Finance

ACET Move Probability $4.48 -0.01 (-0.2%)

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)
72.0%
Stock touched +5.0% ($4.70) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.32x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.4%
$3.61 — $5.35

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%.

-42.3% to -36.9%: 9 occurrences (1.8%) -39.6% -36.9% to -31.6%: 13 occurrences (2.6%) -31.6% to -26.2%: 15 occurrences (3.0%) -26.2% to -20.9%: 28 occurrences (5.5%) -23.5% -20.9% to -15.5%: 34 occurrences (6.7%) -15.5% to -10.1%: 45 occurrences (8.9%) -10.1% to -4.8%: 56 occurrences (11.0%) -7.4% -4.8% to +0.6%: 88 occurrences (17.3%) +0.6% to +6.0%: 75 occurrences (14.8%) +6.0% to +11.3%: 64 occurrences (12.6%) 8.6% +11.3% to +16.7%: 35 occurrences (6.9%) +16.7% to +22.1%: 27 occurrences (5.3%) +22.1% to +27.4%: 11 occurrences (2.2%) 24.7% +27.4% to +32.8%: 5 occurrences (1.0%) +32.8% to +38.2%: 1 occurrences (0.2%) +38.2% to +43.5%: 2 occurrences (0.4%) 40.8%
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) 72.0% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.3% Adjusts normal bell curve for real-world skewness (-0.28) and kurtosis (5.51).
Standard Normal (Black-Scholes / GBM) 80.1% 40.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.0% 34.7% Filters for historical windows that started with volatility similar to current 20-day HV (75 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 82.1%
  • Recent 20-Day HV: 147.0%
  • Parkinson Intraday Volatility: 56.9%
  • Vol Trend: Expanded (+79% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +15.3%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +43.5%
  • Max Historical Loss (14d): -42.3%