Finance

ACH Move Probability $0.22 -0.04 (-16.3%)

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)
70.9%
Stock touched +5.0% ($0.23) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±31.7%
$0.15 — $0.29

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%.

-66.4% to -47.3%: 22 occurrences (4.3%) -56.9% -47.3% to -28.3%: 37 occurrences (7.3%) -28.3% to -9.2%: 137 occurrences (27.0%) -9.2% to +9.8%: 167 occurrences (32.9%) 0.3% +9.8% to +28.9%: 105 occurrences (20.7%) +28.9% to +48.0%: 18 occurrences (3.5%) +48.0% to +67.0%: 8 occurrences (1.6%) 57.5% +67.0% to +86.1%: 0 occurrences (0.0%) +86.1% to +105.2%: 0 occurrences (0.0%) +105.2% to +124.2%: 0 occurrences (0.0%) 114.7% +124.2% to +143.3%: 1 occurrences (0.2%) +143.3% to +162.3%: 0 occurrences (0.0%) +162.3% to +181.4%: 4 occurrences (0.8%) 171.9% +181.4% to +200.5%: 0 occurrences (0.0%) +200.5% to +219.5%: 5 occurrences (1.0%) +219.5% to +238.6%: 4 occurrences (0.8%) 229.1%
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) 70.9% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.3% Adjusts normal bell curve for real-world skewness (7.78) and kurtosis (134.4).
Standard Normal (Black-Scholes / GBM) 87.8% 43.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.7% 38.3% Filters for historical windows that started with volatility similar to current 20-day HV (128 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 134.7%
  • Recent 20-Day HV: 139.2%
  • Parkinson Intraday Volatility: 76.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.0%
  • Top 10% Move (90th percentile): +19.9%
  • Bottom 10% Move (10th percentile): -31.3%
  • Max Historical Gain (14d): +238.6%
  • Max Historical Loss (14d): -66.4%