Finance

ACRG Move Probability $10.00 +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)
40.2%
Stock touched +5.0% ($10.50) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
22.2%
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%)
±52.2%
$4.78 — $15.22

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-60.9% to -45.5%: 24 occurrences (4.9%) -53.2% -45.5% to -30.0%: 11 occurrences (2.3%) -30.0% to -14.6%: 33 occurrences (6.8%) -14.6% to +0.8%: 305 occurrences (62.6%) -6.9% +0.8% to +16.2%: 26 occurrences (5.3%) +16.2% to +31.6%: 23 occurrences (4.7%) +31.6% to +47.0%: 10 occurrences (2.1%) 39.3% +47.0% to +62.4%: 17 occurrences (3.5%) +62.4% to +77.8%: 10 occurrences (2.1%) +77.8% to +93.2%: 4 occurrences (0.8%) 85.5% +93.2% to +108.7%: 11 occurrences (2.3%) +108.7% to +124.1%: 5 occurrences (1.0%) +124.1% to +139.5%: 0 occurrences (0.0%) 131.8% +139.5% to +154.9%: 7 occurrences (1.4%) +154.9% to +170.3%: 0 occurrences (0.0%) +170.3% to +185.7%: 1 occurrences (0.2%) 178.0%
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) 40.2% 22.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.0% Adjusts normal bell curve for real-world skewness (0.15) and kurtosis (27.78).
Standard Normal (Black-Scholes / GBM) 92.6% 46.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.4% 42.1% Filters for historical windows that started with volatility similar to current 20-day HV (38 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 221.6%
  • Recent 20-Day HV: 557.2%
  • Parkinson Intraday Volatility: 111.2%
  • Vol Trend: Expanded (+151% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +50.0%
  • Bottom 10% Move (10th percentile): -20.1%
  • Max Historical Gain (14d): +185.7%
  • Max Historical Loss (14d): -60.9%