Finance

ALMU Move Probability $7.71 +0.03 (+0.3%)

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)
78.7%
Stock touched +5.0% ($8.10) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.9%
$5.56 — $9.86

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 381 historical windows (2025-03-27 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-38.9% to -29.1%: 20 occurrences (5.2%) -34.0% -29.1% to -19.4%: 46 occurrences (12.1%) -19.4% to -9.7%: 62 occurrences (16.3%) -9.7% to +0.1%: 75 occurrences (19.7%) -4.8% +0.1% to +9.8%: 54 occurrences (14.2%) +9.8% to +19.5%: 33 occurrences (8.7%) +19.5% to +29.3%: 31 occurrences (8.1%) 24.4% +29.3% to +39.0%: 13 occurrences (3.4%) +39.0% to +48.7%: 11 occurrences (2.9%) +48.7% to +58.5%: 11 occurrences (2.9%) 53.6% +58.5% to +68.2%: 12 occurrences (3.1%) +68.2% to +77.9%: 3 occurrences (0.8%) +77.9% to +87.7%: 5 occurrences (1.3%) 82.8% +87.7% to +97.4%: 2 occurrences (0.5%) +97.4% to +107.1%: 2 occurrences (0.5%) +107.1% to +116.9%: 1 occurrences (0.3%) 112.0%
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) 78.7% 37.8% Model-free reality across 381 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.3% Adjusts normal bell curve for real-world skewness (0.29) and kurtosis (2.36).
Standard Normal (Black-Scholes / GBM) 86.1% 43.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.2% 52.5% Filters for historical windows that started with volatility similar to current 20-day HV (61 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 118.2%
  • Recent 20-Day HV: 62.2%
  • Parkinson Intraday Volatility: 86.3%
  • Vol Trend: Compressed (-47% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.1%
  • Top 10% Move (90th percentile): +46.7%
  • Bottom 10% Move (10th percentile): -24.9%
  • Max Historical Gain (14d): +116.9%
  • Max Historical Loss (14d): -38.9%