Finance

ACHC Move Probability $31.44 +0.04 (+0.1%)

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)
60.2%
Stock touched +5.0% ($33.01) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.1%
$26.71 — $36.17

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%.

-35.0% to -28.1%: 20 occurrences (3.9%) -31.6% -28.1% to -21.3%: 24 occurrences (4.7%) -21.3% to -14.4%: 34 occurrences (6.7%) -14.4% to -7.5%: 81 occurrences (15.9%) -10.9% -7.5% to -0.6%: 133 occurrences (26.2%) -0.6% to +6.3%: 87 occurrences (17.1%) +6.3% to +13.2%: 48 occurrences (9.4%) 9.7% +13.2% to +20.1%: 38 occurrences (7.5%) +20.1% to +26.9%: 19 occurrences (3.7%) +26.9% to +33.8%: 11 occurrences (2.2%) 30.4% +33.8% to +40.7%: 1 occurrences (0.2%) +40.7% to +47.6%: 2 occurrences (0.4%) +47.6% to +54.5%: 4 occurrences (0.8%) 51.0% +54.5% to +61.4%: 2 occurrences (0.4%) +61.4% to +68.3%: 1 occurrences (0.2%) +68.3% to +75.1%: 3 occurrences (0.6%) 71.7%
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) 60.2% 27.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.1% Adjusts normal bell curve for real-world skewness (-1.14) and kurtosis (10.08).
Standard Normal (Black-Scholes / GBM) 74.6% 37.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.5% 25.3% Filters for historical windows that started with volatility similar to current 20-day HV (198 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.9%
  • Recent 20-Day HV: 38.1%
  • Parkinson Intraday Volatility: 49.1%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.9%
  • Top 10% Move (90th percentile): +17.3%
  • Bottom 10% Move (10th percentile): -19.6%
  • Max Historical Gain (14d): +75.1%
  • Max Historical Loss (14d): -35.0%