Finance

AIRE Move Probability $0.94 -0.02 (-1.9%)

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)
66.7%
Stock touched +5.0% ($0.98) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.32x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±58.0%
$0.39 — $1.48

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%.

-59.1% to +6.4%: 366 occurrences (72.0%) -26.3% +6.4% to +71.9%: 89 occurrences (17.5%) +71.9% to +137.3%: 26 occurrences (5.1%) +137.3% to +202.8%: 7 occurrences (1.4%) 170.0% +202.8% to +268.2%: 4 occurrences (0.8%) +268.2% to +333.7%: 2 occurrences (0.4%) +333.7% to +399.1%: 0 occurrences (0.0%) 366.4% +399.1% to +464.6%: 0 occurrences (0.0%) +464.6% to +530.0%: 0 occurrences (0.0%) +530.0% to +595.5%: 0 occurrences (0.0%) 562.8% +595.5% to +661.0%: 1 occurrences (0.2%) +661.0% to +726.4%: 0 occurrences (0.0%) +726.4% to +791.9%: 2 occurrences (0.4%) 759.1% +791.9% to +857.3%: 4 occurrences (0.8%) +857.3% to +922.8%: 4 occurrences (0.8%) +922.8% to +988.2%: 3 occurrences (0.6%) 955.5%
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) 66.7% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.7% Adjusts normal bell curve for real-world skewness (7.78) and kurtosis (96.55).
Standard Normal (Black-Scholes / GBM) 93.3% 46.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.3% 38.0% Filters for historical windows that started with volatility similar to current 20-day HV (150 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 246.3%
  • Recent 20-Day HV: 67.5%
  • Parkinson Intraday Volatility: 117.3%
  • Vol Trend: Compressed (-73% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.0%
  • Top 10% Move (90th percentile): +75.9%
  • Bottom 10% Move (10th percentile): -34.9%
  • Max Historical Gain (14d): +988.2%
  • Max Historical Loss (14d): -59.1%