Finance

ACFN Move Probability $18.42 -0.13 (-0.7%)

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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Touch Probability (First Passage)
51.0%
Stock touched +5.0% ($19.34) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.61x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.3%
$14.87 — $21.97

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 300 historical windows (2025-07-24 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-44.9% to -39.1%: 11 occurrences (3.7%) -42.0% -39.1% to -33.3%: 3 occurrences (1.0%) -33.3% to -27.5%: 0 occurrences (0.0%) -27.5% to -21.7%: 0 occurrences (0.0%) -24.6% -21.7% to -15.9%: 8 occurrences (2.7%) -15.9% to -10.0%: 38 occurrences (12.7%) -10.0% to -4.2%: 46 occurrences (15.3%) -7.1% -4.2% to +1.6%: 66 occurrences (22.0%) +1.6% to +7.4%: 48 occurrences (16.0%) +7.4% to +13.2%: 38 occurrences (12.7%) 10.3% +13.2% to +19.0%: 13 occurrences (4.3%) +19.0% to +24.9%: 16 occurrences (5.3%) +24.9% to +30.7%: 2 occurrences (0.7%) 27.8% +30.7% to +36.5%: 8 occurrences (2.7%) +36.5% to +42.3%: 1 occurrences (0.3%) +42.3% to +48.1%: 2 occurrences (0.7%) 45.2%
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) 51.0% 31.7% Model-free reality across 300 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.4% Adjusts normal bell curve for real-world skewness (-2.73) and kurtosis (35.23).
Standard Normal (Black-Scholes / GBM) 80.0% 40.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.1% 65.4% Filters for historical windows that started with volatility similar to current 20-day HV (26 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 81.7%
  • Recent 20-Day HV: 29.2%
  • Parkinson Intraday Volatility: 22.0%
  • Vol Trend: Compressed (-64% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.6%
  • Top 10% Move (90th percentile): +17.4%
  • Bottom 10% Move (10th percentile): -14.0%
  • Max Historical Gain (14d): +48.1%
  • Max Historical Loss (14d): -44.9%