Finance

ANSC Move Probability $11.45 -0.01 (-0.1%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
0.0%
Stock touched +5.0% ($12.02) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.4%
$11.40 — $11.50

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 458 historical windows (2024-09-23 to 2026-08-11). The colored bar indicates the win zone for +5.0%.

-0.5% to -0.4%: 9 occurrences (2.0%) -0.5% -0.4% to -0.2%: 5 occurrences (1.1%) -0.2% to -0.1%: 19 occurrences (4.1%) -0.1% to +0.1%: 127 occurrences (27.7%) -0.0% +0.1% to +0.2%: 67 occurrences (14.6%) +0.2% to +0.4%: 48 occurrences (10.5%) +0.4% to +0.5%: 93 occurrences (20.3%) 0.4% +0.5% to +0.6%: 18 occurrences (3.9%) +0.6% to +0.8%: 25 occurrences (5.5%) +0.8% to +0.9%: 7 occurrences (1.5%) 0.9% +0.9% to +1.1%: 4 occurrences (0.9%) +1.1% to +1.2%: 9 occurrences (2.0%) +1.2% to +1.4%: 16 occurrences (3.5%) 1.3% +1.4% to +1.5%: 4 occurrences (0.9%) +1.5% to +1.7%: 0 occurrences (0.0%) +1.7% to +1.8%: 7 occurrences (1.5%) 1.8%
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) 0.0% 0.0% Model-free reality across 458 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (5.28) and kurtosis (40.84).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% 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 (189 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 1.8%
  • Recent 20-Day HV: 1.4%
  • Parkinson Intraday Volatility: 0.3%
  • Vol Trend: Compressed (-24% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +0.8%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +1.8%
  • Max Historical Loss (14d): -0.5%