Finance

ACMTA Move Probability $19.00 +0.00 (+0.0%)

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)
8.6%
Stock touched +5.0% ($19.95) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
8.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$17.71 — $20.29

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-31.8% to -28.6%: 7 occurrences (1.4%) -30.2% -28.6% to -25.3%: 0 occurrences (0.0%) -25.3% to -22.0%: 12 occurrences (2.5%) -22.0% to -18.8%: 0 occurrences (0.0%) -20.4% -18.8% to -15.5%: 0 occurrences (0.0%) -15.5% to -12.2%: 9 occurrences (1.9%) -12.2% to -9.0%: 16 occurrences (3.3%) -10.6% -9.0% to -5.7%: 14 occurrences (2.9%) -5.7% to -2.4%: 15 occurrences (3.1%) -2.4% to +0.9%: 348 occurrences (71.6%) -0.8% +0.9% to +4.1%: 23 occurrences (4.7%) +4.1% to +7.4%: 0 occurrences (0.0%) +7.4% to +10.7%: 28 occurrences (5.8%) 9.0% +10.7% to +13.9%: 0 occurrences (0.0%) +13.9% to +17.2%: 1 occurrences (0.2%) +17.2% to +20.5%: 13 occurrences (2.7%) 18.8%
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) 8.6% 8.6% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (-7.94) and kurtosis (125.56).
Standard Normal (Black-Scholes / GBM) 47.1% 23.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 10.2% 10.2% Filters for historical windows that started with volatility similar to current 20-day HV (264 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.7%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 5.1%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +1.9%
  • Bottom 10% Move (10th percentile): -7.7%
  • Max Historical Gain (14d): +20.5%
  • Max Historical Loss (14d): -31.8%