Finance

ADIL Move Probability $3.97 +0.33 (+9.1%)

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)
59.3%
Stock touched +5.0% ($4.17) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.43x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.3%
$2.92 — $5.02

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%.

-65.6% to -55.3%: 7 occurrences (1.4%) -60.4% -55.3% to -45.1%: 12 occurrences (2.4%) -45.1% to -34.8%: 16 occurrences (3.1%) -34.8% to -24.6%: 23 occurrences (4.5%) -29.7% -24.6% to -14.3%: 56 occurrences (11.0%) -14.3% to -4.1%: 160 occurrences (31.5%) -4.1% to +6.2%: 118 occurrences (23.2%) 1.1% +6.2% to +16.4%: 47 occurrences (9.3%) +16.4% to +26.7%: 13 occurrences (2.6%) +26.7% to +36.9%: 12 occurrences (2.4%) 31.8% +36.9% to +47.2%: 11 occurrences (2.2%) +47.2% to +57.4%: 8 occurrences (1.6%) +57.4% to +67.7%: 10 occurrences (2.0%) 62.6% +67.7% to +77.9%: 13 occurrences (2.6%) +77.9% to +88.2%: 0 occurrences (0.0%) +88.2% to +98.4%: 2 occurrences (0.4%) 93.3%
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) 59.3% 24.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.9% Adjusts normal bell curve for real-world skewness (0.97) and kurtosis (17.13).
Standard Normal (Black-Scholes / GBM) 85.3% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.0% 17.8% Filters for historical windows that started with volatility similar to current 20-day HV (197 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 111.8%
  • Recent 20-Day HV: 114.3%
  • Parkinson Intraday Volatility: 79.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -5.0%
  • Top 10% Move (90th percentile): +31.5%
  • Bottom 10% Move (10th percentile): -26.3%
  • Max Historical Gain (14d): +98.4%
  • Max Historical Loss (14d): -65.6%