Finance

ACDC Move Probability $3.87 -0.26 (-6.3%)

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)
79.4%
Stock touched +5.0% ($4.06) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.16x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.6%
$3.04 — $4.70

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-56.4% to -46.8%: 5 occurrences (1.0%) -51.6% -46.8% to -37.1%: 18 occurrences (3.5%) -37.1% to -27.4%: 17 occurrences (3.3%) -27.4% to -17.7%: 42 occurrences (8.3%) -22.5% -17.7% to -8.0%: 80 occurrences (15.7%) -8.0% to +1.7%: 120 occurrences (23.6%) +1.7% to +11.4%: 88 occurrences (17.3%) 6.6% +11.4% to +21.1%: 55 occurrences (10.8%) +21.1% to +30.8%: 40 occurrences (7.9%) +30.8% to +40.5%: 25 occurrences (4.9%) 35.7% +40.5% to +50.2%: 13 occurrences (2.6%) +50.2% to +59.9%: 2 occurrences (0.4%) +59.9% to +69.6%: 1 occurrences (0.2%) 64.8% +69.6% to +79.3%: 1 occurrences (0.2%) +79.3% to +89.0%: 0 occurrences (0.0%) +89.0% to +98.7%: 2 occurrences (0.4%) 93.9%
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) 79.4% 36.7% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.2% Adjusts normal bell curve for real-world skewness (-1.75) and kurtosis (17.0).
Standard Normal (Black-Scholes / GBM) 82.1% 41.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.6% 40.8% Filters for historical windows that started with volatility similar to current 20-day HV (228 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 91.5%
  • Recent 20-Day HV: 54.5%
  • Parkinson Intraday Volatility: 67.9%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +27.6%
  • Bottom 10% Move (10th percentile): -23.0%
  • Max Historical Gain (14d): +98.7%
  • Max Historical Loss (14d): -56.4%