Finance

AERT Move Probability $6.05 -0.23 (-3.7%)

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)
63.1%
Stock touched +5.0% ($6.35) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
40.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.57x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±47.0%
$3.21 — $8.89

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-47.5% to +60.3%: 460 occurrences (90.7%) 6.4% +60.3% to +168.1%: 33 occurrences (6.5%) +168.1% to +275.9%: 0 occurrences (0.0%) +275.9% to +383.7%: 0 occurrences (0.0%) 329.8% +383.7% to +491.5%: 0 occurrences (0.0%) +491.5% to +599.3%: 0 occurrences (0.0%) +599.3% to +707.1%: 2 occurrences (0.4%) 653.2% +707.1% to +814.8%: 0 occurrences (0.0%) +814.8% to +922.6%: 0 occurrences (0.0%) +922.6% to +1030.4%: 0 occurrences (0.0%) 976.5% +1030.4% to +1138.2%: 0 occurrences (0.0%) +1138.2% to +1246.0%: 0 occurrences (0.0%) +1246.0% to +1353.8%: 0 occurrences (0.0%) 1299.9% +1353.8% to +1461.6%: 2 occurrences (0.4%) +1461.6% to +1569.4%: 5 occurrences (1.0%) +1569.4% to +1677.2%: 5 occurrences (1.0%) 1623.3%
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) 63.1% 40.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.6% Adjusts normal bell curve for real-world skewness (10.89) and kurtosis (178.08).
Standard Normal (Black-Scholes / GBM) 91.7% 45.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.5% 50.7% Filters for historical windows that started with volatility similar to current 20-day HV (138 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 199.3%
  • Recent 20-Day HV: 50.3%
  • Parkinson Intraday Volatility: 79.7%
  • Vol Trend: Compressed (-75% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.9%
  • Top 10% Move (90th percentile): +45.7%
  • Bottom 10% Move (10th percentile): -26.5%
  • Max Historical Gain (14d): +1677.2%
  • Max Historical Loss (14d): -47.5%