Finance

AGEN Move Probability $6.40 -0.02 (-0.4%)

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)
76.0%
Stock touched +5.0% ($6.72) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.5%
$4.83 — $7.97

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-49.8% to -38.3%: 11 occurrences (2.2%) -44.0% -38.3% to -26.8%: 24 occurrences (4.7%) -26.8% to -15.3%: 66 occurrences (13.0%) -15.3% to -3.8%: 116 occurrences (22.8%) -9.5% -3.8% to +7.7%: 107 occurrences (21.1%) +7.7% to +19.2%: 83 occurrences (16.3%) +19.2% to +30.7%: 37 occurrences (7.3%) 25.0% +30.7% to +42.2%: 22 occurrences (4.3%) +42.2% to +53.7%: 10 occurrences (2.0%) +53.7% to +65.2%: 7 occurrences (1.4%) 59.4% +65.2% to +76.7%: 15 occurrences (3.0%) +76.7% to +88.2%: 6 occurrences (1.2%) +88.2% to +99.7%: 0 occurrences (0.0%) 93.9% +99.7% to +111.2%: 3 occurrences (0.6%) +111.2% to +122.7%: 0 occurrences (0.0%) +122.7% to +134.2%: 1 occurrences (0.2%) 128.4%
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) 76.0% 40.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.6% Adjusts normal bell curve for real-world skewness (1.62) and kurtosis (13.51).
Standard Normal (Black-Scholes / GBM) 84.2% 42.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.8% 40.7% Filters for historical windows that started with volatility similar to current 20-day HV (339 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 104.1%
  • Recent 20-Day HV: 109.3%
  • Parkinson Intraday Volatility: 81.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +38.0%
  • Bottom 10% Move (10th percentile): -22.5%
  • Max Historical Gain (14d): +134.2%
  • Max Historical Loss (14d): -49.8%