Finance

ACUT Move Probability $0.15 +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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Touch Probability (First Passage)
78.4%
Stock touched +5.0% ($0.15) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.47x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±38.8%
$0.09 — $0.20

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%.

-45.3% to -35.0%: 14 occurrences (2.9%) -40.2% -35.0% to -24.8%: 57 occurrences (11.7%) -24.8% to -14.5%: 102 occurrences (21.0%) -14.5% to -4.3%: 86 occurrences (17.7%) -9.4% -4.3% to +6.0%: 81 occurrences (16.7%) +6.0% to +16.2%: 54 occurrences (11.1%) +16.2% to +26.5%: 22 occurrences (4.5%) 21.4% +26.5% to +36.8%: 8 occurrences (1.6%) +36.8% to +47.0%: 9 occurrences (1.9%) +47.0% to +57.3%: 14 occurrences (2.9%) 52.1% +57.3% to +67.5%: 7 occurrences (1.4%) +67.5% to +77.8%: 4 occurrences (0.8%) +77.8% to +88.0%: 10 occurrences (2.1%) 82.9% +88.0% to +98.3%: 6 occurrences (1.2%) +98.3% to +108.6%: 4 occurrences (0.8%) +108.6% to +118.8%: 8 occurrences (1.6%) 113.7%
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) 78.4% 31.7% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.9% Adjusts normal bell curve for real-world skewness (0.48) and kurtosis (6.93).
Standard Normal (Black-Scholes / GBM) 90.0% 45.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 164.6%
  • Recent 20-Day HV: 49.0%
  • Parkinson Intraday Volatility: 116.6%
  • Vol Trend: Compressed (-70% vs baseline)

14-Day Return Quantiles

  • Median Return: -6.7%
  • Top 10% Move (90th percentile): +48.6%
  • Bottom 10% Move (10th percentile): -28.1%
  • Max Historical Gain (14d): +118.8%
  • Max Historical Loss (14d): -45.3%