Finance

ACXP Move Probability $1.15 -0.00 (-0.4%)

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)
55.5%
Stock touched +5.0% ($1.20) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
16.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.32x
You are 3.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±35.1%
$0.74 — $1.55

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%.

-59.1% to -34.1%: 54 occurrences (10.6%) -46.6% -34.1% to -9.0%: 214 occurrences (42.1%) -9.0% to +16.1%: 187 occurrences (36.8%) +16.1% to +41.1%: 14 occurrences (2.8%) 28.6% +41.1% to +66.2%: 15 occurrences (3.0%) +66.2% to +91.3%: 10 occurrences (2.0%) +91.3% to +116.3%: 2 occurrences (0.4%) 103.8% +116.3% to +141.4%: 1 occurrences (0.2%) +141.4% to +166.5%: 0 occurrences (0.0%) +166.5% to +191.5%: 5 occurrences (1.0%) 179.0% +191.5% to +216.6%: 2 occurrences (0.4%) +216.6% to +241.7%: 2 occurrences (0.4%) +241.7% to +266.7%: 1 occurrences (0.2%) 254.2% +266.7% to +291.8%: 0 occurrences (0.0%) +291.8% to +316.9%: 0 occurrences (0.0%) +316.9% to +341.9%: 1 occurrences (0.2%) 329.4%
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) 55.5% 16.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.8% Adjusts normal bell curve for real-world skewness (3.77) and kurtosis (35.2).
Standard Normal (Black-Scholes / GBM) 88.9% 44.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.0% 27.2% Filters for historical windows that started with volatility similar to current 20-day HV (81 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 148.8%
  • Recent 20-Day HV: 48.5%
  • Parkinson Intraday Volatility: 74.9%
  • Vol Trend: Compressed (-67% vs baseline)

14-Day Return Quantiles

  • Median Return: -10.0%
  • Top 10% Move (90th percentile): +17.7%
  • Bottom 10% Move (10th percentile): -34.5%
  • Max Historical Gain (14d): +341.9%
  • Max Historical Loss (14d): -59.1%