Finance

ALKT Move Probability $14.09 -0.19 (-1.3%)

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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Touch Probability (First Passage)
59.2%
Stock touched +5.0% ($14.79) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.8%
$12.43 — $15.75

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-13 to 2026-10-12). The colored bar indicates the win zone for +5.0%.

-31.6% to -27.9%: 10 occurrences (2.0%) -29.7% -27.9% to -24.2%: 9 occurrences (1.8%) -24.2% to -20.5%: 14 occurrences (2.8%) -20.5% to -16.8%: 14 occurrences (2.8%) -18.6% -16.8% to -13.0%: 29 occurrences (5.7%) -13.0% to -9.3%: 42 occurrences (8.3%) -9.3% to -5.6%: 57 occurrences (11.2%) -7.5% -5.6% to -1.9%: 72 occurrences (14.2%) -1.9% to +1.8%: 57 occurrences (11.2%) +1.8% to +5.5%: 64 occurrences (12.6%) 3.6% +5.5% to +9.2%: 44 occurrences (8.7%) +9.2% to +12.9%: 38 occurrences (7.5%) +12.9% to +16.6%: 30 occurrences (5.9%) 14.8% +16.6% to +20.3%: 12 occurrences (2.4%) +20.3% to +24.0%: 11 occurrences (2.2%) +24.0% to +27.7%: 4 occurrences (0.8%) 25.9%
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) 59.2% 28.8% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.4% Adjusts normal bell curve for real-world skewness (-1.11) and kurtosis (5.88).
Standard Normal (Black-Scholes / GBM) 67.8% 33.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.9% 40.6% Filters for historical windows that started with volatility similar to current 20-day HV (138 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.9%
  • Recent 20-Day HV: 80.0%
  • Parkinson Intraday Volatility: 40.3%
  • Vol Trend: Expanded (+60% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.5%
  • Top 10% Move (90th percentile): +13.2%
  • Bottom 10% Move (10th percentile): -15.8%
  • Max Historical Gain (14d): +27.7%
  • Max Historical Loss (14d): -31.6%