Finance

ACHV Move Probability $6.50 +0.02 (+0.3%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
70.5%
Stock touched +5.0% ($6.83) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
39.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.2%
$5.19 — $7.81

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%.

-41.4% to -33.0%: 10 occurrences (2.0%) -37.2% -33.0% to -24.7%: 21 occurrences (4.1%) -24.7% to -16.3%: 37 occurrences (7.3%) -16.3% to -7.9%: 81 occurrences (15.9%) -12.1% -7.9% to +0.5%: 119 occurrences (23.4%) +0.5% to +8.9%: 77 occurrences (15.2%) +8.9% to +17.3%: 59 occurrences (11.6%) 13.1% +17.3% to +25.7%: 49 occurrences (9.6%) +25.7% to +34.1%: 26 occurrences (5.1%) +34.1% to +42.5%: 8 occurrences (1.6%) 38.3% +42.5% to +50.9%: 5 occurrences (1.0%) +50.9% to +59.3%: 8 occurrences (1.6%) +59.3% to +67.7%: 6 occurrences (1.2%) 63.5% +67.7% to +76.0%: 1 occurrences (0.2%) +76.0% to +84.4%: 0 occurrences (0.0%) +84.4% to +92.8%: 1 occurrences (0.2%) 88.6%
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) 70.5% 39.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.4% Adjusts normal bell curve for real-world skewness (-0.62) and kurtosis (14.85).
Standard Normal (Black-Scholes / GBM) 80.9% 40.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.5% 32.0% Filters for historical windows that started with volatility similar to current 20-day HV (259 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 85.6%
  • Recent 20-Day HV: 56.6%
  • Parkinson Intraday Volatility: 61.2%
  • Vol Trend: Compressed (-34% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +26.0%
  • Bottom 10% Move (10th percentile): -19.6%
  • Max Historical Gain (14d): +92.8%
  • Max Historical Loss (14d): -41.4%