Finance

AORT Move Probability $20.23 -4.91 (-19.5%)

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)
50.1%
Stock touched +5.0% ($21.25) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
27.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.5%
$17.90 — $22.57

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-40.2% to -35.2%: 9 occurrences (1.8%) -37.7% -35.2% to -30.1%: 5 occurrences (1.0%) -30.1% to -25.0%: 0 occurrences (0.0%) -25.0% to -19.9%: 2 occurrences (0.4%) -22.4% -19.9% to -14.8%: 13 occurrences (2.6%) -14.8% to -9.7%: 31 occurrences (6.1%) -9.7% to -4.7%: 90 occurrences (17.8%) -7.2% -4.7% to +0.4%: 114 occurrences (22.5%) +0.4% to +5.5%: 112 occurrences (22.1%) +5.5% to +10.6%: 68 occurrences (13.4%) 8.0% +10.6% to +15.7%: 27 occurrences (5.3%) +15.7% to +20.7%: 9 occurrences (1.8%) +20.7% to +25.8%: 12 occurrences (2.4%) 23.3% +25.8% to +30.9%: 1 occurrences (0.2%) +30.9% to +36.0%: 5 occurrences (1.0%) +36.0% to +41.1%: 9 occurrences (1.8%) 38.5%
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) 50.1% 27.6% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.1% Adjusts normal bell curve for real-world skewness (-2.1) and kurtosis (35.06).
Standard Normal (Black-Scholes / GBM) 67.3% 33.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 30.0% 10.0% Filters for historical windows that started with volatility similar to current 20-day HV (40 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.0%
  • Recent 20-Day HV: 97.1%
  • Parkinson Intraday Volatility: 33.9%
  • Vol Trend: Expanded (+98% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +11.7%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +41.1%
  • Max Historical Loss (14d): -40.2%