Finance

APD Move Probability $302.55 -0.01 (-0.0%)

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)
32.1%
Stock touched +5.0% ($317.68) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
19.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.66x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.1%
$284.21 — $320.89

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%.

-15.0% to -12.9%: 1 occurrences (0.2%) -13.9% -12.9% to -10.9%: 5 occurrences (1.0%) -10.9% to -8.9%: 13 occurrences (2.6%) -8.9% to -6.8%: 28 occurrences (5.5%) -7.9% -6.8% to -4.8%: 71 occurrences (14.0%) -4.8% to -2.8%: 46 occurrences (9.1%) -2.8% to -0.7%: 60 occurrences (11.8%) -1.8% -0.7% to +1.3%: 67 occurrences (13.2%) +1.3% to +3.3%: 70 occurrences (13.8%) +3.3% to +5.3%: 56 occurrences (11.0%) 4.3% +5.3% to +7.4%: 33 occurrences (6.5%) +7.4% to +9.4%: 25 occurrences (4.9%) +9.4% to +11.4%: 16 occurrences (3.1%) 10.4% +11.4% to +13.5%: 7 occurrences (1.4%) +13.5% to +15.5%: 7 occurrences (1.4%) +15.5% to +17.5%: 3 occurrences (0.6%) 16.5%
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) 32.1% 19.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.1% Adjusts normal bell curve for real-world skewness (0.48) and kurtosis (8.32).
Standard Normal (Black-Scholes / GBM) 42.1% 21.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.8% 22.0% Filters for historical windows that started with volatility similar to current 20-day HV (255 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 25.7%
  • Recent 20-Day HV: 15.6%
  • Parkinson Intraday Volatility: 20.4%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +7.8%
  • Bottom 10% Move (10th percentile): -6.6%
  • Max Historical Gain (14d): +17.5%
  • Max Historical Loss (14d): -15.0%