2%) 74.7% +81.1% to +93.9%: 0 occurrences (0.0%) +93.9% to +106.7%: 2 occurrences (0.4%) +106.7% to +119.6%: 0 occurrences (0.0%) 113.2% +119.6% to +132.4%: 0 occurrences (0.0%) +132.4% to +145.2%: 0 occurrences (0.0%) +145.2% to +158.1%: 1 occurrences (0.2%) 151.7%
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) 50.8% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.1% Adjusts normal bell curve for real-world skewness (-1.78) and kurtosis (30.97).
Standard Normal (Black-Scholes / GBM) 83.3% 41.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.4% 24.5% Filters for historical windows that started with volatility similar to current 20-day HV (249 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 98.1%
  • Recent 20-Day HV: 92.5%
  • Parkinson Intraday Volatility: 41.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +24.0%
  • Bottom 10% Move (10th percentile): -17.2%
  • Max Historical Gain (14d): +158.1%
  • Max Historical Loss (14d): -47.3%