Finance

ABTC Move Probability $8.63 +0.97 (+12.7%)

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)
69.5%
Stock touched +5.0% ($9.07) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.35x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±34.9%
$5.62 — $11.65

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%.

-62.7% to -15.1%: 188 occurrences (37.0%) -38.9% -15.1% to +32.6%: 259 occurrences (51.0%) +32.6% to +80.2%: 38 occurrences (7.5%) +80.2% to +127.9%: 5 occurrences (1.0%) 104.0% +127.9% to +175.5%: 4 occurrences (0.8%) +175.5% to +223.1%: 3 occurrences (0.6%) +223.1% to +270.8%: 3 occurrences (0.6%) 247.0% +270.8% to +318.4%: 1 occurrences (0.2%) +318.4% to +366.1%: 1 occurrences (0.2%) +366.1% to +413.7%: 2 occurrences (0.4%) 389.9% +413.7% to +461.3%: 2 occurrences (0.4%) +461.3% to +509.0%: 0 occurrences (0.0%) +509.0% to +556.6%: 1 occurrences (0.2%) 532.8% +556.6% to +604.3%: 0 occurrences (0.0%) +604.3% to +651.9%: 0 occurrences (0.0%) +651.9% to +699.5%: 1 occurrences (0.2%) 675.7%
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) 69.5% 29.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.2% Adjusts normal bell curve for real-world skewness (2.28) and kurtosis (28.57).
Standard Normal (Black-Scholes / GBM) 88.9% 44.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.7% 26.4% Filters for historical windows that started with volatility similar to current 20-day HV (258 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 148.2%
  • Recent 20-Day HV: 87.6%
  • Parkinson Intraday Volatility: 109.9%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.5%
  • Top 10% Move (90th percentile): +37.7%
  • Bottom 10% Move (10th percentile): -32.3%
  • Max Historical Gain (14d): +699.5%
  • Max Historical Loss (14d): -62.7%