Finance

ABIT Move Probability $0.00 -0.00 (-66.7%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
87.4%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.83x
You are 3.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±129.7%
$0.00 — $0.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 452 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-97.1% to +27.7%: 413 occurrences (91.4%) -34.7% +27.7% to +152.5%: 26 occurrences (5.8%) +152.5% to +277.3%: 3 occurrences (0.7%) +277.3% to +402.1%: 3 occurrences (0.7%) 339.7% +402.1% to +527.0%: 4 occurrences (0.9%) +527.0% to +651.8%: 2 occurrences (0.4%) +651.8% to +776.6%: 0 occurrences (0.0%) 714.2% +776.6% to +901.4%: 0 occurrences (0.0%) +901.4% to +1026.3%: 0 occurrences (0.0%) +1026.3% to +1151.1%: 0 occurrences (0.0%) 1088.7% +1151.1% to +1275.9%: 0 occurrences (0.0%) +1275.9% to +1400.7%: 0 occurrences (0.0%) +1400.7% to +1525.5%: 0 occurrences (0.0%) 1463.1% +1525.5% to +1650.4%: 0 occurrences (0.0%) +1650.4% to +1775.2%: 0 occurrences (0.0%) +1775.2% to +1900.0%: 1 occurrences (0.2%) 1837.6%
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) 87.4% 22.8% Model-free reality across 452 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 48.9% Adjusts normal bell curve for real-world skewness (-1.76) and kurtosis (63.62).
Standard Normal (Black-Scholes / GBM) 97.0% 48.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.9% 23.1% Filters for historical windows that started with volatility similar to current 20-day HV (13 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 550.3%
  • Recent 20-Day HV: 1643.4%
  • Parkinson Intraday Volatility: 322.3%
  • Vol Trend: Expanded (+199% vs baseline)

14-Day Return Quantiles

  • Median Return: -9.9%
  • Top 10% Move (90th percentile): +21.3%
  • Bottom 10% Move (10th percentile): -42.0%
  • Max Historical Gain (14d): +1900.0%
  • Max Historical Loss (14d): -97.1%