Finance

AGNT Move Probability $3.95 -0.15 (-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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
56.5%
Stock touched +5.0% ($4.15) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
20.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.76x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.2%
$3.47 — $4.43

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%.

-28.1% to -24.9%: 6 occurrences (1.2%) -26.5% -24.9% to -21.7%: 5 occurrences (1.0%) -21.7% to -18.5%: 15 occurrences (3.0%) -18.5% to -15.4%: 22 occurrences (4.3%) -16.9% -15.4% to -12.2%: 34 occurrences (6.7%) -12.2% to -9.0%: 61 occurrences (12.0%) -9.0% to -5.8%: 53 occurrences (10.4%) -7.4% -5.8% to -2.6%: 70 occurrences (13.8%) -2.6% to +0.6%: 59 occurrences (11.6%) +0.6% to +3.7%: 63 occurrences (12.4%) 2.1% +3.7% to +6.9%: 39 occurrences (7.7%) +6.9% to +10.1%: 24 occurrences (4.7%) +10.1% to +13.3%: 29 occurrences (5.7%) 11.7% +13.3% to +16.5%: 14 occurrences (2.8%) +16.5% to +19.7%: 10 occurrences (2.0%) +19.7% to +22.8%: 4 occurrences (0.8%) 21.2%
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) 56.5% 20.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.0% Adjusts normal bell curve for real-world skewness (-0.2) and kurtosis (2.63).
Standard Normal (Black-Scholes / GBM) 68.9% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.1% 24.4% Filters for historical windows that started with volatility similar to current 20-day HV (291 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.7%
  • Recent 20-Day HV: 69.1%
  • Parkinson Intraday Volatility: 43.5%
  • Vol Trend: Expanded (+34% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.1%
  • Top 10% Move (90th percentile): +10.5%
  • Bottom 10% Move (10th percentile): -14.6%
  • Max Historical Gain (14d): +22.8%
  • Max Historical Loss (14d): -28.1%