Finance

ADCT Move Probability $1.50 -0.02 (-1.0%)

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)
77.8%
Stock touched +5.0% ($1.58) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.22x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.5%
$1.11 — $1.90

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%.

-71.3% to -56.1%: 14 occurrences (2.8%) -63.7% -56.1% to -40.8%: 2 occurrences (0.4%) -40.8% to -25.5%: 22 occurrences (4.3%) -25.5% to -10.2%: 101 occurrences (19.9%) -17.8% -10.2% to +5.1%: 192 occurrences (37.8%) +5.1% to +20.4%: 113 occurrences (22.2%) +20.4% to +35.7%: 38 occurrences (7.5%) 28.0% +35.7% to +51.0%: 6 occurrences (1.2%) +51.0% to +66.3%: 7 occurrences (1.4%) +66.3% to +81.5%: 4 occurrences (0.8%) 73.9% +81.5% to +96.8%: 3 occurrences (0.6%) +96.8% to +112.1%: 2 occurrences (0.4%) +112.1% to +127.4%: 1 occurrences (0.2%) 119.8% +127.4% to +142.7%: 1 occurrences (0.2%) +142.7% to +158.0%: 0 occurrences (0.0%) +158.0% to +173.3%: 2 occurrences (0.4%) 165.6%
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) 77.8% 35.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.5% Adjusts normal bell curve for real-world skewness (-2.96) and kurtosis (46.18).
Standard Normal (Black-Scholes / GBM) 85.4% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.5% 34.3% Filters for historical windows that started with volatility similar to current 20-day HV (166 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 112.3%
  • Recent 20-Day HV: 117.3%
  • Parkinson Intraday Volatility: 79.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +24.8%
  • Bottom 10% Move (10th percentile): -21.0%
  • Max Historical Gain (14d): +173.3%
  • Max Historical Loss (14d): -71.3%