Finance

ALTG Move Probability $6.44 +0.38 (+6.2%)

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)
72.8%
Stock touched +5.0% ($6.76) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
38.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.7%
$5.43 — $7.45

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%.

-37.0% to -31.5%: 8 occurrences (1.6%) -34.2% -31.5% to -25.9%: 12 occurrences (2.4%) -25.9% to -20.4%: 21 occurrences (4.1%) -20.4% to -14.9%: 36 occurrences (7.1%) -17.6% -14.9% to -9.3%: 47 occurrences (9.3%) -9.3% to -3.8%: 69 occurrences (13.6%) -3.8% to +1.7%: 66 occurrences (13.0%) -1.0% +1.7% to +7.3%: 81 occurrences (15.9%) +7.3% to +12.8%: 50 occurrences (9.8%) +12.8% to +18.3%: 43 occurrences (8.5%) 15.6% +18.3% to +23.9%: 23 occurrences (4.5%) +23.9% to +29.4%: 26 occurrences (5.1%) +29.4% to +34.9%: 14 occurrences (2.8%) 32.2% +34.9% to +40.5%: 9 occurrences (1.8%) +40.5% to +46.0%: 2 occurrences (0.4%) +46.0% to +51.5%: 1 occurrences (0.2%) 48.8%
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) 72.8% 38.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.3% Adjusts normal bell curve for real-world skewness (0.06) and kurtosis (1.51).
Standard Normal (Black-Scholes / GBM) 75.6% 37.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.1% 34.7% Filters for historical windows that started with volatility similar to current 20-day HV (432 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 66.5%
  • Recent 20-Day HV: 63.1%
  • Parkinson Intraday Volatility: 50.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.5%
  • Top 10% Move (90th percentile): +23.9%
  • Bottom 10% Move (10th percentile): -18.4%
  • Max Historical Gain (14d): +51.5%
  • Max Historical Loss (14d): -37.0%