Finance

ANEB Move Probability $0.37 -0.07 (-15.3%)

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)
32.0%
Stock touched +5.0% ($0.39) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
21.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.51x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.5%
$0.28 — $0.46

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-56.6% to -47.3%: 27 occurrences (5.3%) -52.0% -47.3% to -38.1%: 6 occurrences (1.2%) -38.1% to -28.8%: 13 occurrences (2.6%) -28.8% to -19.6%: 32 occurrences (6.3%) -24.2% -19.6% to -10.3%: 53 occurrences (10.5%) -10.3% to -1.0%: 67 occurrences (13.2%) -1.0% to +8.2%: 213 occurrences (42.0%) 3.6% +8.2% to +17.5%: 43 occurrences (8.5%) +17.5% to +26.7%: 12 occurrences (2.4%) +26.7% to +36.0%: 9 occurrences (1.8%) 31.4% +36.0% to +45.3%: 7 occurrences (1.4%) +45.3% to +54.5%: 9 occurrences (1.8%) +54.5% to +63.8%: 4 occurrences (0.8%) 59.2% +63.8% to +73.0%: 7 occurrences (1.4%) +73.0% to +82.3%: 2 occurrences (0.4%) +82.3% to +91.6%: 3 occurrences (0.6%) 86.9%
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) 32.0% 21.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.5% Adjusts normal bell curve for real-world skewness (1.29) and kurtosis (36.9).
Standard Normal (Black-Scholes / GBM) 83.6% 41.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (139 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.8%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 43.8%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +18.8%
  • Bottom 10% Move (10th percentile): -24.4%
  • Max Historical Gain (14d): +91.6%
  • Max Historical Loss (14d): -56.6%