Finance

AMTX Move Probability $1.26 -0.11 (-7.7%)

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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Touch Probability (First Passage)
73.4%
Stock touched +5.0% ($1.33) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.2%
$1.00 — $1.53

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%.

-36.7% to -26.0%: 31 occurrences (6.1%) -31.4% -26.0% to -15.4%: 109 occurrences (21.5%) -15.4% to -4.7%: 108 occurrences (21.3%) -4.7% to +6.0%: 93 occurrences (18.3%) 0.7% +6.0% to +16.7%: 65 occurrences (12.8%) +16.7% to +27.4%: 33 occurrences (6.5%) +27.4% to +38.0%: 34 occurrences (6.7%) 32.7% +38.0% to +48.7%: 13 occurrences (2.6%) +48.7% to +59.4%: 7 occurrences (1.4%) +59.4% to +70.1%: 3 occurrences (0.6%) 64.7% +70.1% to +80.8%: 2 occurrences (0.4%) +80.8% to +91.4%: 3 occurrences (0.6%) +91.4% to +102.1%: 1 occurrences (0.2%) 96.8% +102.1% to +112.8%: 3 occurrences (0.6%) +112.8% to +123.5%: 1 occurrences (0.2%) +123.5% to +134.2%: 2 occurrences (0.4%) 128.8%
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) 73.4% 34.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.7% Adjusts normal bell curve for real-world skewness (0.55) and kurtosis (2.13).
Standard Normal (Black-Scholes / GBM) 81.8% 40.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 87.0% 52.8% Filters for historical windows that started with volatility similar to current 20-day HV (161 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.0%
  • Recent 20-Day HV: 54.8%
  • Parkinson Intraday Volatility: 75.2%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.2%
  • Top 10% Move (90th percentile): +32.6%
  • Bottom 10% Move (10th percentile): -23.6%
  • Max Historical Gain (14d): +134.2%
  • Max Historical Loss (14d): -36.7%