Finance

ADVM Move Probability $4.37 +0.11 (+2.6%)

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)
68.3%
Stock touched +5.0% ($4.59) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.20x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.6%
$3.51 — $5.23

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 290 historical windows (2024-09-23 to 2025-12-08). The colored bar indicates the win zone for +5.0%.

-39.6% to -32.3%: 11 occurrences (3.8%) -35.9% -32.3% to -25.0%: 15 occurrences (5.2%) -25.0% to -17.7%: 28 occurrences (9.7%) -17.7% to -10.3%: 29 occurrences (10.0%) -14.0% -10.3% to -3.0%: 61 occurrences (21.0%) -3.0% to +4.3%: 50 occurrences (17.2%) +4.3% to +11.6%: 28 occurrences (9.7%) 7.9% +11.6% to +18.9%: 25 occurrences (8.6%) +18.9% to +26.2%: 23 occurrences (7.9%) +26.2% to +33.5%: 8 occurrences (2.8%) 29.8% +33.5% to +40.8%: 6 occurrences (2.1%) +40.8% to +48.1%: 0 occurrences (0.0%) +48.1% to +55.4%: 0 occurrences (0.0%) 51.8% +55.4% to +62.7%: 1 occurrences (0.3%) +62.7% to +70.0%: 1 occurrences (0.3%) +70.0% to +77.3%: 4 occurrences (1.4%) 73.7%
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) 68.3% 31.0% Model-free reality across 290 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.7% Adjusts normal bell curve for real-world skewness (0.25) and kurtosis (1.74).
Standard Normal (Black-Scholes / GBM) 80.3% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.1%
  • Recent 20-Day HV: 18.3%
  • Parkinson Intraday Volatility: 68.2%
  • Vol Trend: Compressed (-78% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +22.3%
  • Bottom 10% Move (10th percentile): -23.0%
  • Max Historical Gain (14d): +77.3%
  • Max Historical Loss (14d): -39.6%