Finance

AERG Move Probability $0.89 +0.07 (+8.4%)

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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Touch Probability (First Passage)
73.1%
Stock touched +5.0% ($0.93) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.54x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.7%
$0.71 — $1.07

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-41.4% to -21.2%: 49 occurrences (10.1%) -31.3% -21.2% to -1.1%: 226 occurrences (46.4%) -1.1% to +19.1%: 137 occurrences (28.1%) +19.1% to +39.3%: 38 occurrences (7.8%) 29.2% +39.3% to +59.4%: 13 occurrences (2.7%) +59.4% to +79.6%: 7 occurrences (1.4%) +79.6% to +99.8%: 4 occurrences (0.8%) 89.7% +99.8% to +120.0%: 8 occurrences (1.6%) +120.0% to +140.1%: 0 occurrences (0.0%) +140.1% to +160.3%: 2 occurrences (0.4%) 150.2% +160.3% to +180.5%: 1 occurrences (0.2%) +180.5% to +200.6%: 0 occurrences (0.0%) +200.6% to +220.8%: 1 occurrences (0.2%) 210.7% +220.8% to +241.0%: 0 occurrences (0.0%) +241.0% to +261.2%: 0 occurrences (0.0%) +261.2% to +281.3%: 1 occurrences (0.2%) 271.2%
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) 73.1% 28.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.3% Adjusts normal bell curve for real-world skewness (0.44) and kurtosis (6.53).
Standard Normal (Black-Scholes / GBM) 81.3% 40.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.9% 31.6% Filters for historical windows that started with volatility similar to current 20-day HV (263 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.7%
  • Recent 20-Day HV: 98.8%
  • Parkinson Intraday Volatility: 97.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.0%
  • Top 10% Move (90th percentile): +32.4%
  • Bottom 10% Move (10th percentile): -21.1%
  • Max Historical Gain (14d): +281.3%
  • Max Historical Loss (14d): -41.4%