Finance

AGBK Move Probability $7.30 -0.33 (-4.3%)

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)
50.3%
Stock touched +5.0% ($7.67) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
19.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.53x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.2%
$6.26 — $8.34

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 161 historical windows (2026-02-11 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-34.3% to -30.1%: 4 occurrences (2.5%) -32.2% -30.1% to -25.8%: 4 occurrences (2.5%) -25.8% to -21.5%: 5 occurrences (3.1%) -21.5% to -17.3%: 9 occurrences (5.6%) -19.4% -17.3% to -13.0%: 15 occurrences (9.3%) -13.0% to -8.7%: 9 occurrences (5.6%) -8.7% to -4.5%: 28 occurrences (17.4%) -6.6% -4.5% to -0.2%: 20 occurrences (12.4%) -0.2% to +4.1%: 34 occurrences (21.1%) +4.1% to +8.3%: 10 occurrences (6.2%) 6.2% +8.3% to +12.6%: 12 occurrences (7.5%) +12.6% to +16.9%: 4 occurrences (2.5%) +16.9% to +21.1%: 0 occurrences (0.0%) 19.0% +21.1% to +25.4%: 3 occurrences (1.9%) +25.4% to +29.7%: 2 occurrences (1.2%) +29.7% to +33.9%: 2 occurrences (1.2%) 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) 50.3% 19.9% Model-free reality across 161 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.5% Adjusts normal bell curve for real-world skewness (0.95) and kurtosis (6.03).
Standard Normal (Black-Scholes / GBM) 73.2% 36.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.1% 16.7% Filters for historical windows that started with volatility similar to current 20-day HV (36 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.4%
  • Recent 20-Day HV: 93.0%
  • Parkinson Intraday Volatility: 43.3%
  • Vol Trend: Expanded (+54% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.5%
  • Top 10% Move (90th percentile): +10.6%
  • Bottom 10% Move (10th percentile): -19.8%
  • Max Historical Gain (14d): +33.9%
  • Max Historical Loss (14d): -34.3%