Finance

ANVS Move Probability $1.01 +0.02 (+1.7%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
24.6%
Stock touched +5.0% ($1.06) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
14.6%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$0.94 — $1.08

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-30.0% to -20.1%: 3 occurrences (0.6%) -25.0% -20.1% to -10.1%: 4 occurrences (0.8%) -10.1% to -0.2%: 265 occurrences (50.9%) -0.2% to +9.8%: 227 occurrences (43.6%) 4.8% +9.8% to +19.7%: 18 occurrences (3.5%) +19.7% to +29.6%: 3 occurrences (0.6%) +29.6% to +39.6%: 0 occurrences (0.0%) 34.6% +39.6% to +49.5%: 0 occurrences (0.0%) +49.5% to +59.5%: 0 occurrences (0.0%) +59.5% to +69.4%: 0 occurrences (0.0%) 64.4% +69.4% to +79.3%: 0 occurrences (0.0%) +79.3% to +89.3%: 0 occurrences (0.0%) +89.3% to +99.2%: 0 occurrences (0.0%) 94.2% +99.2% to +109.2%: 0 occurrences (0.0%) +109.2% to +119.1%: 0 occurrences (0.0%) +119.1% to +129.0%: 1 occurrences (0.2%) 124.1%
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) 24.6% 14.6% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (3.33) and kurtosis (45.11).
Standard Normal (Black-Scholes / GBM) 47.0% 23.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 18.3% 10.0% Filters for historical windows that started with volatility similar to current 20-day HV (289 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 107.2%
  • Recent 20-Day HV: 65.2%
  • Parkinson Intraday Volatility: 75.4%
  • Vol Trend: Compressed (-39% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +6.5%
  • Bottom 10% Move (10th percentile): -6.1%
  • Max Historical Gain (1d): +129.0%
  • Max Historical Loss (1d): -30.0%