Finance

AAUAF Move Probability $0.12 +0.00 (+3.0%)

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)
89.3%
Stock touched +5.0% ($0.13) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
43.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.06x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.4%
$0.09 — $0.16

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-36.4% to -25.8%: 9 occurrences (1.8%) -31.1% -25.8% to -15.2%: 59 occurrences (12.1%) -15.2% to -4.5%: 102 occurrences (20.9%) -4.5% to +6.1%: 145 occurrences (29.8%) 0.8% +6.1% to +16.7%: 84 occurrences (17.2%) +16.7% to +27.3%: 41 occurrences (8.4%) +27.3% to +37.9%: 17 occurrences (3.5%) 32.6% +37.9% to +48.5%: 8 occurrences (1.6%) +48.5% to +59.1%: 6 occurrences (1.2%) +59.1% to +69.7%: 3 occurrences (0.6%) 64.4% +69.7% to +80.3%: 3 occurrences (0.6%) +80.3% to +90.9%: 1 occurrences (0.2%) +90.9% to +101.5%: 6 occurrences (1.2%) 96.2% +101.5% to +112.1%: 0 occurrences (0.0%) +112.1% to +122.7%: 0 occurrences (0.0%) +122.7% to +133.3%: 3 occurrences (0.6%) 128.0%
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) 89.3% 43.3% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.7% Adjusts normal bell curve for real-world skewness (-0.06) and kurtosis (2.54).
Standard Normal (Black-Scholes / GBM) 86.8% 43.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.6% 42.2% Filters for historical windows that started with volatility similar to current 20-day HV (306 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 124.8%
  • Recent 20-Day HV: 106.6%
  • Parkinson Intraday Volatility: 164.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +25.0%
  • Bottom 10% Move (10th percentile): -19.0%
  • Max Historical Gain (14d): +133.3%
  • Max Historical Loss (14d): -36.4%