Finance

AFCG Move Probability $2.98 -0.08 (-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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Touch Probability (First Passage)
49.1%
Stock touched +5.0% ($3.13) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
23.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.1%
$2.59 — $3.38

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%.

-31.7% to -27.6%: 2 occurrences (0.4%) -29.7% -27.6% to -23.5%: 10 occurrences (2.0%) -23.5% to -19.4%: 9 occurrences (1.8%) -19.4% to -15.3%: 22 occurrences (4.3%) -17.4% -15.3% to -11.2%: 55 occurrences (10.8%) -11.2% to -7.1%: 77 occurrences (15.2%) -7.1% to -3.0%: 76 occurrences (15.0%) -5.1% -3.0% to +1.1%: 85 occurrences (16.8%) +1.1% to +5.2%: 56 occurrences (11.0%) +5.2% to +9.3%: 36 occurrences (7.1%) 7.2% +9.3% to +13.4%: 24 occurrences (4.7%) +13.4% to +17.5%: 19 occurrences (3.7%) +17.5% to +21.6%: 15 occurrences (3.0%) 19.5% +21.6% to +25.7%: 11 occurrences (2.2%) +25.7% to +29.8%: 5 occurrences (1.0%) +29.8% to +33.9%: 5 occurrences (1.0%) 31.8%
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) 49.1% 23.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.8% Adjusts normal bell curve for real-world skewness (-0.56) and kurtosis (7.66).
Standard Normal (Black-Scholes / GBM) 70.9% 35.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.3% 30.8% Filters for historical windows that started with volatility similar to current 20-day HV (253 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.6%
  • Recent 20-Day HV: 45.0%
  • Parkinson Intraday Volatility: 35.5%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.9%
  • Top 10% Move (90th percentile): +14.0%
  • Bottom 10% Move (10th percentile): -14.6%
  • Max Historical Gain (14d): +33.9%
  • Max Historical Loss (14d): -31.7%