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)
34.4%
Stock touched +5.0% ($9.07) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
20.2%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.3%
$7.83 — $9.44

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-40.1% to -26.8%: 2 occurrences (0.4%) -33.4% -26.8% to -13.4%: 12 occurrences (2.3%) -13.4% to -0.1%: 284 occurrences (54.5%) -0.1% to +13.2%: 193 occurrences (37.0%) 6.6% +13.2% to +26.5%: 22 occurrences (4.2%) +26.5% to +39.9%: 6 occurrences (1.2%) +39.9% to +53.2%: 1 occurrences (0.2%) 46.5% +53.2% to +66.5%: 0 occurrences (0.0%) +66.5% to +79.9%: 0 occurrences (0.0%) +79.9% to +93.2%: 0 occurrences (0.0%) 86.5% +93.2% to +106.5%: 0 occurrences (0.0%) +106.5% to +119.8%: 0 occurrences (0.0%) +119.8% to +133.2%: 0 occurrences (0.0%) 126.5% +133.2% to +146.5%: 0 occurrences (0.0%) +146.5% to +159.8%: 0 occurrences (0.0%) +159.8% to +173.1%: 1 occurrences (0.2%) 166.5%
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) 34.4% 20.2% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.5% Adjusts normal bell curve for real-world skewness (2.28) and kurtosis (28.57).
Standard Normal (Black-Scholes / GBM) 60.1% 30.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.4% 17.3% Filters for historical windows that started with volatility similar to current 20-day HV (271 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)

1-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +10.8%
  • Bottom 10% Move (10th percentile): -7.9%
  • Max Historical Gain (1d): +173.1%
  • Max Historical Loss (1d): -40.1%